Peter Clifford

Particle Filters:

• Sequential Monte Carlo Methods Homepage
• Building Robust Simuation-based Filters for Evolving Data Sets
• MCMC, sufficient statistics and particle filter. P. Fearnhead. Journal of Computational and Graphical Statistics , to appear.[gzipped postscript][abstract]
• Sequential Monte Carlo methods in filter theory: thesis. P. Fearnhead. [gzipped postscript][abstract]

Other Links:

• Statistics Department Home Page