Filtering via approximate Bayesian computation
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Publication:693364
DOI10.1007/S11222-010-9185-0zbMATH Open1252.62093OpenAlexW2128306087MaRDI QIDQ693364FDOQ693364
Authors: Ajay Jasra, Sumeetpal S. Singh, James S. Martin, Emma J. McCoy 
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/s11222-010-9185-0
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Cited In (37)
- Approximate Bayesian inference for agent-based models in economics: a case study
- Likelihood-free stochastic approximation EM for inference in complex models
- Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
- The ensemble Kalman filter is an ABC algorithm
- Approximate Bayesian Computation for a Class of Time Series Models
- Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models
- Effectiveness of Bayesian filters: an information fusion perspective
- Twisting the alive particle filter
- Marginalized approximate filtering of state‐space models
- An approximate likelihood perspective on ABC methods
- Approximate Bayesian Computation for Smoothing
- Adaptive kernels in approximate filtering of state‐space models
- Through the looking glass: indirect inference via simple equilibria
- Filtering With Heavy Tails
- Likelihood-free inference in state-space models with unknown dynamics
- A likelihood-free filtering method via approximate Bayesian computation in evaluating biological simulation models
- Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
- Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
- Ensemble Kalman inversion for general likelihoods
- Goodness of fit for models with intractable likelihood
- Approximate Bayesian Computation: A Survey on Recent Results
- Filtering with State-Observation Examples via Kernel Monte Carlo Filter
- On predictive inference for intractable models via approximate Bayesian computation
- A comparative review of dimension reduction methods in approximate Bayesian computation
- Updating variational Bayes: fast sequential posterior inference
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods
- Approximate Bayesian computational methods
- Pre-processing for approximate Bayesian computation in image analysis
- Likelihood-free approximate Gibbs sampling
- Approximating Bayes in the 21st century
- Computing Bayes: from then `til now
- Variational Bayesian Filtering
- Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
- Gradient free parameter estimation for hidden Markov models with intractable likelihoods
- Expectation Propagation for Likelihood-Free Inference
- The Alive Particle Filter and Its Use in Particle Markov Chain Monte Carlo
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