Coupling random inputs for parameter estimation in complex models

DOI10.1007/S11222-015-9593-2MaRDI QIDQ341127zbMATH OpenOpenAlexFDO

Authors Michael A. Spence, P. G. Blackwell

Publication date 16 November 2016

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-015-9593-2

zbMATH Keywords

approximate Bayesian computationintractable likelihoodindividual based modelscomplex models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cites work

• scientific article; zbMATH DE number 2207720 (Why is no real title available?)
• Adaptive approximate Bayesian computation
• Approximate Bayesian computational methods
• Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
• Efficient likelihood-free Bayesian computation for household epidemics
• Estimating Functions in Indirect Inference
• Forward simulation Markov chain Monte Carlo with applications to stochastic epidemic models
• Hybrid Confidence Regions Based on Data Depth
• Likelihood-free parallel tempering
• Population Monte Carlo algorithm in high dimensions
• Sequential Monte Carlo without likelihoods
• The pseudo-marginal approach for efficient Monte Carlo computations
• Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation

Cited in

(2)

• An approximate likelihood perspective on ABC methods
• Improved modeling by coupling imperfect models

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