FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2950346508> ?p ?o ?g. }

• W2950346508 abstract "In the following article we consider approximate Bayesian parameter inference for observation driven time series models. Such statistical models appear in a wide variety of applications, including econometrics and applied mathematics. This article considers the scenario where the likelihood function cannot be evaluated point-wise; in such cases, one cannot perform exact statistical inference, including parameter estimation, which often requires advanced computational algorithms, such as Markov chain Monte Carlo (MCMC). We introduce a new approximation based upon approximate Bayesian computation (ABC). Under some conditions, we show that as $nrightarrowinfty$, with $n$ the length of the time series, the ABC posterior has, almost surely, a maximum emph{a posteriori} (MAP) estimator of the parameters which is different from the true parameter. However, a noisy ABC MAP, which perturbs the original data, asymptotically converges to the true parameter, almost surely. In order to draw statistical inference, for the ABC approximation adopted, standard MCMC algorithms can have acceptance probabilities that fall at an exponential rate in $n$ and slightly more advanced algorithms can mix poorly. We develop a new and improved MCMC kernel, which is based upon an exact approximation of a marginal algorithm, whose cost per-iteration is random but the expected cost, for good performance, is shown to be $mathcal{O}(n^2)$ per-iteration." @default.
• W2950346508 created "2019-06-27" @default.
• W2950346508 creator A5031347000 @default.
• W2950346508 creator A5047259277 @default.
• W2950346508 creator A5060194094 @default.
• W2950346508 date "2013-03-29" @default.
• W2950346508 modified "2023-09-27" @default.
• W2950346508 title "Approximate Inference for Observation Driven Time Series Models with Intractable Likelihoods" @default.
• W2950346508 cites W1830883013 @default.
• W2950346508 cites W2002479933 @default.
• W2950346508 cites W2036050356 @default.
• W2950346508 cites W2045973738 @default.
• W2950346508 cites W2128306087 @default.
• W2950346508 cites W2139812092 @default.
• W2950346508 cites W2141800329 @default.
• W2950346508 cites W2152607957 @default.
• W2950346508 cites W2274286444 @default.
• W2950346508 cites W2950064436 @default.
• W2950346508 cites W2950851045 @default.
• W2950346508 hasPublicationYear "2013" @default.
• W2950346508 type Work @default.
• W2950346508 sameAs 2950346508 @default.
• W2950346508 citedByCount "0" @default.
• W2950346508 crossrefType "posted-content" @default.
• W2950346508 hasAuthorship W2950346508A5031347000 @default.
• W2950346508 hasAuthorship W2950346508A5047259277 @default.
• W2950346508 hasAuthorship W2950346508A5060194094 @default.
• W2950346508 hasConcept C105795698 @default.
• W2950346508 hasConcept C107673813 @default.
• W2950346508 hasConcept C111350023 @default.
• W2950346508 hasConcept C11413529 @default.
• W2950346508 hasConcept C134261354 @default.
• W2950346508 hasConcept C143724316 @default.
• W2950346508 hasConcept C151730666 @default.
• W2950346508 hasConcept C154945302 @default.
• W2950346508 hasConcept C160234255 @default.
• W2950346508 hasConcept C162376815 @default.
• W2950346508 hasConcept C167928553 @default.
• W2950346508 hasConcept C185429906 @default.
• W2950346508 hasConcept C2776214188 @default.
• W2950346508 hasConcept C2777472644 @default.
• W2950346508 hasConcept C2779377595 @default.
• W2950346508 hasConcept C28826006 @default.
• W2950346508 hasConcept C33923547 @default.
• W2950346508 hasConcept C41008148 @default.
• W2950346508 hasConcept C49781872 @default.
• W2950346508 hasConcept C55974624 @default.
• W2950346508 hasConcept C86803240 @default.
• W2950346508 hasConcept C89106044 @default.
• W2950346508 hasConcept C95923904 @default.
• W2950346508 hasConcept C9810830 @default.
• W2950346508 hasConceptScore W2950346508C105795698 @default.
• W2950346508 hasConceptScore W2950346508C107673813 @default.
• W2950346508 hasConceptScore W2950346508C111350023 @default.
• W2950346508 hasConceptScore W2950346508C11413529 @default.
• W2950346508 hasConceptScore W2950346508C134261354 @default.
• W2950346508 hasConceptScore W2950346508C143724316 @default.
• W2950346508 hasConceptScore W2950346508C151730666 @default.
• W2950346508 hasConceptScore W2950346508C154945302 @default.
• W2950346508 hasConceptScore W2950346508C160234255 @default.
• W2950346508 hasConceptScore W2950346508C162376815 @default.
• W2950346508 hasConceptScore W2950346508C167928553 @default.
• W2950346508 hasConceptScore W2950346508C185429906 @default.
• W2950346508 hasConceptScore W2950346508C2776214188 @default.
• W2950346508 hasConceptScore W2950346508C2777472644 @default.
• W2950346508 hasConceptScore W2950346508C2779377595 @default.
• W2950346508 hasConceptScore W2950346508C28826006 @default.
• W2950346508 hasConceptScore W2950346508C33923547 @default.
• W2950346508 hasConceptScore W2950346508C41008148 @default.
• W2950346508 hasConceptScore W2950346508C49781872 @default.
• W2950346508 hasConceptScore W2950346508C55974624 @default.
• W2950346508 hasConceptScore W2950346508C86803240 @default.
• W2950346508 hasConceptScore W2950346508C89106044 @default.
• W2950346508 hasConceptScore W2950346508C95923904 @default.
• W2950346508 hasConceptScore W2950346508C9810830 @default.
• W2950346508 hasLocation W29503465081 @default.
• W2950346508 hasOpenAccess W2950346508 @default.
• W2950346508 hasPrimaryLocation W29503465081 @default.
• W2950346508 hasRelatedWork W1896042095 @default.
• W2950346508 hasRelatedWork W1953623653 @default.
• W2950346508 hasRelatedWork W2013957760 @default.
• W2950346508 hasRelatedWork W2257391503 @default.
• W2950346508 hasRelatedWork W2464755887 @default.
• W2950346508 hasRelatedWork W2527419728 @default.
• W2950346508 hasRelatedWork W2550354998 @default.
• W2950346508 hasRelatedWork W2767630563 @default.
• W2950346508 hasRelatedWork W2791673642 @default.
• W2950346508 hasRelatedWork W2805030707 @default.
• W2950346508 hasRelatedWork W2896812011 @default.
• W2950346508 hasRelatedWork W2948877301 @default.
• W2950346508 hasRelatedWork W2949856351 @default.
• W2950346508 hasRelatedWork W2950838826 @default.
• W2950346508 hasRelatedWork W2963856055 @default.
• W2950346508 hasRelatedWork W3097813594 @default.
• W2950346508 hasRelatedWork W3111162488 @default.
• W2950346508 hasRelatedWork W3115475828 @default.
• W2950346508 hasRelatedWork W3134518563 @default.
• W2950346508 hasRelatedWork W76947095 @default.
• W2950346508 isParatext "false" @default.
• W2950346508 isRetracted "false" @default.

• next