Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference

DOI10.1137/21M1449051zbMath1492.65012arXiv2109.12728OpenAlexW3202436434MaRDI QIDQ5088790

Zhenghang Xu, Zhijian He, Xiaoqun Wang

Publication date: 13 July 2022

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.12728

zbMATH Keywords

quasi-Monte Carlointractable likelihoodvariational Bayesmultilevel Monte Carlonested simulation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Monte Carlo methods (65C05)

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