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

DOI10.1111/biom.12449zbMath1419.62228WikidataQ50770016 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

evidence; Markov processes; marginal likelihood; sequential Monte Carlo; particle filters; approximate Bayesian computation; pseudo-marginal methods; INARMA models; exact-approximate methods

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62P10: Applications of statistics to biology and medical sciences; meta analysis

62F15: Bayesian inference

65C05: Monte Carlo methods

Related Items

Bayesian Synthetic Likelihood, Accelerating pseudo-marginal MCMC using Gaussian processes, Direct statistical inference for finite Markov jump processes via the matrix exponential, Efficient Bayesian model choice for partially observed processes: with application to an experimental transmission study of an infectious disease, 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, Efficient sequential Monte Carlo algorithms for integrated population models

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