Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments

DOI10.1080/01621459.2022.2086132arXiv1902.04827OpenAlexW2912819213MaRDI QIDQ6185577

David J. Nott, Christopher C. Drovandi, David T. Frazier, Robert Kohn

Publication date: 8 January 2024

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.04827

zbMATH Keywords

approximate Bayesian computationmodel misspecificationlikelihood-free inference

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Bayesian Synthetic Likelihood
• Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
• Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
• The pseudo-marginal approach for efficient Monte Carlo computations
• The Correlated Pseudo-Marginal Method
• An extended empirical saddlepoint approximation for intractable likelihoods
• Bayesian indirect inference using a parametric auxiliary model
• On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
• Bootstrap methods for dependent data: a review
• The asymptotic distribution of serial covariances
• An MCMC approach to classical estimation.
• Variational Bayes with synthetic likelihood
• The ABC of simulation estimation with auxiliary statistics
• Likelihood-free inference in high dimensions with synthetic likelihood
• On the efficiency of pseudo-marginal random walk Metropolis algorithms
• Risk of Bayesian Inference in Misspecified Models, and the Sandwich Covariance Matrix
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• Asymptotic properties of approximate Bayesian computation
• High-Dimensional Probability
• Robust Approximate Bayesian Inference With Synthetic Likelihood
• Efficient Bayesian Synthetic Likelihood With Whitening Transformations
• Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
• Handbook of Approximate Bayesian Computation
• Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
• A General Framework for Updating Belief Distributions
• On the asymptotic efficiency of approximate Bayesian computation estimators
• Convergence of regression-adjusted approximate Bayesian computation

This page was built for publication: Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments