Multifidelity Approximate Bayesian Computation
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Publication:4960985
DOI10.1137/18M1229742zbMath1436.62097arXiv1811.09550OpenAlexW3000269992WikidataQ126347139 ScholiaQ126347139MaRDI QIDQ4960985
Thomas P. Prescott, Ruth E. Baker
Publication date: 24 April 2020
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1811.09550
Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Probabilistic models, generic numerical methods in probability and statistics (65C20) System identification (93B30)
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Active learning with multifidelity modeling for efficient rare event simulation ⋮ 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 ⋮ Multifidelity Approximate Bayesian Computation with Sequential Monte Carlo Parameter Sampling
Uses Software
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