Accelerating pseudo-marginal MCMC using Gaussian processes
DOI10.1016/J.CSDA.2017.09.002zbMATH Open1469.62057DBLPjournals/csda/DrovandiMB18OpenAlexW2239079564WikidataQ62554057 ScholiaQ62554057MaRDI QIDQ1662056FDOQ1662056
Authors: C. C. Drovandi, Matthew T. Moores, Richard J. Boys 
Publication date: 17 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://eprint.ncl.ac.uk/fulltext.aspx?url=241631/0B3AFBAD-2540-433D-AF74-66D495B9FB91.pdf&pub_id=241631
Recommendations
- Pseudo-marginal Bayesian inference for Gaussian process latent variable models
- Gaussian process hyper-parameter estimation using parallel asymptotically independent Markov sampling
- Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
- Accelerated parallel non-conjugate sampling for Bayesian non-parametric models
- Fast, Scalable Approximations to Posterior Distributions in Extended Latent Gaussian Models
- scientific article; zbMATH DE number 7164769
- scientific article; zbMATH DE number 7415084
- GPstuff: Bayesian modeling with Gaussian processes
Gaussian processespseudo-marginal methodsstate space modelsMarkov processeslikelihood-free methodsparticle Markov chain Monte Carlo
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cites Work
- Bayesian calibration of computer models. (With discussion)
- Gaussian processes for machine learning.
- The pseudo-marginal approach for efficient Monte Carlo computations
- Bayesian optimization for likelihood-free inference of simulator-based statistical models
- Particle Markov Chain Monte Carlo Methods
- Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
- Alive SMC\(^{2}\): Bayesian model selection for low-count time series models with intractable likelihoods
- SMC2: An Efficient Algorithm for Sequential Analysis of State Space Models
- Delayed acceptance particle MCMC for exact inference in stochastic kinetic models
- Inference for reaction networks using the linear noise approximation
- Bayesian Inference for Stochastic Kinetic Models Using a Diffusion Approximation
- Predicting the output from a complex computer code when fast approximations are available
- A lognormal central limit theorem for particle approximations of normalizing constants
- Noisy Monte Carlo: convergence of Markov chains with approximate transition kernels
- Stability of noisy Metropolis-Hastings
- Bayesian calibration of a stochastic kinetic computer model using multiple data sources
- Bayesian emulation and calibration of a stochastic computer model of mitochondrial DNA deletions in substantia nigra neurons
- Inference for population dynamics in the Neolithic period
- Precomputing strategy for Hamiltonian Monte Carlo method based on regularity in parameter space
Cited In (17)
- Scalable Bayesian inference for the inverse temperature of a hidden Potts model
- Gaussian process modelling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria
- Efficient acquisition rules for model-based approximate Bayesian computation
- Merging MCMC subposteriors through Gaussian-process approximations
- Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations
- A Function Emulation Approach for Doubly Intractable Distributions
- Pseudo-marginal Bayesian inference for Gaussian process latent variable models
- Accelerating sequential Monte Carlo with surrogate likelihoods
- Emulation-accelerated Hamiltonian Monte Carlo algorithms for parameter estimation and uncertainty quantification in differential equation models
- Improving performances of MCMC for nearest neighbor Gaussian process models with full data augmentation
- Multivariate Conway-Maxwell-Poisson Distribution: Sarmanov Method and Doubly Intractable Bayesian Inference
- Accelerating Proximal Markov Chain Monte Carlo by Using an Explicit Stabilized Method
- Quantify uncertainty by estimating the probability density function of the output of interest using MLMC based Bayes method
- Finding our way in the dark: approximate MCMC for approximate Bayesian methods
- Bayesian computation methods for inference in stochastic kinetic models
- Accelerating MCMC via Kriging-based adaptive independent proposals and delayed rejection
- A semiautomatic method for history matching using sequential Monte Carlo
Uses Software
This page was built for publication: Accelerating pseudo-marginal MCMC using Gaussian processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1662056)
