Likelihood-free MCMC
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Publication:3172412
zbMATH Open1229.65035MaRDI QIDQ3172412FDOQ3172412
Authors: S. A. Sisson, Yanan Fan
Publication date: 5 October 2011
Recommendations
algorithmsBayesian inferenceMarkov chain Monte Carlo (MCMC)statistical modelinglikelihood-free computation or approximate Bayesian computation
Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)
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- Forecasting exchange rates using asymmetric losses: A Bayesian approach
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- Generalized multiple-point Metropolis algorithms for approximate Bayesian computation
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