Alive SMC2: Bayesian model selection for low‐count time series models with intractable likelihoods
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Publication:5739256
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
evidence; Markov processes; marginal likelihood; sequential Monte Carlo; particle filters; approximate Bayesian computation; pseudo-marginal methods; INARMA models; exact-approximate methods
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
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