Local dimension reduction of summary statistics for likelihood-free inference

DOI10.1007/s11222-019-09905-wzbMath1436.62099arXiv1901.08855OpenAlexW2978897735WikidataQ127172630 ScholiaQ127172630MaRDI QIDQ2302508

Samuel Kaski, Jukka Siren

Publication date: 26 February 2020

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

Full work available at URL: https://arxiv.org/abs/1901.08855

zbMATH Keywords

dimension reductionlinear regressionsummary statisticsapproximate Bayesian computationlikelihood-free inference

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Uses Software

• Spearmint
• ELFI

Cites Work

• Unnamed Item
• A comparative review of dimension reduction methods in approximate Bayesian computation
• Bayesian indirect inference using a parametric auxiliary model
• Robustness of ranking and selection rules using generalised \(g\)-and-\(k\) distributions
• Adapting the ABC distance function
• Likelihood-free inference via classification
• On optimal selection of summary statistics for approximate Bayesian computation
• The rate of convergence for approximate Bayesian computation
• Approximately Sufficient Statistics and Bayesian Computation
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation

This page was built for publication: Local dimension reduction of summary statistics for likelihood-free inference