Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance
From MaRDI portal
Publication:5066483
DOI10.1080/10618600.2021.1880921OpenAlexW3129095218WikidataQ115005224 ScholiaQ115005224MaRDI QIDQ5066483
Nadja Klein, David J. Nott, Minh-Ngoc Tran, Xuejun Yu
Publication date: 29 March 2022
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1911.08725
Gaussian processMarkov chain Monte Carlovariational approximationlikelihood-free inferencedeep neural networklaw of total variance
Related Items (4)
An improved approximate Bayesian computation scheme for parameter inference based on a recalibration post-processing method ⋮ Implicit Copula Variational Inference ⋮ Variational inference for cutting feedback in misspecified models ⋮ Fast Variational Bayes Methods for Multinomial Probit Models
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A comparative review of dimension reduction methods in approximate Bayesian computation
- Approximate Bayesian computational methods
- Asymptotics of sums of lognormal random variables with Gaussian copula
- Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
- Recalibration: a post-processing method for approximate Bayesian computation
- Markov chain Monte Carlo based on deterministic transformations
- Calibration procedures for approximate Bayesian credible sets
- A brief review of optimal scaling of the main MCMC approaches and optimal scaling of additive TMCMC under non-regular cases
- The calculation of cumulants via conditioning
- Diagnostic tools for approximate Bayesian computation using the coverage property
- Explaining Variational Approximations
- HIV with contact tracing: a case study in approximate Bayesian computation
- Bayesian Deep Net GLM and GLMM
- Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
- Approximate Bayesian Computation: A Nonparametric Perspective
- Getting It Right
This page was built for publication: Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance
