Estimating Ocean Circulation: An MCMC Approach With Approximated Likelihoods via the Bernoulli Factory
海洋环流估计：借助伯努利工厂与似然估计的MCMC方法
We provide a Bayesian analysis of ocean circulation based on data collected in the South Atlantic Ocean. The analysis incorporates a reaction-diffusion partial differential equation that is not solvable in closed form. This leads to an intractable likelihood function. We describe a novel Markov chain Monte Carlo approach that does not require a likelihood evaluation. Rather, we use unbiased estimates of the likelihood and a Bernoulli factory to decide whether or not proposed…