{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,11]],"date-time":"2026-03-11T23:49:22Z","timestamp":1773272962335,"version":"3.50.1"},"reference-count":32,"publisher":"Springer Science and Business Media LLC","issue":"1","license":[{"start":{"date-parts":[[2012,8,30]],"date-time":"2012-08-30T00:00:00Z","timestamp":1346284800000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Stat Comput"],"published-print":{"date-parts":[[2014,1]]},"DOI":"10.1007\/s11222-012-9348-2","type":"journal-article","created":{"date-parts":[[2012,8,29]],"date-time":"2012-08-29T04:57:21Z","timestamp":1346216241000},"page":"1-20","source":"Crossref","is-referenced-by-count":3,"title":["Bayesian parameter inference for partially observed stopped processes"],"prefix":"10.1007","volume":"24","author":[{"given":"Ajay","family":"Jasra","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Nikolas","family":"Kantas","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Adam","family":"Persing","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2012,8,30]]},"reference":[{"key":"9348_CR1","doi-asserted-by":"crossref","first-page":"269","DOI":"10.1111\/j.1467-9868.2009.00736.x","volume":"72","author":"C. Andrieu","year":"2010","unstructured":"Andrieu, C., Doucet, A., Holenstein, R.: Particle Markov chain Monte Carlo methods (with discussion). J. R. Stat. Soc. B 72, 269\u2013342 (2010)","journal-title":"J. R. Stat. Soc. B"},{"key":"9348_CR2","unstructured":"Andrieu, C., Doucet, A., Tadic, V.: On-line parameter estimation in general state-space models using pseudo-likelihood. Technical report, University of Bristol (2009)"},{"key":"9348_CR3","doi-asserted-by":"crossref","first-page":"697","DOI":"10.1214\/07-AOS574","volume":"37","author":"C. Andrieu","year":"2009","unstructured":"Andrieu, C., Roberts, G.O.: The pseudo-marginal approach for efficient Monte Carlo computations. Ann. Stat. 37, 697\u2013725 (2009)","journal-title":"Ann. Stat."},{"key":"9348_CR4","doi-asserted-by":"crossref","first-page":"397","DOI":"10.1007\/s002850100104","volume":"43","author":"M. Bahlo","year":"2000","unstructured":"Bahlo, M., Griffiths, R.C.: Coalescence time for two genes from a subdivided population. J. Math. Biol. 43, 397\u2013410 (2000)","journal-title":"J. Math. Biol."},{"key":"9348_CR5","doi-asserted-by":"crossref","unstructured":"Bibbona, E., Ditlevsen, S.: Estimation in discretely observed Markov processes killed at a threshold. Scand. J. Stat. (2012, to appear). arXiv:1011.1356v1","DOI":"10.1111\/j.1467-9469.2012.00810.x"},{"key":"9348_CR6","volume-title":"Proc. 46th IEEE Conf. Dec. Contr.","author":"H.A.P. Blom","year":"2007","unstructured":"Blom, H.A.P., Bakker, G.J., Krystul, J.: Probabilistic reachability analysis for large scale stochastic hybrid systems. In: Proc. 46th IEEE Conf. Dec. Contr., New Orleans, USA (2007)"},{"key":"9348_CR7","doi-asserted-by":"crossref","first-page":"273","DOI":"10.1239\/aap\/1208358896","volume":"40","author":"B. Casella","year":"2008","unstructured":"Casella, B., Roberts, G.O.: Exact Monte Carlo simulation of killed diffusions. Adv. Appl. Probab. 40, 273\u2013291 (2008)","journal-title":"Adv. Appl. Probab."},{"key":"9348_CR8","doi-asserted-by":"crossref","first-page":"417","DOI":"10.1080\/07362990601139628","volume":"25","author":"F. Cerou","year":"2007","unstructured":"Cerou, F., Guyader, A.: Adaptive multilevel splitting for rare-events analysis. Stoch. Anal. Appl. 25, 417\u2013433 (2007)","journal-title":"Stoch. Anal. Appl."},{"key":"9348_CR9","doi-asserted-by":"crossref","first-page":"795","DOI":"10.1007\/s11222-011-9231-6","volume":"22","author":"F. Cerou","year":"2012","unstructured":"Cerou, F., Del\u00a0Moral, P., Furon, T., Guyader, A.: Sequential Monte Carlo for rare event estimation. Stat. Comput. 22, 795\u2013808 (2012)","journal-title":"Stat. Comput."