Sequential Monte Carlo without likelihoods

DOI10.1073/pnas.0607208104zbMath1160.65005OpenAlexW2151729750WikidataQ34607772 ScholiaQ34607772MaRDI QIDQ5385907

Mark M. Tanaka, Scott A. Sisson, Yanan Fan

Publication date: 7 May 2008

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1073/pnas.0607208104

zbMATH Keywords

importance samplingtuberculosisBayesian inferenceapproximate Bayesian computationintractable likelihoods

Mathematics Subject Classification ID

Epidemiology (92D30) Monte Carlo methods (65C05)

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Cites Work

• Sojourn times for conditioned Markov chains in genetics
• Recursive Monte Carlo filters: algorithms and theoretical analysis
• Central limit theorem for sequential Monte Carlo methods and its application to Bayesian inference
• Sequential Monte Carlo Samplers
• Stopping-Time Resampling for Sequential Monte Carlo Methods
• Simulating normalizing constants: From importance sampling to bridge sampling to path sampling

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