Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods

DOI10.1214/22-ba1305arXiv2004.04558MaRDI QIDQ6122057

Umberto Picchini, Umberto Simola, Jukka Corander

Publication date: 27 February 2024

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

Full work available at URL: https://arxiv.org/abs/2004.04558

zbMATH Keywords

Bayesian inference; cosmological parameters; intractable likelihoods; likelihood-free

Mathematics Subject Classification ID

62-XX: Statistics

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Robust adaptive Metropolis algorithm with coerced acceptance rate
• Bayesian Synthetic Likelihood
• Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
• The pseudo-marginal approach for efficient Monte Carlo computations
• The Correlated Pseudo-Marginal Method
• The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo
• An extended empirical saddlepoint approximation for intractable likelihoods
• A comparative review of dimension reduction methods in approximate Bayesian computation
• Numerical maximum likelihood estimation for the \(g\)-and-\(k\) and generalized \(g\)-and-\(h\) distributions
• An adaptive sequential Monte Carlo method for approximate Bayesian computation
• Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms
• Inference for the dark energy equation of state using type IA supernova data
• Computing a nearest symmetric positive semidefinite matrix
• An approximate likelihood perspective on ABC methods
• Likelihood-free Bayesian estimation of multivariate quantile distributions
• Adapting the ABC distance function
• Efficient acquisition rules for model-based approximate Bayesian computation
• Likelihood-free inference in high dimensions with synthetic likelihood
• Adaptive approximate Bayesian computation tolerance selection
• Particle methods for stochastic differential equation mixed effects models
• Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations
• Correlated pseudo-marginal schemes for time-discretised stochastic kinetic models
• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• Adaptive approximate Bayesian computation
• A Modified Cholesky Algorithm Based on a Symmetric Indefinite Factorization
• Particle Markov Chain Monte Carlo Methods
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
• Handbook of Approximate Bayesian Computation
• On the Conditional Distribution of the Multivariate t Distribution
• An adaptive Metropolis algorithm