Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes
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Publication:2114055
DOI10.1007/s11222-022-10083-5zbMath1482.62011arXiv2009.05318OpenAlexW3086712597MaRDI QIDQ2114055
Andrew Golightly, Chris Sherlock
Publication date: 14 March 2022
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2009.05318
stochastic differential equationBayesian inferencedata augmentationlinear noise approximationpseudo-marginal Metropolis-Hastings
Uses Software
Cites Work
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