Sequential Monte Carlo with Adaptive Weights for Approximate Bayesian Computation
نویسندگان
چکیده
منابع مشابه
Sequential Monte Carlo with Adaptive Weights for Approximate Bayesian Computation
Methods of Approximate Bayesian computation (ABC) are increasingly used for analysis of complex models. A major challenge for ABC is over-coming the often inherent problem of high rejection rates in the accept/reject methods based on prior:predictive sampling. A number of recent developments aim to address this with extensions based on sequential Monte Carlo (SMC) strategies. We build on this h...
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2015
ISSN: 1936-0975
DOI: 10.1214/14-ba891