Alive SMC(2) : Bayesian model selection for low-count time series models with intractable likelihoods

In this article we present a new method for performing Bayesian parameter inference and model choice for low- count time series models with intractable likelihoods. The method involves incorporating an alive particle filter within a sequential Monte Carlo (SMC) algorithm to create a novel exact-appr...

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Veröffentlicht in:Biometrics 2016-06, Vol.72 (2), p.344-353
Hauptverfasser: Drovandi, Christopher C, McCutchan, Roy A
Format: Artikel
Sprache:eng
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