Approximating Bayes in the 21st century

DOI10.1214/22-STS875MaRDI QIDQ6540227FDOQ6540227

Authors: Gael M. Martin, David T. Frazier, Christian Robert 

Publication date: 15 May 2024

Published in: Statistical Science (Search for Journal in Brave)

zbMATH Keywords

approximate Bayesian inferencevariational Bayesapproximate Bayesian computationintegrated nested Laplace approximationBayesian synthetic likelihoodintractable Bayesian problems

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Componentwise approximate Bayesian computation via Gibbs-like steps
• Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance
• Variational Bayes in State Space Models: Inferential and Predictive Accuracy
• Computing Bayes: from then `til now
• Accelerating MCMC algorithms
• Gaussian variational approximations for high-dimensional state space models
• Gaussian Markov Random Fields
• Title not available (Why is that?)
• Bayesian Synthetic Likelihood
• Title not available (Why is that?)
• Title not available (Why is that?)
• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• The Calculation of Posterior Distributions by Data Augmentation
• Pattern recognition and machine learning.
• The pseudo-marginal approach for efficient Monte Carlo computations
• Markov chain Monte Carlo with the integrated nested Laplace approximation
• Variational Bayes with synthetic likelihood
• Probabilistic integration: a role in statistical computation?
• The use of a single pseudo-sample in approximate Bayesian computation
• A comparative review of dimension reduction methods in approximate Bayesian computation
• Bayesian indirect inference using a parametric auxiliary model
• Bayesian optimization for likelihood-free inference of simulator-based statistical models
• Title not available (Why is that?)
• Explaining variational approximations
• Likelihood-free MCMC
• Sampling-Based Approaches to Calculating Marginal Densities
• Handbook of Markov Chain Monte Carlo
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Accurate Approximations for Posterior Moments and Marginal Densities
• Particle Markov Chain Monte Carlo Methods
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
• Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
• 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
• Inference for Stereological Extremes
• Sequential Monte Carlo without likelihoods
• Monte Carlo sampling methods using Markov chains and their applications
• Approximate Bayesian computational methods
• Title not available (Why is that?)
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Correlated Pseudo-Marginal Method
• Concentration of tempered posteriors and of their variational approximations
• Bayesian Inference in Econometric Models Using Monte Carlo Integration
• Equation of State Calculations by Fast Computing Machines
• Monte Carlo and quasi-Monte Carlo sampling
• Title not available (Why is that?)
• Adaptive approximate Bayesian computation
• Title not available (Why is that?)
• Asymptotic properties of approximate Bayesian computation
• Handbook of Approximate Bayesian Computation
• Speeding Up MCMC by Efficient Data Subsampling
• Title not available (Why is that?)
• On the asymptotic efficiency of approximate Bayesian computation estimators
• Robust Bayesian Inference via Coarsening
• A General Framework for Updating Belief Distributions
• Approximately sufficient statistics and Bayesian computation
• Expectation Propagation for Likelihood-Free Inference
• An Introduction to Sequential Monte Carlo
• Variational Inference for Large-Scale Models of Discrete Choice
• The Monte Carlo Method
• Filtering via approximate Bayesian computation
• Applications of a Method for the Efficient Computation of Posterior Distributions
• Title not available (Why is that?)
• Gibbs posterior for variable selection in high-dimensional classification and data mining
• Bayesian Estimates of Equation System Parameters: An Application of Integration by Monte Carlo
• Title not available (Why is that?)
• Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
• Laplace's 1774 memoir on inverse probability
• Title not available (Why is that?)
• Sequential Quasi Monte Carlo
• When did Bayesian inference become ``Bayesian?
• The Oxford handbook of applied Bayesian analysis
• Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
• From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion
• Bayesian computation with intractable likelihoods
• Bayesian nonparametric forecasting of monotonic functional time series
• A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
• Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
• Fast and accurate variational inference for models with many latent variables
• Consistency of Markov chain quasi-Monte Carlo on continuous state spaces
• A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data
• Likelihood-free Bayesian inference for \(\alpha\)-stable models
• A 1-1 poly-t random variable generator with application to Monte Carlo integration
• Simplified integrated nested Laplace approximation
• MCMC for Imbalanced Categorical Data
• Information-theoretic upper and lower bounds for statistical estimation
• Bayesian Estimation and Comparison of Moment Condition Models
• Title not available (Why is that?)
• The Oxford handbook of Bayesian econometrics
• Approximate Bayesian Computation for a Class of Time Series Models
• Importance Sampling with the Integrated Nested Laplace Approximation
• Bayesian computation: a summary of the current state, and samples backwards and forwards
• Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
• Speeding up MCMC by Delayed Acceptance and Data Subsampling
• Convergence of regression-adjusted approximate Bayesian computation
• Convergence rates of variational posterior distributions
• Why simple quadrature is just as good as Monte Carlo
• Approximate Bayesian Computation with the Wasserstein Distance
• Large-sample asymptotics of the pseudo-marginal method
• Bayesian functional forecasting with locally-autoregressive dependent processes
• Variational Bayes on manifolds
• A comparison of likelihood-free methods with and without summary statistics
• Frequentist Consistency of Variational Bayes
• The Hastings algorithm at fifty
• Likelihood-free approximate Gibbs sampling

Cited In (3)

• Protecting classifiers from attacks
• Calibration of stochastic, agent-based neuron growth models with approximate Bayesian computation
• Computing Bayes: from then `til now

This page was built for publication: Approximating Bayes in the 21st century

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6540227)