Journal
PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA
Volume 104, Issue 6, Pages 1760-1765Publisher
NATL ACAD SCIENCES
DOI: 10.1073/pnas.0607208104
Keywords
approximate Bayesian computation; Bayesian inference; importance sampling; intractable likelihoods; tuberculosis
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Recent new methods in Bayesian simulation have provided ways of evaluating posterior distributions in the presence of analytically or computationally intractable likelihood functions. Despite representing a substantial methodological advance, existing methods based on rejection sampling or Markov chain Monte Carlo can be highly inefficient and accordingly require far more iterations than may be practical to implement. Here we propose a sequential Monte Carlo sampler that convincingly overcomes these inefficiencies. We demonstrate its implementation through an epidemiological study of the transmission rate of tuberculosis.
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