Summary
2011 International Symposium on Nonlinear Theory and Its Applications
2011
Session Number:B3L-C
Session:
Number:B3L-C4
An Interacting Particle Method for Approximate Bayes Computations
C. Albert,
pp.488-490
Publication Date:2011/9/4
Online ISSN:2188-5079
Summary:
Approximate Bayes computations are used for parameter inference when the likelihood function is expensive to calculate but relatively cheap to sample from. We present a new interacting particle method for approximate Bayes computations. Unlike other algorithms, it is not based on importance sampling. Hence, it does not suffer from a loss of effective sample size due to re-sampling.