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An ABC interpretation of the multiple auxiliary variable method

2016-04-27 · Dennis Prangle, Richard G. Everitt

We show that the auxiliary variable method (M{\o}ller et al., 2006; Murray et al., 2006) for inference of Markov random fields can be viewed as an approximate Bayesian computation method for likelihood estimation.

📄 PDF Abstract BibTeX arXiv:1604.08102

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