A nonlinear population Monte Carlo scheme for the Bayesian estimation of parameters of \(\alpha\)-stable distributions (Q1659482): Difference between revisions

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-Alexandra Mello Schmidt
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+Adaptive approximate Bayesian computation
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+Curse-of-dimensionality revisited: Collapse of the particle filter in very large scale systems
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+Bayesian Inference for Stable Distributions
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+A Method for Simulating Stable Random Variables
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+An iterative procedure for the estimation of the parameters of stable laws
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+Density parameter estimation of skewed α-stable distributions
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+Bayesian inference for \(\alpha \)-stable distributions: a random walk MCMC approach
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+Simple consistent estimators of stable distribution parameters
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+Calibrated FFT-based density approximations for \(\alpha\)-stable distributions
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+Sequential Monte Carlo without likelihoods
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+A tutorial on approximate Bayesian computation
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