Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions

DOI10.1515/SAGMB-2014-0063zbMath1329.60246OpenAlexW2413356571WikidataQ41827567 ScholiaQ41827567MaRDI QIDQ906230

Patrick Muchmore, Paul Marjoram

Publication date: 21 January 2016

Published in: Statistical Applications in Genetics and Molecular Biology (Search for Journal in Brave)

Full work available at URL: http://europepmc.org/articles/pmc4607478

zbMATH Keywords

computer simulationmultivariate analysislikelihood-free inferenceelliptically contoured distributions

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Approximations to statistical distributions (nonasymptotic) (62E17)

Related Items (2)

A note on linearly constrained Bayes estimator in elliptical models ⋮ Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models

Uses Software

• mvtnorm
• CHOLMOD
• Rlecuyer
• LaplacesDemon
• MAGMA
• PLASMA
• MINMOD
• plfit

Cites Work

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• Adaptive approximate Bayesian computation
• Multivariate T-Distributions and Their Applications
• Sequential Monte Carlo without likelihoods
• On Minimum Variance Unbiased Estimation of Reliability
• Unbiased Estimation of Some Multivariate Probability Densities and Related Functions
• The Application of Invariance to Unbiased Estimation
• On a Criterion for the Rejection of Observations and the Distribution of the Ratio of Deviation to Sample Standard Deviation

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