A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice
DOI10.1016/j.csda.2014.06.025zbMath1506.62097OpenAlexW2063516189MaRDI QIDQ1623706
Publication date: 23 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2014.06.025
Markov chain Monte Carloapproximate Bayesian computationBayesian model choicelikelihood-free method\(g\)-and-\(k\) distributionpseudo-marginal approach
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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