},{"key":"9348_CR10","doi-asserted-by":"crossref","first-page":"629","DOI":"10.1214\/10-AIHP358","volume":"47","author":"F. Cerou","year":"2011","unstructured":"Cerou, F., Del\u00a0Moral, P., Guyader, A.: A non asymptotic variance theorem for unnormalized Feynman-Kac particle models. Ann. Inst. Henri Poincar\u00e9 Probab. Stat. 47, 629\u2013649 (2011)","journal-title":"Ann. Inst. Henri Poincar\u00e9 Probab. Stat."},{"key":"9348_CR11","doi-asserted-by":"crossref","first-page":"199","DOI":"10.1111\/j.1467-9868.2005.00497.x","volume":"67","author":"Y. Chen","year":"2005","unstructured":"Chen, Y., Xie, J., Liu, J.S.: Stopping-time resampling for sequential Monte Carlo methods. J. R. Stat. Soc. B 67, 199\u2013217 (2005)","journal-title":"J. R. Stat. Soc. B"},{"key":"9348_CR12","unstructured":"Chopin, N., Jacob, P., Papaspiliopoulos, O.: SMC2: A sequential Monte Carlo algorithm with particle Markov chain Monte Carlo updates. J. R. Stat. Soc. B (2012, to appear) arXiv:1101.1528v2"},{"key":"9348_CR13","doi-asserted-by":"crossref","first-page":"562","DOI":"10.1016\/j.spa.2008.02.017","volume":"119","author":"T. Dean","year":"2009","unstructured":"Dean, T., Dupuis, P.: Splitting for rare event simulation: a large deviations approach to design and analysis. Stoch. Process. Appl. 119, 562\u2013587 (2009)","journal-title":"Stoch. Process. Appl."},{"key":"9348_CR14","doi-asserted-by":"crossref","first-page":"434","DOI":"10.1239\/aap\/1086957580","volume":"36","author":"M. Iorio De","year":"2004","unstructured":"De Iorio, M., Griffiths, R.C.: Importance sampling on coalescent histories. II: Subdivided population models. Adv. Appl. Probab. 36, 434\u2013454 (2004)","journal-title":"Adv. Appl. Probab."},{"key":"9348_CR15","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4684-9393-1","volume-title":"Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications","author":"P. Moral Del","year":"2004","unstructured":"Del\u00a0Moral, P.: Feynman-Kac Formulae: Genealogical and Interacting Particle Systems with Applications. Springer, New York (2004)"},{"key":"9348_CR16","doi-asserted-by":"crossref","first-page":"2496","DOI":"10.1214\/105051605000000566","volume":"15","author":"P. Moral Del","year":"2005","unstructured":"Del\u00a0Moral, P., Garnier, J.: Genealogical particle analysis of rare events. Ann. Appl. Probab. 15, 2496\u20132534 (2005)","journal-title":"Ann. Appl. Probab."},{"key":"9348_CR17","doi-asserted-by":"crossref","first-page":"411","DOI":"10.1111\/j.1467-9868.2006.00553.x","volume":"68","author":"P. Moral Del","year":"2006","unstructured":"Del\u00a0Moral, P., Doucet, A., Jasra, A.: Sequential Monte Carlo samplers. J. R. Stat. Soc. B 68, 411\u2013436 (2006)","journal-title":"J. R. Stat. Soc. B"},{"key":"9348_CR18","doi-asserted-by":"crossref","DOI":"10.1007\/978-1-4757-3437-9","volume-title":"Sequential Monte Carlo Methods in Practice","author":"A. Doucet","year":"2001","unstructured":"Doucet, A., De Freitas, J.F.G., Gordon, N.J.: Sequential Monte Carlo Methods in Practice. Springer, New York (2001)"},{"key":"9348_CR19","doi-asserted-by":"crossref","first-page":"585","DOI":"10.1287\/opre.47.4.585","volume":"47","author":"P. Glasserman","year":"1999","unstructured":"Glasserman, P., Heidelberger, P., Shahabuddin, P., Zajic, T.: Multi-level splitting for estimating rare event probabilities. Oper. Res. 47, 585\u2013600 (1999)","journal-title":"Oper. Res."},{"key":"9348_CR20","unstructured":"Gorur, D., Teh, Y.W.: An efficient sequential Monte Carlo algorithm for coalescent clustering. Adv. Neural Inf. Process. Syst. 521\u2013528 (2008)"},{"key":"9348_CR21","doi-asserted-by":"crossref","first-page":"131","DOI":"10.1006\/tpbi.1994.1023","volume":"46","author":"R.C. Griffiths","year":"1994","unstructured":"Griffiths, R.C., Tavare, S.: Simulating probability distributions in the coalescent. Theor. Popul. Biol. 46, 131\u2013159 (1994)","journal-title":"Theor. Popul. Biol."