Calibration procedures for approximate Bayesian credible sets

DOI10.1214/19-BA1175OpenAlexW2978417362MaRDI QIDQ2290713

Jeong Eun Lee, Geoff K. Nicholls, Robin J. Ryder

Publication date: 29 January 2020

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.06433

zbMATH Keywords

Monte Carloapproximationcalibrationcredible intervals

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Approximation algorithms (68W25)

Related Items (3)

Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance ⋮ Tree based credible set estimation ⋮ calibration

Uses Software

• bayesm
• rpart
• abc
• GitHub
• vabayelMix

Cites Work

• Approximate Bayesian computational methods
• Simultaneous adjustment of bias and coverage probabilities for confidence intervals
• Recalibration: a post-processing method for approximate Bayesian computation
• Bayesian effect fusion for categorical predictors
• An introduction to variational methods for graphical models
• Diagnostic tools for approximate Bayesian computation using the coverage property
• A Novel Approach for Markov Random Field With Intractable Normalizing Constant on Large Lattices
• A renormalization group approach to image processing problems
• Proper likelihoods for Bayesian analysis
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
• Effect fusion using model-based clustering
• Getting It Right
• Crystal Statistics. II. Partition Function Evaluated by Spinor Analysis

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