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• W2952565494 abstract "In the following article we consider approximate Bayesian computation (ABC) inference. We introduce a method for numerically approximating ABC posteriors using the multilevel Monte Carlo (MLMC). A sequential Monte Carlo version of the approach is developed and it is shown under some assumptions that for a given level of mean square error, this method for ABC has a lower cost than i.i.d. sampling from the most accurate ABC approximation. Several numerical examples are given." @default.
• W2952565494 created "2019-06-27" @default.
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• W2952565494 date "2017-02-13" @default.
• W2952565494 modified "2023-10-16" @default.
• W2952565494 title "Multilevel Monte Carlo in Approximate Bayesian Computation" @default.
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