Alive SMC2: Bayesian model selection for low‐count time series models with intractable likelihoods

DOI10.1111/biom.12449zbMath1419.62228OpenAlexW2177469511WikidataQ50770016 ScholiaQ50770016MaRDI QIDQ5739256

Roy A. McCutchan, Christopher C. Drovandi

Publication date: 15 July 2016

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/biom.12449

zbMATH Keywords

evidenceMarkov processesmarginal likelihoodsequential Monte Carloparticle filtersapproximate Bayesian computationpseudo-marginal methodsINARMA modelsexact-approximate methods

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (10)

Direct statistical inference for finite Markov jump processes via the matrix exponential ⋮ Accelerating pseudo-marginal MCMC using Gaussian processes ⋮ Efficient sequential Monte Carlo algorithms for integrated population models ⋮ Efficient Bayesian model choice for partially observed processes: with application to an experimental transmission study of an infectious disease ⋮ Bayesian Synthetic Likelihood ⋮ Identification of the relative timing of infectiousness and symptom onset for outbreak control ⋮ Bayesian model discrimination for partially-observed epidemic models ⋮ Efficient \(\mathrm{SMC}^2\) schemes for stochastic kinetic models ⋮ Importance sampling for partially observed temporal epidemic models ⋮ Efficient sampling of conditioned Markov jump processes

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