Piecewise approximate Bayesian computation: fast inference for discretely observed Markov models using a factorised posterior distribution
From MaRDI portal
Publication:5962740
DOI10.1007/s11222-013-9432-2zbMath1331.65024arXiv1301.2975OpenAlexW2003198230WikidataQ40813437 ScholiaQ40813437MaRDI QIDQ5962740
No author found.
Publication date: 23 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.2975
Related Items
Data free inference with processed data products, An approximate likelihood perspective on ABC methods, Consensus Monte Carlo for Random Subsets Using Shared Anchors, Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model, Approximate Bayesian Computation for a Class of Time Series Models, Likelihood-free approximate Gibbs sampling, Exact and approximate Bayesian inference for low integer-valued time series models with intractable likelihoods, Diagnostics for assessing the linear noise and moment closure approximations, Alive SMC2: Bayesian model selection for low‐count time series models with intractable likelihoods, Scalable Bayesian Nonparametric Clustering and Classification, Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models
Uses Software
Cites Work
- A model for the shapes of advected triangles
- An adaptive sequential Monte Carlo method for approximate Bayesian computation
- A new test for multivariate normality
- A Theory of the Term Structure of Interest Rates
- Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
- Particle Markov Chain Monte Carlo Methods
- FIRST-ORDER INTEGER-VALUED AUTOREGRESSIVE (INAR(1)) PROCESS
- Optimal Detection of Changepoints With a Linear Computational Cost
- Expectation Propagation for Likelihood-Free Inference
- MCMC for Integer-Valued ARMA processes
- Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item