Lazy ABC

DOI10.1007/s11222-014-9544-3zbMath1342.62036arXiv1405.7867OpenAlexW2911248615MaRDI QIDQ2631356

Dennis Prangle

Publication date: 29 July 2016

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

Full work available at URL: https://arxiv.org/abs/1405.7867

zbMATH Keywords

importance samplingepidemicsABCspatial extremesunbiased likelihood estimators

Mathematics Subject Classification ID

Related Items (12)

Weighted approximate Bayesian computation via Sanov's theorem ⋮ An approximate likelihood perspective on ABC methods ⋮ Delayed Acceptance ABC-SMC ⋮ Rapid Bayesian Inference for Expensive Stochastic Models ⋮ Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes ⋮ Efficient multifidelity likelihood-free Bayesian inference with adaptive computational resource allocation ⋮ Approximate Bayesian computational methods for the inference of unknown parameters ⋮ ABC model selection for spatial extremes models applied to south Australian maximum temperature data ⋮ Multifidelity Approximate Bayesian Computation ⋮ Scalable Bayesian inference for the inverse temperature of a hidden Potts model ⋮ Accelerating sequential Monte Carlo with surrogate likelihoods ⋮ Multifidelity Approximate Bayesian Computation with Sequential Monte Carlo Parameter Sampling

Uses Software

• R
• SpatialExtremes
• AABC
• GPS-ABC

Cites Work

• Unnamed Item
• The pseudo-marginal approach for efficient Monte Carlo computations
• Approximate Bayesian computing for spatial extremes
• Approximate Bayesian computational methods
• Models for stationary max-stable random fields
• Stochastic epidemic models and their statistical analysis
• Adaptive approximate Bayesian computation
• Random-Weight Particle Filtering of Continuous Time Processes
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Pre-processing for approximate Bayesian computation in image analysis

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