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Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
E Buckwar, M Tamborrino, I Tubikanec - Statistics and Computing, 2020 - Springer
… We demonstrate that a simulation-based inference method, here ABC, can only perform well if the underlying simulation method preserves the structural properties of the SDE. While the …
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… We demonstrate that a simulation-based inference method, here ABC, can only perform well if the underlying simulation method preserves the structural properties of the SDE. While the …