Sequential Monte Carlo with adaptive weights for approximate Bayesian computation

DOI10.1214/14-BA891zbMath1335.62015arXiv1503.07791OpenAlexW3098057351MaRDI QIDQ273582

Fernando V. Bonassi, Mike West

Publication date: 22 April 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.07791

zbMATH Keywords

importance samplingadaptive simulationcomplex modellingdynamic bionetwork modelsmixture model emulators

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Monte Carlo methods (65C05)

Related Items (7)

Minimax confidence intervals for the sliced Wasserstein distance ⋮ A comparison of likelihood-free methods with and without summary statistics ⋮ Approximate Bayesian computation for finite mixture models ⋮ Modularized Bayesian analyses and cutting feedback in likelihood-free inference ⋮ Approximate Bayesian computation for Lorenz curves from grouped data ⋮ Bayesian functional forecasting with locally-autoregressive dependent processes ⋮ Adaptive approximate Bayesian computation tolerance selection

Uses Software

• abc
• ABC-SysBio

Cites Work

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• A tutorial on approximate Bayesian computation
• Adaptive approximate Bayesian computation for complex models
• Adaptive Multiple Importance Sampling
• Sequential Monte Carlo Samplers
• Adaptive approximate Bayesian computation
• A Review of Some Non-parametric Methods of Density Estimation
• Estimating Functions in Indirect Inference
• Sequential Monte Carlo without likelihoods
• Monte Carlo strategies in scientific computing

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