Efficient Bayesian Synthetic Likelihood With Whitening Transformations

DOI10.1080/10618600.2021.1979012MaRDI QIDQ5083353zbMATH OpenOpenAlexFDO

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

approximate Bayesian computationcovariance matrix estimationlikelihood-free inferenceMarkov chain Monte Carloshrinkage estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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

Cited in

(5)

• A comparison of likelihood-free methods with and without summary statistics
• Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
• Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localization
• Synthetic Likelihood in Misspecified Models
• Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihood

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Uses Software

• BSL

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