Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions
DOI10.1515/SAGMB-2014-0063zbMath1329.60246OpenAlexW2413356571WikidataQ41827567 ScholiaQ41827567MaRDI QIDQ906230
Patrick Muchmore, Paul Marjoram
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 simulationmultivariate analysislikelihood-free inferenceelliptically contoured distributions
Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items (2)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The pseudo-marginal approach for efficient Monte Carlo computations
- An adaptive sequential Monte Carlo method for approximate Bayesian computation
- Computation of multivariate normal and \(t\) probabilities
- On the theory of elliptically contoured distributions
- Elliptically Contoured Models in Statistics and Portfolio Theory
- Estimation of Parameters for Macroparasite Population Evolution Using Approximate Bayesian Computation
- Power-Law Distributions in Empirical Data
- Adaptive approximate Bayesian computation
- Multivariate T-Distributions and Their Applications
- Sequential Monte Carlo without likelihoods
- On Minimum Variance Unbiased Estimation of Reliability
- Unbiased Estimation of Some Multivariate Probability Densities and Related Functions
- The Application of Invariance to Unbiased Estimation
- On a Criterion for the Rejection of Observations and the Distribution of the Ratio of Deviation to Sample Standard Deviation
This page was built for publication: Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions