Variational Bayes with synthetic likelihood

DOI10.1007/s11222-017-9773-3zbMath1384.65015arXiv1608.03069OpenAlexW2512401777WikidataQ62899349 ScholiaQ62899349MaRDI QIDQ1704030

David J. Nott, Scott A. Sisson, Victor M. H. Ong, Minh-Ngoc Tran, Christopher C. Drovandi

Publication date: 8 March 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1608.03069

zbMATH Keywords

approximate Bayesian computationvariational Bayesstochastic gradient ascentsynthetic likelihoods

Mathematics Subject Classification ID

Related Items (14)

An approximate likelihood perspective on ABC methods ⋮ Likelihood-free inference with deep Gaussian processes ⋮ Efficient Bayesian Synthetic Likelihood With Whitening Transformations ⋮ Fast and accurate variational inference for models with many latent variables ⋮ Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference ⋮ Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes ⋮ Likelihood-free approximate Gibbs sampling ⋮ Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments ⋮ Stochastic variational inference for GARCH models ⋮ Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach ⋮ Likelihood-free inference in high dimensions with synthetic likelihood ⋮ Variational Bayes on manifolds ⋮ Variational Bayes Estimation of Discrete-Margined Copula Models With Application to Time Series ⋮ Bayesian Deep Net GLM and GLMM

Uses Software

• GPS-ABC
• ADVI
• ADADELTA
• PRMLT

Cites Work

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