Search Results for author: Sumeetpal Singh

Found 3 papers, 0 papers with code

Anytime Monte Carlo

no code implementations10 Dec 2016 Lawrence M. Murray, Sumeetpal Singh, Anthony Lee

Monte Carlo algorithms simulate some prescribed number of samples, taking some random real time to complete the computations necessary.

Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo

no code implementations17 Nov 2013 Sinan Yildirim, Sumeetpal Singh, Thomas Dean, Ajay Jasra

We propose sequential Monte Carlo based algorithms for maximum likelihood estimation of the static parameters in hidden Markov models with an intractable likelihood using ideas from approximate Bayesian computation.

Computation Methodology

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