Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach (Q91059): Difference between revisions

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scientific article; zbMATH DE number 7174258

Robust Bayesian synthetic likelihood via a semi-parametric approach

Language	Label	Description	Also known as
English	Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach	scientific article; zbMATH DE number 7174258	Robust Bayesian synthetic likelihood via a semi-parametric approach

Statements

instance of

scholarly article

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publication date

16 September 2018

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26 February 2020

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arXiv classification

stat.CO

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stat.ME

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author

Ziwen An

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David J. Nott

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Christopher C. Drovandi

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Ziwen An

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David J. Nott

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Christopher C. Drovandi

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MaRDI profile type

MaRDI publication profile

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title

Robust Bayesian synthetic likelihood via a semi-parametric approach (English)

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published in

Statistics and Computing

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full work available at URL

https://arxiv.org/abs/1809.05800

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https://eprints.qut.edu.au/133635/1/combined.pdf

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zbMATH Keywords

likelihood-free inference

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approximate Bayesian computation (ABC)

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copula

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nonparanormal distribution

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kernel density estimation

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robust estimation

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describes a project that uses

ABC-SubSim

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glasso

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cites work

Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso

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The largest inclusions in a piece of steel

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The pseudo-marginal approach for efficient Monte Carlo computations

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Vines -- a new graphical model for dependent random variables.

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Inference for Stereological Extremes

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The Gaussian rank correlation estimator: robustness properties

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A Method for Simulating Stable Random Variables

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Approximate Bayesian Computation by Subset Simulation

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Bayesian indirect inference using a parametric auxiliary model

0 references

Likelihood-free inference via classification

0 references

An extended empirical saddlepoint approximation for intractable likelihoods

0 references

Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation

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Sparse inverse covariance estimation with the graphical lasso

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Sinh-arcsinh distributions

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Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model

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Q2880973

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Likelihood-free inference in high dimensions with synthetic likelihood

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Variational Bayes with synthetic likelihood

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On Estimation of a Probability Density Function and Mode

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Bayesian Synthetic Likelihood

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Remarks on Some Nonparametric Estimates of a Density Function

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A new class of multivariate skew distributions with applications to bayesian regression models

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Q3281461

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Variable kernel density estimation

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Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices

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Identifiers

arXiv ID

1809.05800

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DOI

10.48550/arXiv.1809.05800

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10.1007/s11222-019-09904-x

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zbMATH Open document ID

1436.62090

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:91059

@@ Property / cites work @@
+Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
+Normal rank
@@ Property / cites work @@
+The largest inclusions in a piece of steel
@@ Property / cites work: The largest inclusions in a piece of steel / rank @@
+Normal rank
@@ Property / cites work @@
+The pseudo-marginal approach for efficient Monte Carlo computations
+Normal rank
@@ Property / cites work @@
+Vines -- a new graphical model for dependent random variables.
+Normal rank
@@ Property / cites work @@
+Inference for Stereological Extremes
@@ Property / cites work: Inference for Stereological Extremes / rank @@
+Normal rank
@@ Property / cites work @@
+The Gaussian rank correlation estimator: robustness properties
+Normal rank
@@ Property / cites work @@
+A Method for Simulating Stable Random Variables
@@ Property / cites work: A Method for Simulating Stable Random Variables / rank @@
+Normal rank
@@ Property / cites work @@
+Approximate Bayesian Computation by Subset Simulation
+Normal rank
@@ Property / cites work @@
+Bayesian indirect inference using a parametric auxiliary model
+Normal rank
@@ Property / cites work @@
+Likelihood-free inference via classification
@@ Property / cites work: Likelihood-free inference via classification / rank @@
+Normal rank
@@ Property / cites work @@
+An extended empirical saddlepoint approximation for intractable likelihoods
+Normal rank
@@ Property / cites work @@
+Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
+Normal rank
@@ Property / cites work @@
+Sparse inverse covariance estimation with the graphical lasso
+Normal rank
@@ Property / cites work @@
+Sinh-arcsinh distributions
@@ Property / cites work: Sinh-arcsinh distributions / rank @@
+Normal rank
@@ Property / cites work @@
+Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
+Normal rank
@@ Property / cites work @@
+Q2880973
@@ Property / cites work: Q2880973 / rank @@
+Normal rank
@@ Property / cites work @@
+Likelihood-free inference in high dimensions with synthetic likelihood
+Normal rank
@@ Property / cites work @@
+Variational Bayes with synthetic likelihood
@@ Property / cites work: Variational Bayes with synthetic likelihood / rank @@
+Normal rank
@@ Property / cites work @@
+On Estimation of a Probability Density Function and Mode
+Normal rank
@@ Property / cites work @@
+Bayesian Synthetic Likelihood
@@ Property / cites work: Bayesian Synthetic Likelihood / rank @@
+Normal rank
@@ Property / cites work @@
+Remarks on Some Nonparametric Estimates of a Density Function
+Normal rank
@@ Property / cites work @@
+A new class of multivariate skew distributions with applications to bayesian regression models
+Normal rank
@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
+Normal rank
@@ Property / cites work @@
+Variable kernel density estimation
@@ Property / cites work: Variable kernel density estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
+Normal rank