Multilevel Monte Carlo in approximate Bayesian computation-Reference-Cited by-同舟云学术

Multilevel Monte Carlo in approximate Bayesian computation

Published:2019-01-31 Issue:3 Volume:37 Page:346-360
ISSN:0736-2994
Container-title:Stochastic Analysis and Applications
language:en
Short-container-title:Stochastic Analysis and Applications

Author:

Jasra Ajay¹,Jo Seongil²,Nott David¹,Shoemaker Christine³,Tempone Raul⁴

Affiliation:

1. Department of Statistics and Applied Probability and Operations Research Cluster, National University of Singapore, Singapore, Singapore;

2. Department of Statistics, Chonbuk National University, Jeonju, Republic of Korea;

3. Department of Civil and Environmental Engineering and Operations Research Cluster, National University of Singapore, Singapore, Singapore;

4. Center for Uncertainty Quantification in Computational Science and Engineering, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia

Funder

KAUST CRG4

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07362994.2019.1566006

Reference22 articles.

1. Approximate Bayesian computational methods

2. Expectation Propagation for Likelihood-Free Inference

3. Approximate Bayesian Computation for a Class of Time Series Models

4. Approximate Inference for Observation-Driven Time Series Models with Intractable Likelihoods

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