Approximate Bayesian Computation by Subset Simulation

DOI10.1137/130932831zbMath1297.65013arXiv1404.6225OpenAlexW2043357856MaRDI QIDQ2878955

Guillermo Rus, James L. Beck, Juan Chiachío, Manuel Chiachío

Publication date: 5 September 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.6225

zbMATH Keywords

algorithmnumerical examplescomputational efficiencyapproximate Bayesian computationBayesian inverse problemrare-event simulationsubset simulation

Mathematics Subject Classification ID

Related Items (14)

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Uses Software

• ABC-SubSim

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