Approximate Bayesian Computation for a Class of Time Series Models-Reference-Cited by-同舟云学术

Approximate Bayesian Computation for a Class of Time Series Models

Published:2015-02-09 Issue:3 Volume:83 Page:405-435
ISSN:0306-7734
Container-title:International Statistical Review
language:en
Short-container-title:International Statistical Review

Author:

Jasra Ajay¹

Affiliation:

1. Department of Statistics and Applied Probability; National University of Singapore; Singapore 117546 Singapore

Funder

Minisrtry of Education, SIngapore

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1111/insr.12089/fullpdf

Reference85 articles.

1. A variant of importance splitting for rare event estimation: Fixed number of successes;Amrein;TOMACS,2011

2. The pseudo-marginal approach for efficient Monte Carlo computations;Andrieu;Ann. Statist.,2009

3. Particle Markov chain Monte Carlo methods (with discussion);Andrieu;J. Roy. Statist. Soc. Ser. B,2010

4. Discussion of: Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation;Andrieu;J. Roy. Statist. Soc. Ser. B,2012

5. Expectation-propagation for summary-less, likelihood-free inference;Barthelmé;J. Amer. Statist. Ass.,2014

Cited by 18 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On predictive inference for intractable models via approximate Bayesian computation;Statistics and Computing;2023-02-09

2. Approximating Bayes in the 21st Century;Statistical Science;2023-01-01

3. Computing Bayes: From Then ‘Til Now;Statistical Science;2023-01-01

4. Bayesian inference for fractional Oscillating Brownian motion;Computational Statistics;2021-08-30

5. Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs;Statistics and Computing;2019-11-05