Accelerating pseudo-marginal MCMC using Gaussian processes
type: Item
instance of: scholarly article
title: Accelerating pseudo-marginal MCMC using Gaussian processes
zbMATH Open document ID: 1469.62057
author: C. C. Drovandi
author: Matthew T. Moores
author: Richard J. Boys
published in: Computational Statistics and Data Analysis
publication date: 2018-08-17T00:00:00Z
full work available at URL: https://eprint.ncl.ac.uk/fulltext.aspx
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 6920161
zbMATH Keywords: Gaussian processes
zbMATH Keywords: likelihood-free methods
zbMATH Keywords: Markov processes
zbMATH Keywords: particle Markov chain Monte Carlo
zbMATH Keywords: pseudo-marginal methods
zbMATH Keywords: state space models
Wikidata QID: Q62554057
describes a project that uses: GPS-ABC
describes a project that uses: CODA
MaRDI profile type: Publication
OpenAlex ID: W2239079564
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DBLP publication ID: journals/csda/DrovandiMB18
DOI: 10.1016/J.CSDA.2017.09.002
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description: scientific article; zbMATH DE number 6920161