Dr Christopher Nemeth

Lecturer in Statistics

Research Overview

  • Computational statistics
  • Markov chain Monte Carlo
  • Sequential Monte Carlo
  • State-space modelling
  • Gaussian processes

sgmcmc: An R Package for Stochastic Gradient Markov Chain Monte Carlo
Baker, J., Fearnhead, P., Fox, E.B., Nemeth, C.J. 2/10/2017 In: arXiv.
Journal article

Pseudo-extended Markov chain Monte Carlo
Nemeth, C., Lindsten, F., Filippone, M., Hensman, J. 17/08/2017 In: arxiv.org.
Journal article

Merging MCMC subposteriors through Gaussian-Process Approximations
Nemeth, C., Sherlock, C.G. 9/08/2017 In: Bayesian Analysis. 24 p.
Journal article

Control variates for stochastic gradient MCMC
Baker, J., Fearnhead, P., Fox, E.B., Nemeth, C. 16/06/2017 In: arXiv.
Journal article

Particle approximations of the score and observed information matrix for parameter estimation in state space models with linear computational cost
Nemeth, C., Fearnhead, P., Mihaylova, L.S. 11/2016 In: Journal of Computational and Graphical Statistics. 25, 4, p. 1138-1157. 20 p.
Journal article

Particle Metropolis-adjusted Langevin algorithms
Nemeth, C., Sherlock, C., Fearnhead, P. 09/2016 In: Biometrika. 103, 3, p. 701-717. 17 p.
Journal article

Sequential Monte Carlo methods for state and parameter estimation in abruptly changing environments
Nemeth, C., Fearnhead, P., Mihaylova, L. 1/03/2014 In: IEEE Transactions on Signal Processing. 62, 5, p. 1245-1255. 11 p.
Journal article

Particle Metropolis adjusted Langevin algorithms for state space models
Nemeth, C., Fearnhead, P. 4/02/2014 In: arxiv.org.
Journal article

Parameter estimation for state space models using sequential Monte Carlo algorithms
Nemeth, C. 2014 Lancaster University. 204 p.
Doctoral Thesis

Bearings-Only Tracking with Particle Filtering for Joint Parameter Learning and State Estimation
Nemeth, C., Fearnhead, P., Mihaylova, L., Vorley, D. 7/07/2012 In: Information Fusion (FUSION), 2012 15th International Conference on. IEEE p. 824-831. 8 p.

Particle Learning Methods for State and Parameter Estimation
Nemeth, C., Fearnhead, P., Mihaylova, L., Vorley, D. 15/05/2012 In: Data Fusion & Target Tracking Conference (DF&TT 2012): Algorithms & Applications, 9th IET. 6 p.