Accelerating sequential Monte Carlo with surrogate likelihoods
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Publication:2058808
DOI10.1007/s11222-021-10036-4zbMath1475.62020arXiv2009.03699MaRDI QIDQ2058808
Joshua J. Bon, Anthony J. T. Lee, Christopher C. Drovandi
Publication date: 9 December 2021
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.03699
62-08: Computational methods for problems pertaining to statistics
62F15: Bayesian inference
65C05: Monte Carlo methods
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