On sequential Monte Carlo, partial rejection control and approximate Bayesian computation

DOI10.1007/s11222-012-9315-yzbMath1252.65022arXiv0808.3466OpenAlexW2048509028MaRDI QIDQ693361

Gareth W. Peters, Yanan Fan, Scott A. Sisson

Publication date: 7 December 2012

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

Full work available at URL: https://arxiv.org/abs/0808.3466

zbMATH Keywords

approximate Bayesian computationBayesian computationlikelihood-free inferencepartial rejection controlsequential Monte Carlo samplers

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

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Uses Software

• abc

Cites Work

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