Output details
15 - General Engineering
University of Cambridge
Particle approximations of the score and observed information matrix in state space models with application to parameter estimation
This research laid the framework for a practical suite of computational methods for calibrating statistical time-series models to be further investigated in the context of Target Tracking Models as part of Singh's First Grant Application to the EPSRC (EP/G037590/1), which ran from September 2009-February 2013. The second and third authors were invited to write a review article on the topic of static parameter estimation using Particle Filters for the journal Statistical Science (published by the Institute of Mathematical Statistics) by Prof. David Madigan (previous editor).