Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes - Warne, David J.; Prescott, Thomas P.; Baker, Ruth E.; Simpson, Matthew J. (Journal of computational physics, 2022)
Keywords: Algorithms; Approximate Bayesian computation; Bayesian analysis; Bayesian inference; Biochemical reaction networks; Biology; Computational physics; Computer simulation; Epidemiology; Markov processes; Mathematical models; Multifidelity rejection sampling; Multilevel; Multilevel Monte Carlo; Parameter estimation; Partially observed Markov processes; Rejection; Sampling methods; Source code; Statistical inference; Statistical methods; Stochastic models; Stochastic processes; Telescoping; Biochemical reaction networks; Multilevel Monte Carlo; Partially observed Markov processes; Bayesian inference; Multifidelity rejection sampling; Approximate Bayesian computation