Approximate Bayesian inference for simulation and optimization

DOI10.1007/978-3-319-23699-5_1MaRDI QIDQ5351611zbMATH OpenOpenAlexFDO

Authors Ilya O. Ryzhov

Publication date 29 August 2017

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-23699-5_1

zbMATH Keywords

approximate Bayesian inferenceBayesian statisticsoptimal learningstochastic optimization

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Statistical ranking and selection procedures (62F07) Bayesian inference (62F15) Sequential estimation (62L12)

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Cited in

(10)

• Bayesian-validated computer-simulation surrogates for optimization and design: Error estimates and applications
• Bayesian optimization of empirical model with state-dependent stochastic forcing
• Reachability design through approximate Bayesian computation
• Approximate Bayesian Computation for the Parameters of PRISM Programs
• ABC–CDE: Toward Approximate Bayesian Computation With Complex High-Dimensional Data and Limited Simulations
• Using Approximate Bayesian Computation by Subset Simulation for Efficient Posterior Assessment of Dynamic State-Space Model Classes
• Bayesian exploration for approximate dynamic programming
• Bayesian Optimization Allowing for Common Random Numbers
• Technical note: Consistency analysis of sequential learning under approximate Bayesian inference
• Ranking and selection: a new sequential Bayesian procedure for use with common random numbers

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