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Alive SMC2: Bayesian model selection for low‐count time series models with intractable likelihoods |
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| Authors: | Christopher C. Drovandi Roy A. McCutchan |
| Affiliation: | Mathematical Sciences School, Queensland University of Technology, Brisbane, Queensland, Australia |
| Abstract: | |
| Keywords: | Approximate Bayesian computation Evidence Exact‐approximate methods INARMA models Marginal likelihood Markov processes Particle filters Pseudo‐marginal methods Sequential Monte Carlo |