Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models.

Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models.

عرض إصدارات أخرى (1)

Suppose we wish to carry out likelihood based inference but we solely have an unbiased simulation based estimator of the likelihood. We note that unbiasedness is enough when the estimated likelihood is used inside a Metropolis-Hastings algorithm. This result has recently been introduced in statistic...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون:	Flury, T, Shephard, N
التنسيق:	Journal article
اللغة:	English
منشور في:	Cambridge University Press 2011

مواد مشابهة

Bayesian inference based only on simulated likelihood: particle filter analysis of dynamic economic models.
حسب: Flury, T, وآخرون
منشور في: (2008)

Learning and filtering via simulation: smoothly jittered particle filters.
حسب: Flury, T, وآخرون
منشور في: (2009)

Learning and filtering via simulation: smoothly jittered particle filters
حسب: Shephard, N, وآخرون
منشور في: (2009)

Simulated likelihood inference for stochastic volatility models using continuous particle filtering
حسب: Pitt, M, وآخرون
منشور في: (2014)

Simulated likelihood inference for stochastic volatility models using continuous particle filtering
حسب: Pitt, M, وآخرون
منشور في: (2014)

Simulation-Based Likelihood Inference for Limited Dependent Processes.
حسب: Manrique, A, وآخرون
منشور في: (1998)

Simulation-based likelihood inference for limited dependent processes
حسب: Manrique, A, وآخرون
منشور في: (1998)

Likelihood-free Bayesian inference for dynamic, stochastic simulators in the social sciences
حسب: Dyer, J
منشور في: (2022)

Likelihood based inference for diffusion driven models.
حسب: Chib, S, وآخرون
منشور في: (2004)

Stochastic volatility: likelihood inference and comparison with ARCH models.
حسب: Kim, S, وآخرون
منشور في: (1994)

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
حسب: Kim, S, وآخرون
منشور في: (2005)

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
حسب: Kim, S, وآخرون
منشور في: (2003)

Likelihood Inference for Discretely Observed Nonlinear Diffusions.
حسب: Elerain, O, وآخرون
منشور في: (2001)

Statistical inference : an integrated Bayesian/likelihood approach /
حسب: 482580 Aitkin, Murray A.
منشور في: (c201)

Filtering via Simulation: Auxiliary Particle Filters.
حسب: Pitt, M, وآخرون
منشور في: (1999)

Filtering via simulation: auxiliary particle filters.
حسب: Pitt, M, وآخرون
منشور في: (1997)

Filtering via simulation: auxiliary particle filters
حسب: Pitt, M, وآخرون
منشور في: (1999)

Stochastic volatility with leverage: fast likelihood inference.
حسب: Omori, Y, وآخرون
منشور في: (2004)

Likelihood inference for Discretely Observed Non-linear Diffusions.
حسب: Elerian, O, وآخرون
منشور في: (1998)

Likelihood inference for discretely observed non-linear diffusions
حسب: Elerian, O, وآخرون
منشور في: (2001)

Likelihood inference for discretely observed non-linear diffusions.
حسب: Elerian, O, وآخرون
منشور في: (2001)

Robust inference on parameters via particle filters and sandwich covariance matrices
حسب: Shephard, N, وآخرون
منشور في: (2012)

Robust inference on parameters via particle filters and sandwich covariance matrices.
حسب: Shephard, N, وآخرون
منشور في: (2012)

Dynamic Bayesian inference method for structural fatigue crack propagation based on particle filter
حسب: QI Xin, وآخرون
منشور في: (2023-10-01)

Stochastic Volatility with Leverage: Fast and Efficient Likelihood Inference.
حسب: Omori, Y, وآخرون
منشور في: (2007)

Stochastic volatility with leverage: fast and efficient likelihood inference
حسب: Omori, Y, وآخرون
منشور في: (2007)

Dynamic Indoor Localization Using Maximum Likelihood Particle Filtering
حسب: Wenxu Wang, وآخرون
منشور في: (2021-02-01)

Use of Bayesian inference to estimate diversion likelihood in a PUREX facility
حسب: Rodewald, Oliver Russell
منشور في: (2013)

FPGA Acceleration of the phylogenetic likelihood function for Bayesian MCMC inference methods
حسب: Bakos Jason D, وآخرون
منشور في: (2010-04-01)

In all likelihood : statistical modelling and inference using likelihood /
حسب: 324497 Pawitan, Yudi
منشور في: (2001)

Rao−Blackwellised Particle Filtering for Dynamic Bayesian Networks
حسب: Doucet, A, وآخرون
منشور في: (2000)

Likelihood estimation & inference in a class of nonregular economic models
حسب: Chernozhukov, Victor, وآخرون
منشور في: (2011)

Efficient multifidelity likelihood-free Bayesian inference with adaptive computational resource allocation
حسب: Prescott, T, وآخرون
منشور في: (2023)

Dynamic Obstacle Avoidance Using Bayesian Occupancy Filter and Approximate Inference
حسب: Sethu Vijayakumar, وآخرون
منشور في: (2013-03-01)

Likelihood approximation networks (LANs) for fast inference of simulation models in cognitive neuroscience
حسب: Alexander Fengler, وآخرون
منشور في: (2021-04-01)

Likelihood inference in nearest-neighbour classification models
حسب: Holmes, C, وآخرون
منشور في: (2003)

Bayesian inference of stochastic dynamical models
حسب: Lu, Peter Guang Yi
منشور في: (2013)

Likelihood Analysis of Non-Gaussian Parameter-Driven Models.
حسب: Shephard, N, وآخرون
منشور في: (1995)

Bayesian inference for economic agent-based models
حسب: Platt, D
منشور في: (2021)

Gradient-free maximum likelihood parameter estimation with particle filters
حسب: Poyiadjis, G, وآخرون
منشور في: (2006)