Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors
type: Item
instance of: scholarly article
title: Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors
zbMATH Open document ID: 1496.62011
author: F. Forbes
author: Hien D. Nguyen
author: TrungTin Nguyen
author: Julyan Arbel
published in: Statistics and Computing
publication date: 2022-10-07T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62F15
zbMATH DE Number: 7597959
zbMATH Keywords: approximate Bayesian computation
zbMATH Keywords: summary statistics
zbMATH Keywords: surrogate models
zbMATH Keywords: Gaussian mixtures
zbMATH Keywords: Wasserstein distance
zbMATH Keywords: multimodal posterior distributions
describes a project that uses: abc
describes a project that uses: abctools
describes a project that uses: NICE
MaRDI profile type: Publication
full work available at URL: s11222-022-10155-6
OpenAlex ID: W4297070852
cites work: Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach
cites work: Accelerating Bayesian Synthetic Likelihood With the Graphical Lasso
cites work: Solving inverse problems using data-driven models
cites work: Approximate Bayesian Computation with the Wasserstein Distance
cites work: A comparative review of dimension reduction methods in approximate Bayesian computation
cites work: Improving Approximate Bayesian Computation via Quasi-Monte Carlo
cites work: On-line expectation-maximization algorithm for latent data models
cites work: Optimal algorithms for online scheduling with bounded rearrangement at the end
cites work: Partial least squares prediction in high-dimensional regression
cites work: Bayesian inference for a flexible class of bivariate beta distributions
cites work: An adaptive sequential Monte Carlo method for approximate Bayesian computation
cites work: High-dimensional regression with Gaussian mixtures and partially-latent response variables
cites work: A Wasserstein-Type Distance in the Space of Gaussian Mixture Models
cites work: Bayesian indirect inference using a parametric auxiliary model
cites work: Likelihood-free Bayesian estimation of multivariate quantile distributions
cites work: Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
cites work: Robust Approximate Bayesian Inference With Synthetic Likelihood
cites work: Likelihood-free inference via classification
cites work: Local statistical modeling via a cluster-weighted approach with elliptical distributions
cites work: Learning Summary Statistic for Approximate Bayesian Computation via Deep Neural Network
cites work: Multivariate online kernel density estimation with Gaussian kernels
cites work: Fast Bayesian inversion for high dimensional inverse problems
cites work: Sliced Inverse Regression for Dimension Reduction
cites work: Approximate Bayesian computational methods
cites work: Global implicit function theorems and the online expectation–maximisation algorithm
cites work: Mini-batch learning of exponential family finite mixture models
cites work: Approximations of conditional probability density functions in Lebesgue spaces via mixture of experts models
cites work: A non-asymptotic approach for model selection via penalization in high-dimensional mixture of experts models
cites work: Approximation by finite mixtures of continuous density functions that vanish at infinity
cites work: Likelihood-free inference in high dimensions with synthetic likelihood
cites work: Adapting the ABC distance function
cites work: A rare event approach to high-dimensional approximate Bayesian computation
cites work: Bayesian Synthetic Likelihood
cites work: Risk bounds for mixture density estimation
cites work: Functional regression approximate Bayesian computation for Gaussian process density estimation
cites work: A simple approach to maximum intractable likelihood estimation
cites work: Handbook of Approximate Bayesian Computation
cites work: Hilbert space embeddings and metrics on probability measures
DOI: 10.1007/S11222-022-10155-6
description: scientific article; zbMATH DE number 7597959