Exact Bayesian inference for discretely observed Markov Jump Processes
using finite rate matrices

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Exact Bayesian inference for discretely observed Markov Jump Processes using finite rate matrices

16 December 2019

Andrew Golightly

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Papers citing "Exact Bayesian inference for discretely observed Markov Jump Processes using finite rate matrices"

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Title
Accelerating pseudo-marginal Metropolis-Hastings by correlating auxiliary variables J. Dahlin Fredrik Lindsten J. Kronander Thomas B. Schon 86 37 0 17 Nov 2015
The Correlated Pseudo-Marginal Method George Deligiannidis Arnaud Doucet M. Pitt 113 101 0 16 Nov 2015
Pseudo-Marginal Slice Sampling Iain Murray Matthew M. Graham 99 37 0 10 Oct 2015
Unbiased Bayesian Inference for Population Markov Jump Processes via Random Truncations Anastasis Georgoulas J. Hillston G. Sanguinetti 75 39 0 28 Sep 2015
Likelihood free inference for Markov processes: a comparison J. Owen D. Wilkinson Colin S. Gillespie 207 33 0 02 Oct 2014
On the efficiency of pseudo-marginal random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Gareth O. Roberts Jeffrey S. Rosenthal 127 191 0 27 Sep 2013
On nonnegative unbiased estimators Pierre E. Jacob Alexandre Hoang Thiery 157 67 0 25 Sep 2013
On Russian Roulette Estimates for Bayesian Inference with Doubly-Intractable Likelihoods A. Lyne Mark Girolami Yves F. Atchadé Heiko Strathmann Daniel P. Simpson 168 135 0 17 Jun 2013
A population Monte Carlo scheme with transformed weights and its application to stochastic kinetic models E. Koblents Joaquín Míguez 88 77 0 28 Aug 2012
A general method for debiasing a Monte Carlo estimator D. McLeish 132 115 0 12 May 2010
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 199 895 0 31 Mar 2009