Dalmasso, Niccolò; Masserano, Luca; Zhao, David; Izbicki, Rafael; Lee, Ann B. Likelihood-free frequentist inference: bridging classical statistics and machine learning for reliable simulator-based inference. (English) Zbl 07977764 Electron. J. Stat. 18, No. 2, 5045-5090 (2024). MSC: 62F25 62G08 62P35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Pacchiardi, Lorenzo; Khoo, Sherman; Dutta, Ritabrata Generalized Bayesian likelihood-free inference. (English) Zbl 07941322 Electron. J. Stat. 18, No. 2, 3628-3686 (2024). MSC: 62-08 62A01 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Baptista, Ricardo; Hosseini, Bamdad; Kovachki, Nikola B.; Marzouk, Youssef M. Conditional sampling with monotone GANs: from generative models to likelihood-free inference. (English) Zbl 1545.49043 SIAM/ASA J. Uncertain. Quantif. 12, 868-900 (2024). MSC: 49Q22 62G86 62F15 60B05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barde, Sylvain Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates. (English) Zbl 1543.62021 Comput. Stat. Data Anal. 196, Article ID 107972, 21 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI
Li, Jie; Fearnhead, Paul; Fryzlewicz, Piotr; Wang, Tengyao Automatic change-point detection in time series via deep learning. (English) Zbl 07878572 J. R. Stat. Soc., Ser. B, Stat. Methodol. 86, No. 2, 273-285 (2024). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hur, YoonHaeng; Guo, Wenxuan; Liang, Tengyuan Reversible Gromov-Monge sampler for simulation-based inference. (English) Zbl 07846456 SIAM J. Math. Data Sci. 6, No. 2, 283-310 (2024). MSC: 62R20 90C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baptista, Ricardo; Cao, Lianghao; Chen, Joshua; Ghattas, Omar; Li, Fengyi; Marzouk, Youssef M.; Oden, J. Tinsley Bayesian model calibration for block copolymer self-assembly: likelihood-free inference and expected information gain computation via measure transport. (English) Zbl 07833839 J. Comput. Phys. 503, Article ID 112844, 38 p. (2024). MSC: 62Fxx 65Cxx 68Txx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Xiaoyu; Jenner, Adrianne L.; Salomone, Robert; Warne, David J.; Drovandi, Christopher Calibration of agent based models for monophasic and biphasic tumour growth using approximate Bayesian computation. (English) Zbl 1533.92053 J. Math. Biol. 88, No. 3, Paper No. 28, 25 p. (2024). MSC: 92C32 62P10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Prescott, Thomas P.; Warne, David J.; Baker, Ruth E. Efficient multifidelity likelihood-free Bayesian inference with adaptive computational resource allocation. (English) Zbl 07807984 J. Comput. Phys. 496, Article ID 112577, 24 p. (2024). MSC: 65Cxx 62Fxx 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Aushev, Alexander; Tran, Thong; Pesonen, Henri; Howes, Andrew; Kaski, Samuel Likelihood-free inference in state-space models with unknown dynamics. (English) Zbl 1529.62010 Stat. Comput. 34, No. 1, Paper No. 27, 15 p. (2024). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Picchini, Umberto; Simola, Umberto; Corander, Jukka Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods. (English) Zbl 07810211 Bayesian Anal. 18, No. 4, 1099-1129 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Prangle, Dennis; Viscardi, Cecilia Distilling importance sampling for likelihood free inference. (English) Zbl 07792630 J. Comput. Graph. Stat. 32, No. 4, 1461-1471 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Frazier, David T.; Nott, David J.; Drovandi, Christopher; Kohn, Robert Bayesian inference using synthetic likelihood: asymptotics and adjustments. (English) Zbl 07784948 J. Am. Stat. Assoc. 118, No. 544, 2821-2832 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kaji, Tetsuya; Ročková, Veronika Metropolis-Hastings via classification. (English) Zbl 07784927 J. Am. Stat. Assoc. 118, No. 544, 2533-2547 (2023). