Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

28 March 2011

Papers citing "Parameter Estimation for Hidden Markov Models with Intractable Likelihoods"

11 / 11 papers shown

Title
Copula Approximate Bayesian Computation Using Distribution Random Forests G. Karabatsos 32 1 0 28 Feb 2024
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 20 15 0 01 Aug 2022
Approximating Bayes in the 21st Century G. Martin David T. Frazier Christian P. Robert 27 26 0 20 Dec 2021
Variational Bayes in State Space Models: Inferential and Predictive Accuracy David T. Frazier Rubén Loaiza-Maya G. Martin 11 13 0 23 Jun 2021
Kernel Recursive ABC: Point Estimation with Intractable Likelihood T. Kajihara Motonobu Kanagawa Keisuke Yamazaki Kenji Fukumizu 21 13 0 23 Feb 2018
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models G. Martin Brendan P. M. McCabe David T. Frazier Worapree Maneesoonthorn Christian P. Robert 16 44 0 27 Apr 2016
On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators Wentao Li Paul Fearnhead 29 62 0 10 Jun 2015
Approximate Bayesian Computation for Smoothing James S. Martin Ajay Jasra Sumeetpal S. Singh N. Whiteley E. McCoy 28 25 0 22 Jun 2012
Particle-kernel estimation of the filter density in state-space models Dan Crisan Joaquín Míguez 53 41 0 24 Nov 2011
Lack of confidence in ABC model choice Christian P. Robert J. Cornuet Jean-Michel Marin Natesh Pillai 60 51 0 22 Feb 2011
Approximate Bayesian Computational methods Jean-Michel Marin Pierre Pudlo Christian P. Robert Robin J. Ryder 62 858 0 05 Jan 2011