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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...

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Vydáno v:Stat Appl Genet Mol Biol
Hlavní autoři: Muchmore, Patrick, Marjoram, Paul
Médium: Artigo
Jazyk:Inglês
Vydáno: 2015
Témata:
On-line přístup: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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