Approximate Bayesian Computation with the Wasserstein Distance (Q5234401)
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scientific article; zbMATH DE number 7110522
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate Bayesian Computation with the Wasserstein Distance |
scientific article; zbMATH DE number 7110522 |
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Approximate Bayesian Computation with the Wasserstein Distance (English)
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26 September 2019
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approximate Bayesian computation
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generative models
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likelihood-free inference
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optimal transport
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Wasserstein distance
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time series
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queuing model
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Lévy-driven stochastic volatility model
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