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

DOI10.1515/sagmb-2014-0063zbMath1329.60246MaRDI QIDQ906230

Paul Marjoram, Patrick Muchmore

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 simulation; multivariate analysis; likelihood-free inference; elliptically contoured distributions

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

60J05: Discrete-time Markov processes on general state spaces

62E17: Approximations to statistical distributions (nonasymptotic)

Uses Software

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