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In recent years there has been an explosion of complex data-sets in areas as diverse as Bioinformatics, Ecology, Epidemiology, Finance, subsurface Geophysics, Meteorology, and Population genetics. In ...
Many recent statistical applications involve inference under complex models, where it is computationally prohibitive to calculate likelihoods but possible to simulate data.
Background: Many recent statistical applications involve inference under complex models, where it is computationally prohibitive to calculate likelihoods but possible to simulate data. Approximate Bay...
Approximate Bayesian computation (ABC) is a class of algorithmic methods in Bayesian inference using statistical summaries and computer simulations. ABC has become popular in evolutionary genetics a...
Nested sampling is a technique developed to explore probability distributions localised in an exponentially small area of the parameter space. The algorithm provides both posterior samples and an est...
We consider a statistical model for pairs of traded assets, based on a Cointegrated Vector Auto Regression (CVAR) Model. We extend standard CVAR models to incorporate estimation of model parameters in...
We present a sequential Monte Carlo sampler variant of the partial rejection control algorithm, and show that this variant can be considered as a sequential Monte Carlo sampler with a modified mutat...
Nested sampling estimates directly how the likelihood function relates to prior mass. The evidence (alternatively the marginal likelihood, marginal den- sity of the data, or the prior predictive) is...
Until recently, the use of Bayesian inference in population genetics was lim- ited to a few cases because for many realistic population genetic models the likelihood function cannot be calculated an...
Approximate Bayesian computation methods can be used to evaluate posterior distributions without having to calculate likelihoods. In this paper we discuss and apply an approximate Bayesian computation...

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