Scalable inference for Markov processes with intractable likelihoods
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Abstract: Bayesian inference for Markov processes has become increasingly relevant in recent years. Problems of this type often have intractable likelihoods and prior knowledge about model rate parameters is often poor. Markov Chain Monte Carlo (MCMC) techniques can lead to exact inference in such models but in practice can suffer performance issues including long burn-in periods and poor mixing. On the other hand approximate Bayesian computation techniques can allow rapid exploration of a large parameter space but yield only approximate posterior distributions. Here we consider the combined use of approximate Bayesian computation (ABC) and MCMC techniques for improved computational efficiency while retaining exact inference on parallel hardware.
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Cited in
(18)- Introduction to ``Scalable inference for Markov processes with intractable likelihoods by J. Owen, D. Wilkinson, C. Gillespie
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