Approximate Bayesian inference based on expected evaluation

DOI10.1214/23-BA1368MaRDI QIDQ7022407zbMATH OpenFDO

Authors Hugo Lewi Hammer, Michael A. Riegler, Håkon Tjelmeland

Publication date 25 February 2025

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/journals/bayesian-analysis/volume-19/issue-3/Approximate-Bayesian-Inference-Based-on-Expected-Evaluation/10.1214/23-BA1368.full

zbMATH Keywords

Markov chain Monte Carloapproximate Bayesian inferenceexpected evaluation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• A comparative review of dimension reduction methods in approximate Bayesian computation
• Adaptive approximate Bayesian computation
• An adaptive sequential Monte Carlo method for approximate Bayesian computation
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• Bayesian Synthetic Likelihood
• Bayesian indirect inference using a parametric auxiliary model
• Bootstraps for time series
• Estimating Functions in Indirect Inference
• Estimation of parameters for macroparasite population evolution using approximate Bayesian computation
• Likelihood-free inference via classification
• On Russian roulette estimates for Bayesian inference with doubly-intractable likelihoods
• On the determination of general scientific models with application to asset pricing

Cited in

(2)

• Concentration properties of fractional posterior in 1-bit matrix completion
• On properties of fractional posterior in generalized reduced-rank regression

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