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The validation of approximate Bayesian computation

The validation of approximate Bayesian computation
近似贝叶斯计算的验证
批准号:
DP170100729
负责人:
Prof Gael Martin
金额:
$27.42万
依托单位:
依托单位国家:
澳大利亚
项目类别:
Discovery Projects
财政年份:
2017
资助国家:
澳大利亚
项目状态:
已结题
起止时间:
2017-02-01 至 2021-12-17

项目摘要

项目成果

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中文摘要
翻译
本项目旨在建立近似贝叶斯计算(ABC)的理论有效性,并开发诊断方法以评估其在经验应用中的可靠性。鉴于现代统计模型日益复杂,需要新的统计推断方法。近似贝叶斯计算是一种新的统计工具。这个项目期望它的发现将在复杂现象特征和近似方法是理解这些现象的唯一可行方法的所有领域有用。
英文摘要
This project aims to establish the theoretical validity of approximate Bayesian computation (ABC) and to develop diagnostic methods for assessing its reliability in empirical applications. Given the increased complexity of modern statistical models, new ways of conducting statistical inference are needed. Approximate Bayesian computation is a new statistical tool. This project expects its findings will be useful in all fields where complex phenomena feature and approximate methods are the only feasible way of understanding those phenomena.
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Approximate Bayesian computation in state space models
  • 批准号:
    DP150101728
  • 项目类别:
    Discovery Projects
  • 资助金额:
    $19.12万
  • 财政年份:
    2015
  • 负责人:
    Prof Gael Martin
  • 依托单位:
A Bayesian State Space Methodology for Forecasting Stock Market Volatility and Associated Time-varying Risk Premia
  • 批准号:
    FT0991045
  • 项目类别:
    ARC Future Fellowships
  • 资助金额:
    $59.51万
  • 财政年份:
    2010
  • 负责人:
    Prof Gael Martin
  • 依托单位:
Non-parametric estimation of forecast distributions in non-Gaussian state space models
  • 批准号:
    DP0985234
  • 项目类别:
    Discovery Projects
  • 资助金额:
    $14.56万
  • 财政年份:
    2009
  • 负责人:
    Prof Gael Martin
  • 依托单位:
New Statistical Procedures for Analysing Dependence in Non-Gaussian Time Series Data
  • 批准号:
    DP0664121
  • 项目类别:
    Discovery Projects
  • 资助金额:
    $15.25万
  • 财政年份:
    2006
  • 负责人:
    Prof Gael Martin
  • 依托单位:
海外基金