Calibration procedures for approximate Bayesian credible sets

DOI10.1214/19-BA1175MaRDI QIDQ2290713zbMATH OpenOpenAlexFDO

Authors Jeong Eun Lee, Geoff K. Nicholls, Robin J. Ryder

Publication date 29 January 2020

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1810.06433, https://projecteuclid.org/euclid.ba/1570089912

zbMATH Keywords

Monte Carlocalibrationapproximationcredible intervals

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Approximation algorithms (68W25)

Cites work

• A Novel Approach for Markov Random Field With Intractable Normalizing Constant on Large Lattices
• A renormalization group approach to image processing problems
• An introduction to variational methods for graphical models
• Approximate Bayesian computational methods
• Bayesian effect fusion for categorical predictors
• Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
• Crystal Statistics. II. Partition Function Evaluated by Spinor Analysis
• Diagnostic tools for approximate Bayesian computation using the coverage property
• Effect fusion using model-based clustering
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Getting It Right
• Proper likelihoods for Bayesian analysis
• Recalibration: a post-processing method for approximate Bayesian computation
• Simultaneous adjustment of bias and coverage probabilities for confidence intervals

Cited in

(3)

• calibration
• Tree based credible set estimation
• Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance

Describes a project that uses

Uses Software

• GitHub
• vabayelMix
• abc
• rpart
• bayesm

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