Summary
My personal webpage can be found at:
http://www2.imperial.ac.uk/~nkantas/
Publications
Journals
Beskos A, Jasra A, Kantas N, et al., 2016, ON THE CONVERGENCE OF ADAPTIVE SEQUENTIAL MONTE CARLO METHODS, Annals of Applied Probability, Vol:26, ISSN:1050-5164, Pages:1111-1146
Whiteley N, Kantas N, 2016, Calculating principal eigen-functions of non-negative integral kernels: particle approximations and applications, Mathematics of Operations Research, ISSN:1526-5471
Ehrlich E, Jasra A, Kantas N, 2015, Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods, Methodology and Computing in Applied Probability, Vol:17, ISSN:1387-5841, Pages:315-349
Kantas N, Doucet A, Singh SS, et al., 2015, On Particle Methods for Parameter Estimation in State-Space Models, Statistical Science, Vol:30, ISSN:0883-4237, Pages:328-351
Jasra A, Kantas N, Ehrlich E, 2014, Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods, Acm Transactions on Modeling and Computer Simulation, Vol:24, ISSN:1049-3301