HIGHLIGHTS
- who: Umberto Picchini from the Centre for Mathematical Sciences, Lund University, Lund, Sweden Universite Grenoble Alpes, LJK, Grenoble, France have published the paper: Coupling stochastic EM and approximate Bayesian computation for parameter inference in state-space models, in the Journal: (JOURNAL)
- what: The authors focus on a stochastic approximation of {Xt }. The authors propose to resort to approximate Bayesian computation (ABC) for this simulation step. The most typical use of ABC is when posterior inference for θ is the goal of the analysis and the purpose is to sample draws from the approximate posterior πδ (θ |Y). In . . .
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