},{"key":"9348_CR22","volume-title":"Proc. 6th Interl. Works. Rare Event Simul.","author":"A.M. Johansen","year":"2006","unstructured":"Johansen, A.M., Del\u00a0Moral, P., Doucet, A.: Sequential Monte Carlo samplers for rare events. In: Proc. 6th Interl. Works. Rare Event Simul., Bamberg, Germany (2006)"},{"key":"9348_CR23","unstructured":"Kantas, N., Doucet, A., Singh, S.S., Maciejowski, J.M., Chopin, N.: On particle methods for parameter estimation in general state-space models. Technical report, Imperial College London (2011)"},{"key":"9348_CR24","doi-asserted-by":"crossref","first-page":"27","DOI":"10.2307\/3213548","volume":"19","author":"J.F.C. Kingman","year":"1982","unstructured":"Kingman, J.F.C.: On the genealogy of large populations. J. Appl. Probab. 19, 27\u201343 (1982)","journal-title":"J. Appl. Probab."},{"key":"9348_CR25","doi-asserted-by":"crossref","first-page":"769","DOI":"10.1198\/jcgs.2010.10039","volume":"19","author":"A. Lee","year":"2010","unstructured":"Lee, A., Yau, C., Giles, M., Doucet, A., Holmes, C.C.: On the utility of graphics cards to perform massively parallel implementation of advanced Monte Carlo methods. J. Comput. Graph. Stat. 19, 769\u2013789 (2010)","journal-title":"J. Comput. Graph. Stat."},{"key":"9348_CR26","volume-title":"Proc. 8th Internl. Works. Rare-Event Simul.","author":"P. Lezaud","year":"2010","unstructured":"Lezaud, P., Krystul, J., Le Gland, F.: Sampling per mode simulation for switching diffusions. In: Proc. 8th Internl. Works. Rare-Event Simul.. RESIM, Cambridge (2010)"},{"key":"9348_CR27","volume-title":"Monte Carlo Strategies in Scientific Computing","author":"J.S. Liu","year":"2001","unstructured":"Liu, J.S.: Monte Carlo Strategies in Scientific Computing. Springer, New York (2001)"},{"key":"9348_CR28","doi-asserted-by":"crossref","first-page":"458","DOI":"10.1239\/jap\/1183667414","volume":"44","author":"G.O. Roberts","year":"2007","unstructured":"Roberts, G.O., Rosenthal, J.S.: Coupling and ergodicity of adaptive MCMC. J. Appl. Probab. 44, 458\u2013475 (2007)","journal-title":"J. Appl. Probab."},{"key":"9348_CR29","doi-asserted-by":"crossref","first-page":"391","DOI":"10.1007\/s11009-009-9157-z","volume":"13","author":"G.O. Roberts","year":"2011","unstructured":"Roberts, G.O., Rosenthal, J.S.: Quantitative non-geometric convergence bounds for independence samplers. Methodol. Comput. Appl. Probab. 13, 391\u2013403 (2011)","journal-title":"Methodol. Comput. Appl. Probab."},{"key":"9348_CR30","doi-asserted-by":"crossref","first-page":"579","DOI":"10.1109\/18.54903","volume":"36","author":"J.S. Sadowsky","year":"1990","unstructured":"Sadowsky, J.S., Bucklew, J.A.: On large deviation theory and asymptotically efficient Monte Carlo estimation. IEEE Trans. Inf. Theory 36, 579\u2013588 (1990)","journal-title":"IEEE Trans. Inf. Theory"},{"key":"9348_CR31","doi-asserted-by":"crossref","first-page":"605","DOI":"10.1111\/1467-9868.00254","volume":"62","author":"M. Stephens","year":"2000","unstructured":"Stephens, M., Donelly, P.: Inference in molecular population genetics (with discussion). J. R. Stat. Soc. B 62, 605\u2013655 (2000)","journal-title":"J. R. Stat. Soc. B"},{"key":"9348_CR32","first-page":"306","volume":"72","author":"N. Whiteley","year":"2010","unstructured":"Whiteley, N.: Discussion of particle Markov chain Monte Carlo methods. J. R. Stat. Soc. B 72, 306\u2013307 (2010)","journal-title":"J. R. Stat. Soc. B"}],"container-title":["Statistics and Computing"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-012-9348-2.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s11222-012-9348-2\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s11222-012-9348-2","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,7,3]],"date-time":"2019-07-03T01:41:59Z","timestamp":1562118119000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s11222-012-9348-2"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,8,30]]},"references-count":32,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2014,1]]}},"alternative-id":["9348"],"URL":"https:\/\/doi.org\/10.1007\/s11222-012-9348-2","relation":{},"ISSN":["0960-3174","1573-1375"],"issn-type":[{"value":"0960-3174","type":"print"},{"value":"1573-1375","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,8,30]]}}}