Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs

Approximate Bayesian computation (ABC) has become one of the major tools of likelihood-free statistical inference in complex mathematical models. Simultaneously, stochastic differential equations (SDEs) have developed to an established tool for modelling time-dependent, real-world phenomena with und...

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Detalles Bibliográficos
Autores principales: Buckwar, Evelyn, Tamborrino, Massimiliano, Tubikanec, Irene
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2019
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7026277/
https://www.ncbi.nlm.nih.gov/pubmed/32132771
http://dx.doi.org/10.1007/s11222-019-09909-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7026277/
https://www.ncbi.nlm.nih.gov/pubmed/32132771
http://dx.doi.org/10.1007/s11222-019-09909-6

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