Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
DOI10.1080/10618600.2018.1537928OpenAlexW2903442788WikidataQ62899292 ScholiaQ62899292MaRDI QIDQ91057FDOQ91057
C. C. Drovandi, Leah South, David J. Nott, Ziwen An, Ziwen An, David J. Nott, L. F. South
Publication date: 19 February 2019
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://eprints.qut.edu.au/102263/96/102263.pdf
approximate Bayesian computation (ABC)covariance matrix estimationMarkov chain Monte Carlo (MCMC)shrinkage estimators
Cites Work
- Bayesian Synthetic Likelihood
- A well-conditioned estimator for large-dimensional covariance matrices
- Sparse inverse covariance estimation with the graphical lasso
- Mathematical modeling of corneal epithelial wound healing
- A comparative review of dimension reduction methods in approximate Bayesian computation
- Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
- Approximate Bayesian Computation: A Nonparametric Perspective
Cited In (12)
- Likelihood-free inference by ratio estimation
- Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations
- ABC of the future
- The conditional censored graphical Lasso estimator
- Generalized Bayesian likelihood-free inference
- BSL
- Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
- Graphical lassos for meta‐elliptical distributions
- Title not available (Why is that?)
- Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors
- Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
- Efficient Bayesian Synthetic Likelihood With Whitening Transformations
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