Tag Archives: likelihood free

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

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

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Welcome!

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

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