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Sequential Monte Carlo without likelihoods
Recent new methods in Bayesian simulation have provided ways of evaluating posterior distributions in the presence of analytically or computationally intractable likelihood functions. Despite representing a substantial methodological advance, existing methods based on rejection sampling or Markov ch...
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| Auteurs principaux: | , , |
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| Format: | Artigo |
| Langue: | Inglês |
| Publié: |
National Academy of Sciences
2007
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| Sujets: | |
| Accès en ligne: | https://ncbi.nlm.nih.gov/pmc/articles/PMC1794282/ https://ncbi.nlm.nih.gov/pubmed/17264216 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.0607208104 |
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