Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions
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Publication:906230
DOI10.1515/sagmb-2014-0063zbMath1329.60246MaRDI QIDQ906230
Paul Marjoram, Patrick Muchmore
Publication date: 21 January 2016
Published in: Statistical Applications in Genetics and Molecular Biology (Search for Journal in Brave)
Full work available at URL: http://europepmc.org/articles/pmc4607478
computer simulation; multivariate analysis; likelihood-free inference; elliptically contoured distributions
60J22: Computational methods in Markov chains
60J05: Discrete-time Markov processes on general state spaces
62E17: Approximations to statistical distributions (nonasymptotic)
Uses Software