Introduction to ``Scalable inference for Markov processes with intractable likelihoods by J. Owen, D. Wilkinson, C. Gillespie
From MaRDI portal
Publication:5963557
DOI10.1007/S11222-014-9534-5zbMATH Open1333.62035OpenAlexW1993191075MaRDI QIDQ5963557FDOQ5963557
Authors: Robin J. Ryder
Publication date: 22 February 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-014-9534-5
Recommendations
- Scalable inference for Markov processes with intractable likelihoods
- A Dirichlet form approach to MCMC optimal scaling
- Scalable Bayes under informative sampling
- Scalable Bayesian Inference for Coupled Hidden Markov and Semi-Markov Models
- scientific article; zbMATH DE number 721881
- Likelihood free inference for Markov processes: a comparison
- Bayesian inference for Markov jump processes with informative observations
- Scalable approximate MCMC algorithms for the horseshoe prior
- Patterns of scalable Bayesian inference
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Bayesian problems; characterization of Bayes procedures (62C10)
This page was built for publication: Introduction to ``Scalable inference for Markov processes with intractable likelihoods by J. Owen, D. Wilkinson, C. Gillespie
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963557)