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Pesonen, Henri; Simola, Umberto; Köhn-Luque, Alvaro; Vuollekoski, Henri; Lai, Xiaoran; Frigessi, Arnoldo; Kaski, Samuel; Frazier, David T.; Maneesoonthorn, Worapree; Martin, Gael M.; Corander, Jukka ABC of the future. (English) Zbl 07779067 Int. Stat. Rev. 91, No. 2, 243-268 (2023). MSC: 62Fxx 62-XX 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Priddle, Jacob W.; Drovandi, Christopher Transformations in semi-parametric Bayesian synthetic likelihood. (English) Zbl 1543.62177 Comput. Stat. Data Anal. 187, Article ID 107797, 19 p. (2023). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Liu-Evans, Gareth Improving the estimation and predictions of small time series models. (English) Zbl 1541.62226 J. Time Ser. Econom. 15, No. 1, 1-26 (2023). MSC: 62M10 62M20 62P20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Wang, Yuexi; Kaji, Tetsuya; Rockova, Veronika Approximate Bayesian computation via classification. (English) Zbl 07892228 J. Mach. Learn. Res. 23, Paper No. 350, 49 p. (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: arXiv Link
Thomas, Owen; Dutta, Ritabrata; Corander, Jukka; Kaski, Samuel; Gutmann, Michael U. Likelihood-free inference by ratio estimation. (English) Zbl 07809841 Bayesian Anal. 17, No. 1, 1-31 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Pacchiardi, Lorenzo; Dutta, Ritabrata Score matched neural exponential families for likelihood-free inference. (English) Zbl 07625191 J. Mach. Learn. Res. 23, Paper No. 38, 71 p. (2022). MSC: 68T05 × Cite Format Result Cite Review PDF Full Text: arXiv Link
Bi, Jiefeng; Shen, Weining; Zhu, Weixuan Random forest adjustment for approximate Bayesian computation. (English) Zbl 07546460 J. Comput. Graph. Stat. 31, No. 1, 64-73 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Priddle, Jacob W.; Sisson, Scott A.; Frazier, David T.; Turner, Ian; Drovandi, Christopher Efficient Bayesian synthetic likelihood with whitening transformations. (English) Zbl 07546459 J. Comput. Graph. Stat. 31, No. 1, 50-63 (2022). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Manole, Tudor; Balakrishnan, Sivaraman; Wasserman, Larry Minimax confidence intervals for the sliced Wasserstein distance. (English) Zbl 1493.62236 Electron. J. Stat. 16, No. 1, 2252-2345 (2022). MSC: 62G15 62G05 62C20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Kleinegesse, Steven; Drovandi, Christopher; Gutmann, Michael U. Sequential Bayesian experimental design for implicit models via mutual information. (English) Zbl 07807541 Bayesian Anal. 16, No. 3, 773-802 (2021). MSC: 62-XX 62K05 62L05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Yu, Xuejun; Nott, David J.; Tran, Minh-Ngoc; Klein, Nadja Assessment and adjustment of approximate inference algorithms using the law of total variance. (English) Zbl 07499931 J. Comput. Graph. Stat. 30, No. 4, 977-990 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Frazier, David T.; Drovandi, Christopher Robust approximate Bayesian inference with synthetic likelihood. (English) Zbl 07499930 J. Comput. Graph. Stat. 30, No. 4, 958-976 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Everitt, Richard G.; Rowińska, Paulina A. Delayed acceptance ABC-SMC. (English) Zbl 07499881 J. Comput. Graph. Stat. 30, No. 1, 55-66 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Klein, Nadja; Nott, David J.; Smith, Michael Stanley Marginally calibrated deep distributional regression. (English) Zbl 07499875 J. Comput. Graph. Stat. 30, No. 2, 467-483 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Corander, Jukka; Remes, Ulpu; Koski, Timo On the Jensen-Shannon divergence and the variation distance for categorical probability distributions. (English) Zbl 1513.62013 Kybernetika 57, No. 6, 879-907 (2021). MSC: 62B10 62H05 94A17 × Cite Format Result Cite Review PDF Full Text: DOI
Clarté, Grégoire; Robert, Christian P.; Ryder, Robin J.; Stoehr, Julien Componentwise approximate Bayesian computation via Gibbs-like steps. (English) Zbl 07459718 Biometrika 108, No. 3, 591-607 (2021). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Mao, Yinan; Wang, Xueou; Nott, David J.; Evans, Michael Detecting conflicting summary statistics in likelihood-free inference. (English) Zbl 1475.62049 Stat. Comput. 31, No. 6, Paper No. 78, 20 p. (2021). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
