Efficient Bayesian Synthetic Likelihood With Whitening Transformations

DOI10.1080/10618600.2021.1979012OpenAlexW3200891518MaRDI QIDQ5083353

David T. Frazier, Jacob W. Priddle, Christopher C. Drovandi, Ian W. Turner, Scott A. Sisson

Publication date: 22 June 2022

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

Full work available at URL: https://arxiv.org/abs/1909.04857

zbMATH Keywords

Markov chain Monte Carloshrinkage estimationapproximate Bayesian computationlikelihood-free inferencecovariance matrix estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

A comparison of likelihood-free methods with and without summary statistics ⋮ Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments

Uses Software

• BSL

Cites Work

• Unnamed Item
• Bayesian Synthetic Likelihood
• Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
• Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
• Quantifying uncertainty in parameter estimates for stochastic models of collective cell spreading using approximate Bayesian computation
• Collective cell behaviour with neighbour-dependent proliferation, death and directional bias
• Variational Bayes with synthetic likelihood
• Inferring parameters for a lattice-free model of cell migration and proliferation using experimental data
• Likelihood-free inference in high dimensions with synthetic likelihood
• Cholesky Decompositions and Estimation of A Covariance Matrix: Orthogonality of Variance Correlation Parameters
• Penalized Normal Likelihood and Ridge Regularization of Correlation and Covariance Matrices
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
• Robust Approximate Bayesian Inference With Synthetic Likelihood
• Approximate Bayesian Computation: A Nonparametric Perspective
• Efficient implementation of Markov chain Monte Carlo when using an unbiased likelihood estimator
• Optimal Whitening and Decorrelation

This page was built for publication: Efficient Bayesian Synthetic Likelihood With Whitening Transformations