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"

15 / 15 papers shown

Title
Inference for the stochastic FitzHugh-Nagumo model from real action potential data via approximate Bayesian computation Adeline Samson M. Tamborrino I. Tubikanec 53 2 0 28 May 2024
Computing Bayes: From Then 'Til Now' G. Martin David T. Frazier Christian P. Robert 93 16 0 01 Aug 2022
On predictive inference for intractable models via approximate Bayesian computation Marko Jarvenpaa J. Corander TPM 69 2 0 23 Mar 2022
Approximating Bayes in the 21st Century G. Martin David T. Frazier Christian P. Robert 77 26 0 20 Dec 2021
Computing Bayes: Bayesian Computation from 1763 to the 21st Century G. Martin David T. Frazier Christian P. Robert 95 17 0 14 Apr 2020
Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs E. Buckwar M. Tamborrino I. Tubikanec 68 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 189 32 0 29 Jan 2019
Learning of state-space models with highly informative observations: a tempered Sequential Monte Carlo solution Andreas Svensson Thomas B. Schon Fredrik Lindsten 56 17 0 06 Feb 2017
A rare event approach to high dimensional Approximate Bayesian computation D. Prangle R. Everitt T. Kypraios 92 22 0 08 Nov 2016
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models G. Martin Brendan P. M. McCabe David T. Frazier Worapree Maneesoonthorn Christian P. Robert 75 44 0 27 Apr 2016
Summary Statistics in Approximate Bayesian Computation D. Prangle 61 48 0 17 Dec 2015
Coupling stochastic EM and Approximate Bayesian Computation for parameter inference in state-space models Umberto Picchini Adeline M. M. Samson 55 17 0 15 Dec 2015
Divide and conquer in ABC: Expectation-Progagation algorithms for likelihood-free inference Simon Barthelmé Nicolas Chopin V. Cottet 41 10 0 01 Dec 2015
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables J. Dahlin Fredrik Lindsten J. Kronander Thomas B. Schon 86 37 0 17 Nov 2015
Quasi-Newton particle Metropolis-Hastings J. Dahlin Fredrik Lindsten Thomas B. Schon 155 9 0 12 Feb 2015