Generalized multiple-point Metropolis algorithms for approximate Bayesian computation

DOI10.1080/00949655.2013.836652MaRDI QIDQ5220747zbMATH OpenOpenAlexFDO

Authors Genya Kobayashi, Hideo Kozumi

Publication date 27 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2013.836652

zbMATH Keywords

approximate Bayesian computationgeneralized lambda distributionlikelihood free methodMarkov chain Monte Carlomultiple-point Metropolis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cites work

• A multi-point Metropolis scheme with generic weight functions
• a study of the generalized tukey lambda family
• Adaptive approximate Bayesian computation
• An adaptive sequential Monte Carlo method for approximate Bayesian computation
• Approximate Bayesian computational methods
• Estimation of parameters for macroparasite population evolution using approximate Bayesian computation
• Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
• Inference for Stereological Extremes
• Interacting multiple try algorithms with different proposal distributions
• Likelihood-free Bayesian inference for \(\alpha\)-stable models
• Likelihood-free MCMC
• Likelihood-free parallel tempering
• Markov chain Monte Carlo. Stochastic simulation for Bayesian inference.
• Monte Carlo strategies in scientific computing
• Multipoint Metropolis method with application to hybrid Monte Carlo
• Regression models for data with a non-zero probability of a zero response
• Sequential Monte Carlo without likelihoods
• The Multiple-Try Method and Local Optimization in Metropolis Sampling

Cited in

(2)

• A Repelling–Attracting Metropolis Algorithm for Multimodality
• A multi-point Metropolis scheme with generic weight functions

Describes a project that uses

Uses Software

• Ox
• gldex
• GLDEX

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