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Exact Likelihood-free Markov Chain Monte Carlo for Elliptically Contoured Distributions
Recent results in Markov chain Monte Carlo (MCMC) show that a chain based on an unbiased estimator of the likelihood can have a stationary distribution identical to that of a chain based on exact likelihood calculations. In this paper we develop such an estimator for elliptically contoured distribut...
Tallennettuna:
| Julkaisussa: | Stat Appl Genet Mol Biol |
|---|---|
| Päätekijät: | , |
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
2015
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| Aiheet: | |
| Linkit: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4607478/ https://ncbi.nlm.nih.gov/pubmed/26167984 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1515/sagmb-2014-0063 |
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