d’Avigneau, Alix Marie; Singh, Sumeetpal S.; Murray, Lawrence M. Anytime parallel tempering. (English) Zbl 1476.62011 Stat. Comput. 31, No. 6, Paper No. 74, 23 p. (2021). MSC: 62-08 65Y05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Järvenpää, Marko; Gutmann, Michael U.; Vehtari, Aki; Marttinen, Pekka Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations. (English) Zbl 1480.62057 Bayesian Anal. 16, No. 1, 147-178 (2021). MSC: 62F15 62L05 60G15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Simola, Umberto; Cisewski-Kehe, Jessi; Gutmann, Michael U.; Corander, Jukka Adaptive approximate Bayesian computation tolerance selection. (English) Zbl 1480.62165 Bayesian Anal. 16, No. 2, 397-423 (2021). MSC: 62L12 62F15 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Goffard, Pierre-Olivier; Laub, Patrick J. Approximate Bayesian computations to fit and compare insurance loss models. (English) Zbl 1471.91459 Insur. Math. Econ. 100, 350-371 (2021). MSC: 91G05 62P05 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv HAL
Prescott, Thomas P.; Baker, Ruth E. Multifidelity approximate Bayesian computation with sequential Monte Carlo parameter sampling. (English) Zbl 1465.62016 SIAM/ASA J. Uncertain. Quantif. 9, 788-817 (2021). MSC: 62-08 62F15 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dmitrieva, Tatiana; McCullough, Kristin; Ebrahimi, Nader Improved approximate Bayesian computation methods via empirical likelihood. (English) Zbl 1505.62125 Comput. Stat. 36, No. 2, 1533-1552 (2021). MSC: 62-08 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Moores, Matthew T.; Pettitt, Anthony N.; Mengersen, Kerrie L. Bayesian computation with intractable likelihoods. (English) Zbl 07620013 Mengersen, Kerrie L. (ed.) et al., Case studies in applied Bayesian data science. CIRM Jean-Morlet Chair, Marseille, France, fall 2018. Cham: Springer; Société Mathématique de France (SMF). Lect. Notes Math. 2259, 137-151 (2020). MSC: 62F15 62R07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Brehmer, Johann; Louppe, Gilles; Pavez, Juan; Cranmer, Kyle Mining gold from implicit models to improve likelihood-free inference. (English) Zbl 1461.62043 Proc. Natl. Acad. Sci. USA 117, No. 10, 5242-5249 (2020). MSC: 62G05 58C15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Economou, Polychronis; Batsidis, Apostolos; Tzavelas, George; Alexopoulos, Panagiotis Berkson’s paradox and weighted distributions: an application to Alzheimer’s disease. (English) Zbl 1441.62334 Biom. J. 62, No. 1, 238-249 (2020). MSC: 62P10 × Cite Format Result Cite Review PDF Full Text: DOI
Syring, Nicholas; Martin, Ryan Robust and rate-optimal Gibbs posterior inference on the boundary of a noisy image. (English) Zbl 1454.62209 Ann. Stat. 48, No. 3, 1498-1513 (2020). Reviewer: Pavel Stoynov (Sofia) MSC: 62H35 62G20 62G05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Radev, Stefan T.; Mertens, Ulf K.; Voss, Andreas; Köthe, Ullrich Towards end-to-end likelihood-free inference with convolutional neural networks. (English) Zbl 1440.62344 Br. J. Math. Stat. Psychol. 73, No. 1, 23-43 (2020). MSC: 62M45 62P15 62F15 62-08 62D20 × Cite Format Result Cite Review PDF Full Text: DOI
Tsiotas, Georgios An ABC approach for CAViaR models with asymmetric kernels. (English) Zbl 07194345 J. Stat. Comput. Simulation 90, No. 8, 1373-1398 (2020). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI
