Efficient Bayesian Synthetic Likelihood With Whitening Transformations

DOI10.1080/10618600.2021.1979012OpenAlexW3200891518MaRDI QIDQ5083353FDOQ5083353

Authors: Jacob W. Priddle, David T. Frazier, I. Turner, C. C. Drovandi, S. A. Sisson 

Publication date: 22 June 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1909.04857

zbMATH Keywords

Markov chain Monte Carloapproximate Bayesian computationcovariance matrix estimationlikelihood-free inferenceshrinkage estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Bayesian Synthetic Likelihood
• Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
• Robust Bayesian synthetic likelihood via a semi-parametric approach
• Variational Bayes with synthetic likelihood
• Likelihood-free inference in high dimensions with synthetic likelihood
• Bayesian optimization for likelihood-free inference of simulator-based statistical models
• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
• Quantifying uncertainty in parameter estimates for stochastic models of collective cell spreading using approximate Bayesian computation
• Robust Approximate Bayesian Inference With Synthetic Likelihood
• Approximate Bayesian computation: a nonparametric perspective
• Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
• Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
• Collective cell behaviour with neighbour-dependent proliferation, death and directional bias
• Optimal Whitening and Decorrelation
• Inferring parameters for a lattice-free model of cell migration and proliferation using experimental data

Cited In (3)

• Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localization
• A comparison of likelihood-free methods with and without summary statistics
• Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments

Uses Software

• BSL

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