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On-line changepoint detection and parameter estimation with application to genomic data.

, , and . Statistics and Computing, 22 (2): 579-595 (2012)

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On solving integral equations using Markov chain Monte Carlo methods., , and . Applied Mathematics and Computation, 216 (10): 2869-2880 (2010)Blind SOS subspace channel estimation and equalization techniques exploiting spatial diversity in OFDM systems., , and . Digital Signal Processing, 14 (2): 171-202 (2004)On-line changepoint detection and parameter estimation with application to genomic data., , and . Statistics and Computing, 22 (2): 579-595 (2012)Particle filtering for non-stationary speech modelling and enhancement., , and . INTERSPEECH, page 594-597. ISCA, (2000)The Unscented Particle Filter., , , and . NIPS, page 584-590. MIT Press, (2000)Global Optimisation of Neural Network Models via Sequential Sampling., , , and . NIPS, page 410-416. The MIT Press, (1998)Reversible Jump MCMC Simulated Annealing for Neural Networks., , and . UAI, page 11-18. Morgan Kaufmann, (2000)Maximum Likelihood Parameter Estimation for Latent Variable Models Using Sequential Monte Carlo., , and . ICASSP (3), page 640-643. IEEE, (2006)Fully Bayesian analysis of conditionally linear Gaussian state space models., and . ICASSP, page 2948-2951. IEEE Computer Society, (1996)A survey of convergence results on particle filtering methods for practitioners., and . IEEE Trans. Signal Processing, 50 (3): 736-746 (2002)