Bayesian indirect inference using a parametric auxiliary model

DOI10.1214/14-STS498zbMath1332.62088arXiv1505.03372OpenAlexW2011626820WikidataQ62899382 ScholiaQ62899382MaRDI QIDQ254412

Christopher C. Drovandi, Anthony J. T. Lee, Anthony N. Pettitt

Publication date: 8 March 2016

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.03372

zbMATH Keywords

Markov jump processesapproximate Bayesian computationlikelihood-free methodsquantile distributionssimulated likelihood

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items (32)

Bayesian indirect inference for models with intractable normalizing functions ⋮ Identification of non-uniformly sampled Wiener systems with dead-zone non-linearities ⋮ Approximate Bayesian computation with composite score functions ⋮ An approximate likelihood perspective on ABC methods ⋮ A comparison of likelihood-free methods with and without summary statistics ⋮ Recalibration: a post-processing method for approximate Bayesian computation ⋮ Hierarchical nonlinear spatio-temporal agent-based models for collective animal movement ⋮ ABC of the future ⋮ Bayesian restricted likelihood methods: conditioning on insufficient statistics in Bayesian regression (with discussion) ⋮ Likelihood-free approximate Gibbs sampling ⋮ Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments ⋮ Sequential Bayesian experimental design for implicit models via mutual information ⋮ Gaussian process modelling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria ⋮ Approximate Bayesian computation and simulation-based inference for complex stochastic epidemic models ⋮ Beyond the Model Limit: Parameter Inference Across Scales ⋮ Bayesian inference of spreading processes on networks ⋮ Bayesian model comparison with un-normalised likelihoods ⋮ The ABC of simulation estimation with auxiliary statistics ⋮ Bayesian Synthetic Likelihood ⋮ Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach ⋮ A comparison of inferential methods for highly nonlinear state space models in ecology and epidemiology ⋮ Pre-processing for approximate Bayesian computation in image analysis ⋮ Bayesian inference via projections ⋮ Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods ⋮ Robust approximate Bayesian inference ⋮ Scalable Bayesian inference for the inverse temperature of a hidden Potts model ⋮ Bayesian design of experiments for intractable likelihood models using coupled auxiliary models and multivariate emulation ⋮ Local dimension reduction of summary statistics for likelihood-free inference ⋮ Detecting conflicting summary statistics in likelihood-free inference ⋮ Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models ⋮ Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors ⋮ Bayesian indirect inference using a parametric auxiliary model

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The pseudo-marginal approach for efficient Monte Carlo computations
• A comparative review of dimension reduction methods in approximate Bayesian computation
• Bayesian indirect inference using a parametric auxiliary model
• Numerical maximum likelihood estimation for the \(g\)-and-\(k\) and generalized \(g\)-and-\(h\) distributions
• Likelihood-free Bayesian estimation of multivariate quantile distributions
• The indirect method: inference based on intermediate statistics -- a synthesis and examples
• An approximation to maximum likelihood estimates in reduced models
• Statistical Models
• Estimating Functions in Indirect Inference
• Approximate Bayesian Computation: A Nonparametric Perspective
• On the Determination of General Scientific Models With Application to Asset Pricing
• An efficient Markov chain Monte Carlo method for distributions with intractable normalising constants
• A Useful Convergence Theorem for Probability Distributions

This page was built for publication: Bayesian indirect inference using a parametric auxiliary model