Likelihood-free inference in state-space models with unknown dynamics

DOI10.1007/s11222-023-10339-8zbMath1529.62010arXiv2111.01555OpenAlexW3210763600MaRDI QIDQ6190645

Alexander Aushev, Thong Tran, Andrew Howes, Samuel Kaski, Henri Pesonen

Publication date: 6 February 2024

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.01555

zbMATH Keywords

nonlinear dynamicsstate-space modelslikelihood-free inferencemulti-objective optimisationBayesian optimisationsimulator-based inference

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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