Improving Approximate Bayesian Computation via Quasi-Monte Carlo

DOI10.1080/10618600.2018.1497511OpenAlexW2963468723MaRDI QIDQ3391198

Alexander Buchholz, Nicolas Chopin

Publication date: 28 March 2022

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1710.01057

zbMATH Keywords

approximate Bayesian computationquasi-Monte Carlolikelihood-free inferenceadaptive importance samplingrandomized quasi-Monte Carlo

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (5)

Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference ⋮ Sparse approximation of triangular transports. I: The finite-dimensional case ⋮ Discrepancy-based inference for intractable generative models using quasi-Monte Carlo ⋮ Probabilistic integration: a role in statistical computation? ⋮ Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors

Uses Software

• randtoolbox
• abcrf

Cites Work

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