A simulated annealing procedure based on the ABC Shadow algorithm for statistical inference of point processes

Recently a new algorithm for sampling posteriors of unnormalised probability densities, called ABC Shadow, was proposed in [8]. This talk introduces a global optimisation procedure based on the ABC Shadow simulation dynamics. First the general method is explained, and then results on simulated and r...

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Hauptverfasser:	Stoica, R. S, Deaconu, M, Hurtado, L
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Statistics Theory Statistics - Computation Statistics - Theory
Online-Zugang:	Volltext bestellen
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