On inference for ABC approximations of time series models
Markov chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) are well-studied simulation based methods that have been very successful for a variety of complex inference problems. However, standard MCMC and SMC cannot deal with problems where the corresponding likelihood is intractable. By intrac...
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Imperial College London
2013
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.650686 |