Tobias Rydén

Statistics and Probability · 1999–2011

A researcher in the Science corpus: 8 papers; trusts 18 researchers and is trusted by 42 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 27 citations into it; #2,704 of 12,932 by trust here, #3,102 by citations
• Probabilistic & Bayesian Methods — 25 citations into it
• Artificial Intelligence — 19 citations into it; #8,047 of 35,345 by trust here, #13,544 by citations
• Mathematical Physics — 5 citations into it

Whom Tobias Rydén trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Peter E. Kloeden
2. Gareth O. Roberts
3. Arnaud Doucet
4. Steven L. Scott
5. Lawrence R. Rabiner
6. Christian P. Robert
7. Christophe Andrieu
8. Peter J. Green
9. Eckhard Platen
10. Matthew Stephens

Who trusts Tobias Rydén overall

1. M. Giles
2. Olivier Capp'e
3. Lukasz Szpruch
4. Evelyn Buckwar
5. Jan Bulla
6. Steven L. Scott
7. Christian P. Robert
8. Nicolas Chapados
9. Jean-Michel Marin
10. Ramon van Handel

Papers from Tobias Rydén's perspective

Ordered by how strongly the researchers Tobias Rydén trusts endorse each paper. Same corpus, a different order for every researcher.

1. Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
2. A tutorial on hidden Markov models and selected applications in speech recognition
3. Filtering via Simulation: Auxiliary Particle Filters
4. Geometric convergence and central limit theorems for multidimensional Hastings and Metropolis algorithms
5. Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method
6. Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
7. Rates of convergence of the Hastings and Metropolis algorithms
8. On sequential Monte Carlo sampling methods for Bayesian filtering
9. Computational and Inferential Difficulties with Mixture Posterior Distributions
10. Branching and interacting particle systems. Approximations of Feynman-Kac formulae with applications to non-linear filtering

Their papers

• Rao-Blackwellization of Particle Markov Chain Monte Carlo Methods Using Forward Filtering Backward Sampling (2011) — 41 citations
• Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method (2000) — 225 citations
• Reversible jump, birth‐and‐death and more general continuous time Markov chain Monte Carlo samplers (2003) — 170 citations
• On the simulation of iterated Itô integrals (2001) — 52 citations
• Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime (2004) — 261 citations
• Inference in hidden Markov models (2010) — 1,342 citations
• Inference in Hidden Markov Models (Springer Series in Statistics) (2005) — 407 citations
• Convergence Controls for MCMC Algorithms with Applications to Hidden Markov Chains (1999)