Prescott, Thomas P.; Baker, Ruth E. Multifidelity approximate Bayesian computation. (English) Zbl 1436.62097 SIAM/ASA J. Uncertain. Quantif. 8, 114-138 (2020). MSC: 62F15 65C20 62-08 93B30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ruli, Erlis; Sartori, Nicola; Ventura, Laura Robust approximate Bayesian inference. (English) Zbl 1437.62111 J. Stat. Plann. Inference 205, 10-22 (2020). MSC: 62F15 62F35 62F10 62H12 62A01 62C10 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Buckwar, Evelyn; Tamborrino, Massimiliano; Tubikanec, Irene Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs. (English) Zbl 1505.62081 Stat. Comput. 30, No. 3, 627-648 (2020). MSC: 62-08 65C30 60H10 60H35 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sirén, Jukka; Kaski, Samuel Local dimension reduction of summary statistics for likelihood-free inference. (English) Zbl 1436.62099 Stat. Comput. 30, No. 3, 559-570 (2020). MSC: 62F15 62J05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
An, Ziwen; Nott, David J.; Drovandi, Christopher Robust Bayesian synthetic likelihood via a semi-parametric approach. (English) Zbl 1436.62090 Stat. Comput. 30, No. 3, 543-557 (2020). MSC: 62F15 62F35 62H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
de Castro, Pablo; Dorigo, Tommaso INFERNO: inference-aware neural optimisation. (English) Zbl 07674840 Comput. Phys. Commun. 244, 170-179 (2019). MSC: 62-XX 68-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Izbicki, Rafael; Lee, Ann B.; Pospisil, Taylor ABC-CDE: toward approximate Bayesian computation with complex high-dimensional data and limited simulations. (English) Zbl 07499071 J. Comput. Graph. Stat. 28, No. 3, 481-492 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Buchholz, Alexander; Chopin, Nicolas Improving approximate Bayesian computation via quasi-Monte Carlo. (English) Zbl 07499023 J. Comput. Graph. Stat. 28, No. 1, 205-219 (2019). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bernton, Espen; Jacob, Pierre E.; Gerber, Mathieu; Robert, Christian P. Approximate Bayesian computation with the Wasserstein distance. (English) Zbl 1420.62022 J. R. Stat. Soc., Ser. B, Stat. Methodol. 81, No. 2, 235-269 (2019). MSC: 62C10 62M10 60K25 60G51 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Frazier, David T.; Martin, G. M.; Robert, C. P.; Rousseau, Judith Asymptotic properties of approximate Bayesian computation. (English) Zbl 1499.62112 Biometrika 105, No. 3, 593-607 (2018). MSC: 62F15 62F12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Warne, David J.; Baker, Ruth E.; Simpson, Matthew J. Multilevel rejection sampling for approximate Bayesian computation. (English) Zbl 1469.62160 Comput. Stat. Data Anal. 124, 71-86 (2018). MSC: 62-08 62F15 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Drovandi, Christopher C.; Moores, Matthew T.; Boys, Richard J. Accelerating pseudo-marginal MCMC using Gaussian processes. (English) Zbl 1469.62057 Comput. Stat. Data Anal. 118, 1-17 (2018). MSC: 62-08 62F15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI Link
Klinger, Emmanuel; Hasenauer, Jan A scheme for adaptive selection of population sizes in approximate Bayesian computation – sequential Monte Carlo. (English) Zbl 1416.92073 Feret, Jérôme (ed.) et al., Computational methods in systems biology. 15th international conference, CMSB 2017, Darmstadt, Germany, September 27–29, 2017. Proceedings. Cham: Springer. Lect. Notes Comput. Sci. 10545, 128-144 (2017). MSC: 92C42 92-08 × Cite Format Result Cite Review PDF Full Text: DOI
Li, J.; Nott, D. J.; Fan, Y.; Sisson, S. A. Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model. (English) Zbl 1466.62136 Comput. Stat. Data Anal. 106, 77-89 (2017). MSC: 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Prangle, Dennis Adapting the ABC distance function. (English) Zbl 1384.62098 Bayesian Anal. 12, No. 1, 289-309 (2017). MSC: 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Andrade, P.; Rifo, L. Long-range dependence and approximate Bayesian computation. (English) Zbl 1361.60024 Commun. Stat., Simulation Comput. 46, No. 2, 1219-1237 (2017). MSC: 60G10 62F15 62M09 60G22 60G18 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Picchini, Umberto; Forman, Julie Lyng Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation. (English) Zbl 1510.62343 J. Stat. Comput. Simulation 86, No. 1, 195-213 (2016). MSC: 62M05 60H10 62F15 62P10 62-08 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Robert, Christian P. Approximate Bayesian computation: a survey on recent results. (English) Zbl 1356.65031 Cools, Ronald (ed.) et al., Monte Carlo and quasi-Monte Carlo methods. MCQMC. Proceedings of the 11th international conference on ‘Monte Carlo and quasi-Monte Carlo methods in scientific computing’, Leuven, Belgium, April 6–11, 2014. Cham: Springer (ISBN 978-3-319-33505-6/hbk; 978-3-319-33507-0/ebook). Springer Proceedings in Mathematics & Statistics 163, 185-205 (2016). MSC: 65C60 45C05 62G99 × Cite Format Result Cite Review PDF Full Text: DOI
