Multilevel Monte Carlo in approximate Bayesian computation

DOI10.1080/07362994.2019.1566006zbMath1426.65005arXiv1702.03628OpenAlexW2613075242MaRDI QIDQ5379259

David J. Nott, Ajay Jasra, Raúl Tempone, Christine A. Shoemaker, Seongil Jo

Publication date: 28 May 2019

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.03628

zbMATH Keywords

sequential Monte Carloapproximate Bayesian computationmultilevel Monte Carlo

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Monte Carlo methods (65C05)

Related Items (7)

Rapid Bayesian Inference for Expensive Stochastic Models ⋮ Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes ⋮ Advanced Multilevel Monte Carlo Methods ⋮ Efficient multifidelity likelihood-free Bayesian inference with adaptive computational resource allocation ⋮ Vector operations for accelerating expensive Bayesian computations - a tutorial guide ⋮ Unnamed Item ⋮ Multifidelity Approximate Bayesian Computation with Sequential Monte Carlo Parameter Sampling

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