Bayesian model comparison with un-normalised likelihoods (Q518247): Difference between revisions

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+Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
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+The pseudo-marginal approach for efficient Monte Carlo computations
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+Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
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+Error Bounds and Normalising Constants for Sequential Monte Carlo Samplers in High Dimensions
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+A sequential particle filter method for static models
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+SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
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+Q4819702
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+Sequential Monte Carlo Samplers
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+Q3144417
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+Likelihood-free estimation of model evidence
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+Bayesian indirect inference using a parametric auxiliary model
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+Random-Weight Particle Filtering of Continuous Time Processes
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+Recursive computing and simulation-free inference for general factorizable models
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+On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
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+ABC likelihood-free methods for model choice in Gibbs random fields
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+Sequential Imputations and Bayesian Missing Data Problems
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+Relevant Statistics for Bayesian Model Choice
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+An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
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+Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation
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+Semi-automatic selection of summary statistics for ABC model choice
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+Bayesian nonparametric inference on the Stiefel manifold
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+Local Dependence in Random Graph Models: Characterization, Properties and Statistical Inference
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+Sequential Monte Carlo without likelihoods
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+Nested sampling for general Bayesian computation
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+Stability properties of some particle filters
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