Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations

DOI10.1214/20-BA1200zbMath1480.62057arXiv1905.01252OpenAlexW3010959735MaRDI QIDQ2057377

Marko Järvenpää, Pekka Marttinen, Michael U. Gutmann, Aki Vehtari

Publication date: 6 December 2021

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.01252

zbMATH Keywords

Gaussian processesparallel computinglikelihood-free inferencesurrogate modellingsequential experiment designexpensive likelihoods

Mathematics Subject Classification ID

Gaussian processes (60G15) Bayesian inference (62F15) Sequential statistical design (62L05)

Related Items (3)

Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods ⋮ Residual-based error correction for neural operator accelerated Infinite-dimensional Bayesian inverse problems ⋮ Unnamed Item

Uses Software

• GPS-ABC
• Spearmint

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