Likelihood-free stochastic approximation EM for inference in complex models

DOI10.1080/03610918.2017.1401082MaRDI QIDQ5086194zbMATH OpenOpenAlexFDO

Authors Umberto Picchini

Publication date 1 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1609.03508

zbMATH Keywords

state-space modelincomplete datasynthetic likelihoodintractable likelihoodSAEM

Mathematics Subject Classification ID

Point estimation (62F10) Non-Markovian processes: estimation (62M09) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cited in

(1)

• Mining gold from implicit models to improve likelihood-free inference

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