Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

Gradient Free Parameter Estimation for Hidden Markov Models with Intractable Likelihoods

(2013) Elena Ehrlich et al.   METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY

A simple approach to maximum intractable likelihood estimation

(2013) F. J. Rubio et al.   Electronic Journal of Statistics

On adaptive resampling strategies for sequential Monte Carlo methods

(2012) Pierre Del Moral et al.   BERNOULLI

Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation

(2012) Paul Fearnhead et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Approximate Bayesian computational methods

(2011) Jean-Michel Marin et al.   STATISTICS AND COMPUTING

An adaptive sequential Monte Carlo method for approximate Bayesian computation

(2011) Pierre Del Moral et al.   STATISTICS AND COMPUTING

Chain ladder method: Bayesian bootstrap versus classical bootstrap

(2010) Gareth W. Peters et al.   INSURANCE MATHEMATICS & ECONOMICS

Approximate Bayesian Computation: A Nonparametric Perspective

(2010) Michael G. B. Blum   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

Filtering via approximate Bayesian computation

(2010) Ajay Jasra et al.   STATISTICS AND COMPUTING

Convolution Particle Filter for Parameter Estimation in General State-Space Models

(2009) Fabien Campillo et al.   IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS

Inference in Epidemic Models without Likelihoods

(2009) Trevelyan McKinley et al.  

Model criticism based on likelihood-free inference, with an application to protein network evolution

(2009) O. Ratmann et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Indirect estimation of -stable stochastic volatility models

(2008) Marco J. Lombardi et al.   COMPUTATIONAL STATISTICS & DATA ANALYSIS