Generalized multiple-point Metropolis algorithms for approximate Bayesian computation
DOI10.1080/00949655.2013.836652zbMATH Open1457.62019OpenAlexW2041121812MaRDI QIDQ5220747FDOQ5220747
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
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Markov chain Monte Carloapproximate Bayesian computationgeneralized lambda distributionlikelihood free methodmultiple-point Metropolis
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)
Cites Work
- Fitting statistical distributions. The generalized lambda distribution and generalized bootstrap methods
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- a study of the generalized tukey lambda family
- Inference for Stereological Extremes
- Sequential Monte Carlo without likelihoods
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- Monte Carlo strategies in scientific computing
- Approximate Bayesian computational methods
- Adaptive approximate Bayesian computation
- A multi-point Metropolis scheme with generic weight functions
- Multipoint Metropolis method with application to hybrid Monte Carlo
- Estimation of parameters for macroparasite population evolution using approximate Bayesian computation
- An adaptive sequential Monte Carlo method for approximate Bayesian computation
- Regression models for data with a non-zero probability of a zero response
- Likelihood-free parallel tempering
- The Multiple-Try Method and Local Optimization in Metropolis Sampling
- Interacting multiple try algorithms with different proposal distributions
- Likelihood-free Bayesian inference for \(\alpha\)-stable models
Cited In (2)
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