Scalable inference for Markov processes with intractable likelihoods

DOI10.1007/S11222-014-9524-7zbMath1331.62065arXiv1403.6886OpenAlexW2147639966WikidataQ59410638 ScholiaQ59410638MaRDI QIDQ5963547

Jamie Owen, Darren J. Wilkinson, Colin S. Gillespie

Publication date: 22 February 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.6886

zbMATH Keywords

Markov processesABCintractable likelihoodparticle MCMC

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Markov processes: estimation; hidden Markov models (62M05)

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