Accelerating pseudo-marginal MCMC using Gaussian processes
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Cites work
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- Bayesian emulation and calibration of a stochastic computer model of mitochondrial DNA deletions in substantia nigra neurons
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- Particle Markov Chain Monte Carlo Methods
- Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space
- Predicting the output from a complex computer code when fast approximations are available
- Stability of noisy Metropolis-Hastings
- The pseudo-marginal approach for efficient Monte Carlo computations
- \(\mathrm{SMC}^2\): an efficient algorithm for sequential analysis of state space models
Cited in
(17)- Scalable Bayesian inference for the inverse temperature of a hidden Potts model
- Accelerating sequential Monte Carlo with surrogate likelihoods
- Pseudo-marginal Bayesian inference for Gaussian process latent variable models
- Merging MCMC subposteriors through Gaussian-process approximations
- Quantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method
- Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations
- Gaussian process modelling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria
- A semiautomatic method for history matching using sequential Monte Carlo
- Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference
- Efficient acquisition rules for model-based approximate Bayesian computation
- Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection
- Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
- Improving performances of MCMC for nearest neighbor Gaussian process models with full data augmentation
- Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models
- Bayesian computation methods for inference in stochastic kinetic models
- Finding our way in the dark: approximate MCMC for approximate Bayesian methods
- A Function Emulation Approach for Doubly Intractable Distributions
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