Inference for SDE models via Approximate Bayesian Computation

24 April 2012

Papers citing "Inference for SDE models via Approximate Bayesian Computation"

6 / 6 papers shown

Title
Bayesian State-Space Modelling on High-Performance Hardware Using LibBi Lawrence M. Murray 88 113 0 14 Jun 2013
SMC^2: an efficient algorithm for sequential analysis of state-space models Nicolas Chopin Pierre E. Jacob O. Papaspiliopoulos 93 357 0 07 Jan 2011
Approximate Bayesian Computational methods Jean-Michel Marin Pierre Pudlo Christian P. Robert Robin J. Ryder 224 866 0 05 Jan 2011
Estimation for the change point of the volatility in a stochastic differential equation S. Iacus Nakahiro Yoshida 75 33 0 17 Jun 2009
Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems Tina Toni David Welch N. Strelkowa Andreas Ipsen M. Stumpf 247 1,550 0 14 Jan 2009
Time series analysis via mechanistic models Carles Bretó D. He E. Ionides A. King AI4TS 163 214 0 31 Jan 2008