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Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes

Majid K. Vakilzadeh, James L. Beck, Thomas Abrahamsson. Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes. SIAM J. Scientific Computing, 40(1), 2018. [doi]

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