Using early rejection Markov chain Monte Carlo and Gaussian processes to accelerate ABC methods

IF 1.4 2区数学 Q2 STATISTICS & PROBABILITY

Journal of Computational and Graphical Statistics Pub Date : 2024-07-15 DOI:10.1080/10618600.2024.2379349

Xuefei Cao, Shijia Wang, Yongdao Zhou

引用次数: 0

Abstract

Approximate Bayesian computation (ABC) is a class of Bayesian inference algorithms that targets problems with intractable or unavailable likelihood functions. It uses synthetic data drawn from the ...

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利用早期拒绝马尔科夫链蒙特卡洛和高斯过程加速 ABC 方法

近似贝叶斯计算（ABC）是一类贝叶斯推理算法，主要针对难以解决或无法获得似然函数的问题。它使用从...

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来源期刊

Journal of Computational and Graphical Statistics 数学-统计学与概率论

CiteScore

3.50

自引率

8.30%

发文量

153

审稿时长

>12 weeks

期刊介绍： The Journal of Computational and Graphical Statistics (JCGS) presents the very latest techniques on improving and extending the use of computational and graphical methods in statistics and data analysis. Established in 1992, this journal contains cutting-edge research, data, surveys, and more on numerical graphical displays and methods, and perception. Articles are written for readers who have a strong background in statistics but are not necessarily experts in computing. Published in March, June, September, and December.