An adaptive sequential Monte Carlo method for approximate Bayesian computation.

Pierre Del Moral Arnaud Doucet Ajay Jasra

Published in: Stat. Comput. (2012)

Keyphrases

monte carlo method
posterior distribution
bayesian learning
markov chain
monte carlo
probability distribution
latent variables
prior distribution
bayesian networks
parameter estimation
bayesian framework
maximum likelihood estimation
markov chain monte carlo
higher order
mathematical models
generalized gaussian