Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution
(2013)
Journal Article
White, S. R., Kypraios, T., & Preston, S. P. (2015). Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution. Statistics and Computing, 25(2), 289-301. https://doi.org/10.1007/s11222-013-9432-2
© 2013, The Author(s). Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential techni... Read More about Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution.