Multilevel rejection sampling for approximate Bayesian computation

DOI10.1016/J.CSDA.2018.02.009zbMath1469.62160arXiv1702.03126OpenAlexW2616545773WikidataQ130185824 ScholiaQ130185824MaRDI QIDQ1662859

David J. Warne, Ruth E. Baker, Matthew J. Simpson

Publication date: 20 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1702.03126

zbMATH Keywords

Bayesian inferencerejection samplingapproximate Bayesian computationlikelihood-free methodsmultilevel Monte Carlo

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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