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On the two-filter approximations of marginal smoothing distributions in general state-space models
- Part of
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- Journal:
- Advances in Applied Probability / Volume 50 / Issue 1 / March 2018
- Published online by Cambridge University Press:
- 20 March 2018, pp. 154-177
- Print publication:
- March 2018
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Optimal scaling of the random walk Metropolis algorithm under L p mean differentiability
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- Journal:
- Journal of Applied Probability / Volume 54 / Issue 4 / December 2017
- Published online by Cambridge University Press:
- 30 November 2017, pp. 1233-1260
- Print publication:
- December 2017
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