Auxiliary likelihood-based approximate Bayesian computation in state space models
GM Martin, BPM McCabe, DT Frazier… - … of Computational and …, 2019 - Taylor & Francis
A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). ABC avoids evaluation of an intractable likelihood …
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A computationally simple approach to inference in state space models is proposed, using approximate Bayesian computation (ABC). ABC avoids evaluation of an intractable likelihood …