Multilevel rejection sampling for approximate Bayesian computation
From MaRDI portal
Publication:1662859
DOI10.1016/j.csda.2018.02.009zbMath1469.62160arXiv1702.03126OpenAlexW2616545773MaRDI 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
Bayesian inferencerejection samplingapproximate Bayesian computationlikelihood-free methodsmultilevel Monte Carlo
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)
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