Alive SMC<sup>2</sup>: Bayesian model selection for low‐count time series models with intractable likelihoods (Q5739256)
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scientific article; zbMATH DE number 6603724
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English | Alive SMC<sup>2</sup>: Bayesian model selection for low‐count time series models with intractable likelihoods |
scientific article; zbMATH DE number 6603724 |
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Alive SMC<sup>2</sup>: Bayesian model selection for low‐count time series models with intractable likelihoods (English)
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15 July 2016
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approximate Bayesian computation
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evidence
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exact-approximate methods
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INARMA models
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marginal likelihood
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Markov processes
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particle filters
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pseudo-marginal methods
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sequential Monte Carlo
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