Accelerating pseudo-marginal MCMC using Gaussian processes

DOI10.1016/j.csda.2017.09.002zbMath1469.62057OpenAlexW2239079564WikidataQ62554057 ScholiaQ62554057MaRDI QIDQ1662056

Matthew T. Moores, Richard J. Boys, Christopher C. Drovandi

Publication date: 17 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://eprint.ncl.ac.uk/fulltext.aspx?url=241631/0B3AFBAD-2540-433D-AF74-66D495B9FB91.pdf&pub_id=241631

zbMATH Keywords

Gaussian processesMarkov processesstate space modelsparticle Markov chain Monte Carlolikelihood-free methodspseudo-marginal methods

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15)

Related Items (14)

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Uses Software

• CODA
• GPS-ABC

Cites Work

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