Likelihood-free inference in high dimensions with synthetic likelihood

DOI10.1016/j.csda.2018.07.008zbMath1469.62123OpenAlexW2883664406WikidataQ62899340 ScholiaQ62899340MaRDI QIDQ1796957

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

Publication date: 17 October 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://eprints.qut.edu.au/112213/19/likelihood-free%20interference.pdf

zbMATH Keywords

variational Bayesstochastic gradient ascentsynthetic likelihoodapproximate Bayesian computations

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Related Items (8)

Efficient Bayesian Synthetic Likelihood With Whitening Transformations ⋮ ABC of the future ⋮ Likelihood-free inference by ratio estimation ⋮ Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods ⋮ Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments ⋮ Likelihood-free inference in state-space models with unknown dynamics ⋮ Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach ⋮ Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors

Uses Software

• glasso
• GPS-ABC

Cites Work

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