Pseudo-Marginal Inference for CTMCs on Infinite Spaces via Monotonic Likelihood Approximations

DOI10.1080/10618600.2022.2118750arXiv2105.13566OpenAlexW3166610467WikidataQ114099318 ScholiaQ114099318MaRDI QIDQ6094080

Alexandre Bouchard-Côté, Unnamed Author, Trevor Campbell

Publication date: 9 October 2023

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.13566

zbMATH Keywords

stochastic processesMarkov chain Monte Carlomatrix exponentialcontinuous-time Markov chainreaction networkspseudo-marginal methods

Mathematics Subject Classification ID

Statistics (62-XX)

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