An adaptive sequential Monte Carlo method for approximate Bayesian computation

DOI10.1007/S11222-011-9271-YzbMATH Open1252.65025OpenAlexW2135267747WikidataQ56503236 ScholiaQ56503236MaRDI QIDQ693331FDOQ693331

Authors: Pierre Del Moral, Arnaud Doucet, Ajay Jasra 

Publication date: 7 December 2012

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

Full work available at URL: https://doi.org/10.1007/s11222-011-9271-y

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zbMATH Keywords

Markov chain Monte Carlosequential Monte Carloapproximate Bayesian computation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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• Bayesian Subset Simulation
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