Skip to content Skip to navigation
University of Warwick
  • Study
  • |
  • Research
  • |
  • Business
  • |
  • Alumni
  • |
  • News
  • |
  • About

University of Warwick
Publications service & WRAP

Highlight your research

  • WRAP
    • Home
    • Search WRAP
    • Browse by Warwick Author
    • Browse WRAP by Year
    • Browse WRAP by Subject
    • Browse WRAP by Department
    • Browse WRAP by Funder
    • Browse Theses by Department
  • Publications Service
    • Home
    • Search Publications Service
    • Browse by Warwick Author
    • Browse Publications service by Year
    • Browse Publications service by Subject
    • Browse Publications service by Department
    • Browse Publications service by Funder
  • Help & Advice
University of Warwick

The Library

  • Login
  • Admin

Likelihood-free estimation of model evidence

Tools
- Tools
+ Tools

Didelot, Xavier, Everitt, Richard G., Johansen, Adam M. and Lawson, Daniel J. (2011) Likelihood-free estimation of model evidence. Bayesian Analysis, Vol.6 (No.1). pp. 49-76. doi:10.1214/11-BA602

Research output not available from this repository, contact author.
Official URL: http://dx.doi.org/10.1214/11-BA602

Request Changes to record.

Abstract

Statistical methods of inference typically require the likelihood function to be computable in a reasonable amount of time. The class of "likelihood-free" methods termed Approximate Bayesian Computation (ABC) is able to eliminate this requirement, replacing the evaluation of the likelihood with simulation from it. Likelihood-free methods have gained in efficiency and popularity in the past few years, following their integration with Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) in order to better explore the parameter space. They have been applied primarily to estimating the parameters of a given model, but can also be used to compare models.

Item Type: Journal Article
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science, Engineering and Medicine > Science > Statistics
Library of Congress Subject Headings (LCSH): Mathematical statistics, Bayesian statistical decision theory, Mathematical models
Journal or Publication Title: Bayesian Analysis
Publisher: International Society for Bayesian Analysis
ISSN: 1931-6690
Official Date: 2011
Dates:
DateEvent
2011Published
Volume: Vol.6
Number: No.1
Page Range: pp. 49-76
DOI: 10.1214/11-BA602
Status: Peer Reviewed
Publication Status: Published
Version or Related Resource: Didelot, X., et al. (2010). Likelihood-free estimation of model evidence. [Coventry] : University of Warwick. Centre for Research in Statistical Methodology. (Working papers, no.10-12). http://wrap.warwick.ac.uk/id/eprint/35076
Related URLs:
  • Related item in WRAP

Data sourced from Thomson Reuters' Web of Knowledge

Request changes or add full text files to a record

Repository staff actions (login required)

View Item View Item
twitter

Email us: wrap@warwick.ac.uk
Contact Details
About Us