Readme file

SERIES B
Statistical Methodology

P. Fearnhead and P. Clifford: On-line inference for hidden Markov models via particle filters
Journal of the Royal Statistical Society, Series B, volume 65 (2003)

Dataset (.zip, size - 14.8kb)

The data consist of 4050 measurements of nuclear-response of rock strata obtained via lowering a probe through a bore-hole.

The data are from

O Ruanaidh, J J K and Fitzgerald, W J (1996) Numerical Bayesian methods applied to signal processing. Ney York; Springer.

Paul Fearnhead
Department of Mathematics and Statistics
Lancaster University
Lancaster
LA1 4YF
UK

E-mail: p.fearnhead@lancs.ac.uk

SERIES A Statistics in Society

SERIES B Statistical Methodology

SERIES C Applied Statistics

SERIES D The Statistician