Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models
DOI10.1016/J.CSDA.2019.01.006OpenAlexW2964002469WikidataQ128591015 ScholiaQ128591015MaRDI QIDQ2416744FDOQ2416744
Authors: Andrew Golightly, Emma Bradley, Tom Lowe, Colin S. Gillespie
Publication date: 24 May 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.07148
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Cited In (10)
- Augmented pseudo-marginal Metropolis-Hastings for partially observed diffusion processes
- Delayed acceptance particle MCMC for exact inference in stochastic kinetic models
- Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms
- Bayesian inference for hybrid discrete-continuous stochastic kinetic models
- Accelerating Bayesian inference for stochastic epidemic models using incidence data
- Accelerating inference for stochastic kinetic models
- Efficient \(\mathrm{SMC}^2\) schemes for stochastic kinetic models
- An improved approximate Bayesian computation scheme for parameter inference based on a recalibration post-processing method
- Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods
- Bayesian computation methods for inference in stochastic kinetic models
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