Tag Archives: likelihood free

Why and how pseudo-marginal MCMC work for exact Bayesian inference

Posted on March 26, 2018 by Umberto P

I will describe a breakthrough strategy for “exact-approximate” Bayesian inference. The apparent contradiction in the terminology is due to the surprising result in Beaumont (2003) and Andrieu and Roberts (2009) where it is shown that plugging a non-negative and unbiased … Continue reading →

Posted in Uncategorized | Tagged Bayes, Bayesian inference, intractable likelihood, introduction, likelihood free, markov chain monte carlo, mcmc, Monte Carlo, particle marginal, particle MCMC, pseudo marginal, R, sequential Monte Carlo, software, tutorial | 3 Comments

Welcome!

Posted on October 8, 2016 by Umberto P

Welcome to my first blog post! You can read about me in the About section. I will write about statistical inference methods and algorithms, typically (though not exclusively) for models that have some dynamic component. Posts will reflect personal research … Continue reading →

Posted in Uncategorized | Tagged ABC, approximate Bayesian computation, bayesian, computational statistics, first post, inference, intractable likelihood, likelihood free, Monte Carlo, stochastic modelling | Leave a comment

Tag Archives: likelihood free

Why and how pseudo-marginal MCMC work for exact Bayesian inference

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