Multifidelity approximate Bayesian computation with sequential Monte Carlo parameter sampling

Multifidelity approximate Bayesian computation (MF-ABC) is a likelihood-free technique for parameter inference that exploits model approximations to significantly increase the speed of ABC algorithms (Prescott and Baker, 2020). Previous work has considered MF-ABC only in the context of rejection sam...

詳細記述

書誌詳細
主要な著者: Prescott, TP, Baker, RE
フォーマット: Journal article
言語:English
出版事項: Society for Industrial and Applied Mathematics 2021