Monte Carlo State-Space Likelihoods by Weighted Posterior Kernel Density Estimation

By P. de Valpine. 2004

68 citations recorded by the source corpus.

Subfields: Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/7d784a99c19c66c0c945a74e3e490bb5a3fc54f6

Citations in the corpus

• A simple approach to maximum intractable likelihood estimation (2013, unknown): “…samples; their approach involved sampling numerous replicates of the data for each parameter value and estimating the density in the data space. de Valpine (2004) proposes an importance sampling technique, rather closer in spirit to the approach developed here, by which a smoothed kernel…”