Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation
From MaRDI portal
Publication:5222326
Recommendations
- An adaptive sequential Monte Carlo method for approximate Bayesian computation
- Adaptive approximate Bayesian computation for complex models
- Piecewise approximate Bayesian computation: fast inference for discretely observed Markov models using a factorised posterior distribution
- Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
- AABC: approximate approximate Bayesian computation for inference in population-genetic models
Cites work
- A transformation approach to modelling multi-modal diffusions
- Adaptive approximate Bayesian computation for complex models
- An adaptive Metropolis algorithm
- An overview of composite likelihood methods
- Approximate Bayesian computational methods
- Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
- Diffusion estimation from multiscale data by operator eigenpairs
- Expectation propagation for likelihood-free inference
- scientific article; zbMATH DE number 54145 (Why is no real title available?)
- Inference for Stereological Extremes
- On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
- Parameter estimation for multiscale diffusions
- Parameter estimation for partially observed hypoelliptic diffusions
- Particle Markov Chain Monte Carlo Methods
- Runge–Kutta Methods for the Strong Approximation of Solutions of Stochastic Differential Equations
- Semiparametric efficiency bounds
- Sequential Monte Carlo Methods in Practice
- Stochastic modelling for systems biology.
- Sub-sampling and parametric estimation for multiscale dynamics
- Time series analysis via mechanistic models
Cited in
(9)- Hierarchical nonlinear spatio-temporal agent-based models for collective animal movement
- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
- Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
- Multifidelity approximate Bayesian computation with sequential Monte Carlo parameter sampling
- Delayed Acceptance ABC-SMC
- Bayesian model comparison with un-normalised likelihoods
- An efficient two-stage algorithm for parameter identification of non-linear state-space models-based on Gaussian process regression
- Approximate Bayesian inference in a model for self-generated gradient collective cell movement
- Inference for the stochastic FitzHugh-Nagumo model from real action potential data via approximate Bayesian computation
This page was built for publication: Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5222326)