Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
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Publication:91057
DOI10.1080/10618600.2018.1537928OpenAlexW2903442788WikidataQ62899292 ScholiaQ62899292MaRDI QIDQ91057
Leah South, Ziwen An, David J. Nott, Christopher C. Drovandi, David J. Nott, Ziwen An, 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
Markov chain Monte Carlo (MCMC)shrinkage estimatorscovariance matrix estimationapproximate Bayesian computation (ABC)
Related Items (9)
Efficient Bayesian Synthetic Likelihood With Whitening Transformations ⋮ ABC of the future ⋮ Likelihood-free inference by ratio estimation ⋮ Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments ⋮ Unnamed Item ⋮ Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach ⋮ Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations ⋮ BSL ⋮ Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors
Uses Software
Cites Work
- Bayesian Synthetic Likelihood
- Sparse inverse covariance estimation with the graphical lasso
- A well-conditioned estimator for large-dimensional covariance matrices
- A comparative review of dimension reduction methods in approximate Bayesian computation
- Mathematical modeling of corneal epithelial wound healing
- Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
- Approximate Bayesian Computation: A Nonparametric Perspective
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