Finding our way in the dark: approximate MCMC for approximate Bayesian methods (Q6121616): Difference between revisions

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+Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
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+Particle Markov Chain Monte Carlo for Efficient Numerical Simulation
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+The pseudo-marginal approach for efficient Monte Carlo computations
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+Convergence properties of pseudo-marginal Markov chain Monte Carlo algorithms
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+A one-pass sequential Monte Carlo method for Bayesian analysis of massive datasets
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+An overview on Approximate Bayesian computation
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+Lectures on the nearest neighbor method
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+Efficient MCMC for Gibbs random fields using pre-computation
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+Handbook of Markov Chain Monte Carlo
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+Strong consistency of nearest neighbor regression function estimators
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+Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
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+Accelerating pseudo-marginal MCMC using Gaussian processes
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+Likelihood inflating sampling algorithm
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+Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
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+An Algorithm for Finding Best Matches in Logarithmic Expected Time
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+Efficient acquisition rules for model-based approximate Bayesian computation
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+Statistical Analysis of Network Data with R
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+VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
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+Relevant Statistics for Bayesian Model Choice
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+Approximate Bayesian computational methods
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+Rates of convergence of the Hastings and Metropolis algorithms
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+Sensitivity and convergence of uniformly ergodic Markov chains
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+Bayesian Synthetic Likelihood
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+Speeding Up MCMC by Efficient Data Subsampling
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+Weak convergence and optimal scaling of random walk Metropolis algorithms
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+Optimal scaling for various Metropolis-Hastings algorithms.
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+Convergence Properties of Perturbed Markov Chains
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+Gaussian Markov Random Fields
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+QUANTILE CORRELATIONS: UNCOVERING TEMPORAL DEPENDENCIES IN FINANCIAL TIME SERIES
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+Handbook of Approximate Bayesian Computation
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+Sequential Monte Carlo without likelihoods
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