Piecewise Approximate Bayesian Computation: fast inference for discretely observed Markov models using a factorised posterior distribution
Many modern statistical applications involve inference for complicated stochastic models for which the likelihood function is difficult or even impossible to calculate, and hence conventional likelihood-based inferential techniques cannot be used. In such settings, Bayesian inference can be performe...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2015
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| Online Access: | http://eprints.nottingham.ac.uk/47125/ http://eprints.nottingham.ac.uk/47125/ http://eprints.nottingham.ac.uk/47125/ http://eprints.nottingham.ac.uk/47125/1/10.1007%252Fs11222-013-9432-2.pdf |