Coupling random inputs for parameter estimation in complex models

DOI10.1007/S11222-015-9593-2zbMATH Open1505.62385OpenAlexW849187530MaRDI QIDQ341127FDOQ341127

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

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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)

Cites Work

• The pseudo-marginal approach for efficient Monte Carlo computations
• Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
• Sequential Monte Carlo without likelihoods
• Approximate Bayesian computational methods
• Adaptive approximate Bayesian computation
• Hybrid Confidence Regions Based on Data Depth
• Estimating Functions in Indirect Inference
• Title not available (Why is that?)
• Forward Simulation Markov Chain Monte Carlo with Applications to Stochastic Epidemic Models
• Population Monte Carlo algorithm in high dimensions
• Efficient likelihood-free Bayesian computation for household epidemics
• Likelihood-free parallel tempering

Cited In (2)

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

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