M Pitt

Получаване на мой собствен потребителски профил

Позовавания

	Всички	От 2018
Позовавания	6950	1979
h-индекс	19	16
i10-индекс	21	18

420

210

105

315

1998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202356 51 82 83 105 134 164 216 234 238 260 318 292 334 371 375 410 385 412 361 390 377 301 330 294 284

Публичен достъп

Преглед на всички

6 статии

0 статии

налични

неналични

Въз основа на изисквания при финансирането

Съавтори

Neil ShephardFrank B. Baird Jr, Professor of Science, Dept of Economics & Dept of Statistics, Harvard UniversityПотвърден имейл адрес: fas.harvard.edu
robert kohnProfessor of Economics University of New South WalesПотвърден имейл адрес: unsw.edu.au
Arnaud DoucetProfessor of Statistics, University of Oxford & Research Scientist, Google DeepMindПотвърден имейл адрес: stats.ox.ac.uk
paolo giordaniProfessor of Financial Econometrics, Norwegian Business School, OsloПотвърден имейл адрес: bi.no
George DeligiannidisAssociate Professor in Statistics, University of OxfordПотвърден имейл адрес: stats.ox.ac.uk
Siddhartha ChibHarry C Hartkopf Professor of Econometrics and StatisticsПотвърден имейл адрес: wustl.edu
Minh-Ngoc TranAssociate Professor, University of SydneyПотвърден имейл адрес: sydney.edu.au
Brian David BellKing's Business School & Centre for Economic Performance, LSEПотвърден имейл адрес: kcl.ac.uk
Ralph dos Santos SilvaUniversidade Federal do Rio de JaneiroПотвърден имейл адрес: im.ufrj.br
Sebastian M SchmonAltos LabsПотвърден имейл адрес: stats.ox.ac.uk
Neil GordonDefence Science and Technology GroupПотвърден имейл адрес: uq.edu.au
Omiros PapaspiliopoulosBocconiПотвърден имейл адрес: unibocconi.it
Landan ZhangPhD student at King's College LondonПотвърден имейл адрес: kcl.ac.uk

Следене

M Pitt

King's College London

Потвърден имейл адрес: kcl.ac.uk - Начална страница

Statistics Econometrics


Заглавие Сортиране по цитати Сортиране по година Сортиране по заглавие	Позовавания Позовавания	Година
Filtering via simulation: auxiliary particle filters MK Pitt, N Shephard Journal of the American Statistical Association 94 (446), 590-599, 1999	3446	1999
Likelihood analysis of non-Gaussian measurement time series N Shephard, MK Pitt Biometrika 84 (3), 653-667, 1997	932	1997
On some properties of Markov chain Monte Carlo simulation methods based on the particle filter MK Pitt, RS Silva, P Giordani, R Kohn Journal of Econometrics 171 (2), 134–151, 2012	402*	2012
Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator A Doucet, M Pitt, G Deligiannidis, R Kohn Biometrika 102 (2), 295–313, 2015	342	2015
Particle filters for continuous likelihood evaluation and maximisation S Malik, MK Pitt Journal of Econometrics 165 (2), 190–209, 2011	326*	2011
Efficient Bayesian inference for Gaussian copula regression models M Pitt, D Chan, R Kohn Biometrika 93 (3), 537-554, 2006	310	2006
Time varying covariances: a factor stochastic volatility approach MK Pitt, N Shephard Bayesian statistics 6, 547-570, 1999	244	1999
The correlated pseudo-marginal method G Deligiannidis, A Doucet, MK Pitt Journal of the Royal Statistical Society, Series B, 2018	147	2018
Auxiliary variable based particle filters MK Pitt, N Shephard Sequential Monte Carlo methods in practice, 273-293, 2001	143	2001
Likelihood based inference for diffusion driven models. S Chib, M Pitt, N Shephard Nuffield College (University of Oxford), 2004	94*	2004
Analytic convergence rates and parameterization issues for the Gibbs sampler applied to state space models MK Pitt, N Shephard Journal of Time Series Analysis 20 (1), 63-85, 1999	77	1999
Constructing first order stationary autoregressive models via latent processes MK Pitt, C Chatfield, SG Walker Scandinavian Journal of Statistics 29 (4), 657-663, 2002	72	2002
Trade union decline and the distribution of wages in the UK: evidence from kernel density estimation BD Bell, MK Pitt Oxford Bulletin of Economics and Statistics 60 (4), 509-528, 1998	65	1998
Constructing stationary time series models using auxiliary variables with applications MK Pitt, SG Walker Journal of the American Statistical Association 100 (470), 554-564, 2005	59*	2005
Simulated likelihood inference for stochastic volatility models using continuous particle filtering MK Pitt, S Malik, A Doucet Annals of the Institute of Statistical Mathematics 66 (3), 527-552, 2014	54*	2014
Importance sampling squared for Bayesian inference in latent variable models MN Tran, M Scharth, MK Pitt, R Kohn arXiv preprint arXiv:1309.3339, 2013	53	2013
Bayesian inference for time series state space models P Giordani, M Pitt, R Kohn	37	2011
Large sample asymptotics of the pseudo-marginal method SM Schmon, G Deligiannidis, A Doucet, MK Pitt Biometrika 108 (1), 37–51, 2021	33	2021
Bayesian inference for nonlinear structural time series models J Hall, MK Pitt, R Kohn Journal of Econometrics 179 (2), 99-111, 2014	19	2014
Adaptive Metropolis-Hastings Sampling using Reversible Dependent Mixture Proposals MN Tran, MK Pitt, R Kohn Statistics and Computing 26 (1-2), 361-381, 2016	13	2016

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