Dr Christopher Nemeth

Lecturer in Statistics

Particle approximations of the score and observed information matrix for parameter estimation in state space models with linear computational cost
Nemeth, C., Fearnhead, P.N., Mihaylova, L.S. 22/10/2015 In: Journal of Computational and Graphical Statistics.
Journal article

Particle Metropolis adjusted Langevin algorithms
Nemeth, C., Sherlock, C., Fearnhead, P. 23/12/2014 In: arxiv.org.
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.
Paper

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.
Paper