Approximate Bayesian Computation for a Class of Time Series Models

1 January 2014

Papers citing "Approximate Bayesian Computation for a Class of Time Series Models"

8 / 8 papers shown

Title
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 33 15 0 01 Aug 2022
On predictive inference for intractable models via approximate Bayesian computation Marko Jarvenpaa J. Corander TPM 30 2 0 23 Mar 2022
Approximating Bayes in the 21st Century G. Martin David T. Frazier Christian P. Robert 39 26 0 20 Dec 2021
Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs E. Buckwar M. Tamborrino I. Tubikanec 21 36 0 04 Mar 2019
Partially Exchangeable Networks and Architectures for Learning Summary Statistics in Approximate Bayesian Computation Samuel Wiqvist Pierre-Alexandre Mattei Umberto Picchini J. Frellsen BDL 30 32 0 29 Jan 2019
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models G. Martin Brendan P. M. McCabe David T. Frazier Worapree Maneesoonthorn Christian P. Robert 20 44 0 27 Apr 2016
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables J. Dahlin Fredrik Lindsten J. Kronander Thomas B. Schon 30 37 0 17 Nov 2015
Quasi-Newton particle Metropolis-Hastings J. Dahlin Fredrik Lindsten Thomas B. Schon 27 9 0 12 Feb 2015