Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
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DOI: 10.1007/s11222-019-09909-6
Abstract: Approximate Bayesian computation (ABC) has become one of the major tools of likelihood-free statistical inference in complex mathematical models. Simultaneously, stochastic differential equations (SDEs) have developed to an established tool for modelling time-dependent, real-world phenomena… read more here.
Keywords: measure preserving; preserving abc; measure; based measure ... See more keywords