Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach

DOI10.48550/arXiv.1809.05800zbMath1436.62090arXiv1809.05800OpenAlexW2978753741MaRDI QIDQ91059

David J. Nott, Christopher C Drovandi, Ziwen An, Christopher C. Drovandi, Ziwen An, David J. Nott

Publication date: 16 September 2018

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1809.05800

zbMATH Keywords

copulakernel density estimationrobust estimationlikelihood-free inferenceapproximate Bayesian computation (ABC)nonparanormal distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

A comparison of likelihood-free methods with and without summary statistics ⋮ Robust Approximate Bayesian Inference With Synthetic Likelihood ⋮ Efficient Bayesian Synthetic Likelihood With Whitening Transformations ⋮ Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes ⋮ Finding our way in the dark: approximate MCMC for approximate Bayesian methods ⋮ Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods ⋮ Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments ⋮ Unnamed Item ⋮ 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

• glasso
• ABC-SubSim

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