Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates
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Cites work
- A global optimization heuristic for estimating agent based models
- A study on algorithms for optimization of Latin hypercubes
- Agent based-stock flow consistent macroeconomics: towards a benchmark model
- Agent-based model calibration using machine learning surrogates
- Asymptotic analysis of the learning curve for Gaussian process regression
- Bayesian calibration of computer models. (With discussion)
- Bayesian emulation of complex multi-output and dynamic computer models
- Bayesian estimation of agent-based models
- Bayesian learning for neural networks
- Bayesian optimization for likelihood-free inference of simulator-based statistical models
- Convergence guarantees for Gaussian process means with misspecified likelihoods and smoothness
- Convergence of sparse variational inference in Gaussian processes regression
- Estimation and forecasting in vector autoregressive moving average models for rich datasets
- Estimation of ergodic agent-based models by simulated minimum distance
- Estimation of financial agent-based models with simulated maximum likelihood
- Faster Kriging: facing high-dimensional simulators
- Gaussian Process Regression Analysis for Functional Data
- Gaussian processes for machine learning.
- scientific article; zbMATH DE number 5968915 (Why is no real title available?)
- scientific article; zbMATH DE number 7626759 (Why is no real title available?)
- scientific article; zbMATH DE number 2199188 (Why is no real title available?)
- Information Consistency of Nonparametric Gaussian Process Methods
- Information rates of nonparametric Gaussian process methods
- Kernels for vector-valued functions: a review
- Likelihood-free inference in state-space models with unknown dynamics
- Macroeconomic simulation comparison with a multivariate extension of the Markov information criterion
- MONETARY POLICY TRANSMISSION IN A MACROECONOMIC AGENT-BASED MODEL
- Multilayer feedforward networks are universal approximators
- On posterior consistency in nonparametric regression problems
- Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations
- Pattern recognition and machine learning.
- Predicting the output from a complex computer code when fast approximations are available
- Simulation-based inference. A survey with special reference to panel data models
- Statistical Implementations of Agent‐Based Demographic Models
- The design and analysis of computer experiments
- Universal kernels
- Weak convergence and optimal scaling of random walk Metropolis algorithms
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