Turner, Brandon M.; Sederberg, Per B.; McClelland, James L. Bayesian analysis of simulation-based models. (English) Zbl 1357.62134 J. Math. Psychol. 72, 191-199 (2016). MSC: 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Ruli, Erlis; Sartori, Nicola; Ventura, Laura Approximate Bayesian computation with composite score functions. (English) Zbl 1505.62348 Stat. Comput. 26, No. 3, 679-692 (2016). MSC: 62-08 62F15 62P12 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kobayashi, Genya; Kozumi, Hideo Generalized multiple-point Metropolis algorithms for approximate Bayesian computation. (English) Zbl 1457.62019 J. Stat. Comput. Simulation 85, No. 4, 675-692 (2015). MSC: 62-08 62F15 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Chkrebtii, Oksana A.; Cameron, Erin K.; Campbell, David A.; Bayne, Erin M. Transdimensional approximate Bayesian computation for inference on invasive species models with latent variables of unknown dimension. (English) Zbl 1468.62041 Comput. Stat. Data Anal. 86, 97-110 (2015). MSC: 62-08 62F15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cabras, Stefano; Castellanos Nueda, Maria Eugenia; Ruli, Erlis Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework. (English) Zbl 1335.62041 Bayesian Anal. 10, No. 2, 411-439 (2015). MSC: 62F15 60J22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Drovandi, Christopher C.; Pettitt, Anthony N.; Lee, Anthony Bayesian indirect inference using a parametric auxiliary model. (English) Zbl 1332.62088 Stat. Sci. 30, No. 1, 72-95 (2015). MSC: 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Buzbas, Erkan O.; Rosenberg, Noah A. AABC: approximate approximate Bayesian computation for inference in population-genetic models. (English) Zbl 1331.92011 Theor. Popul. Biol. 99, 31-42 (2015). MSC: 92B15 92-04 92D10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Muchmore, Patrick; Marjoram, Paul Exact likelihood-free Markov chain Monte Carlo for elliptically contoured distributions. (English) Zbl 1329.60246 Stat. Appl. Genet. Mol. Biol. 14, No. 4, 317-332 (2015). MSC: 60J05 60J22 62E17 × Cite Format Result Cite Review PDF Full Text: DOI Link
Owen, Jamie; Wilkinson, Darren J.; Gillespie, Colin S. Likelihood free inference for Markov processes: a comparison. (English) Zbl 1311.60079 Stat. Appl. Genet. Mol. Biol. 14, No. 2, 189-209 (2015). MSC: 60J10 62F15 92D25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Barber, Stuart; Voss, Jochen; Webster, Mark The rate of convergence for approximate Bayesian computation. (English) Zbl 1307.62063 Electron. J. Stat. 9, 80-105 (2015). MSC: 62F12 65C05 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Marin, Jean-Michel; Pillai, Natesh S.; Robert, Christian P.; Rousseau, Judith Relevant statistics for Bayesian model choice. (English) Zbl 1411.62072 J. R. Stat. Soc., Ser. B, Stat. Methodol. 76, No. 5, 833-859 (2014). MSC: 62F15 62F12 62F10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kobayashi, Genya A transdimensional approximate Bayesian computation using the pseudo-marginal approach for model choice. (English) Zbl 1506.62097 Comput. Stat. Data Anal. 80, 167-183 (2014). MSC: 62-08 62F15 65C05 65C40 × Cite Format Result Cite Review PDF Full Text: DOI
Prangle, D.; Blum, M. G. B.; Popovic, G.; Sisson, S. A. Diagnostic tools for approximate Bayesian computation using the coverage property. (English) Zbl 1335.62058 Aust. N. Z. J. Stat. 56, No. 4, 309-329 (2014). MSC: 62F15 62-04 62J20 62-07 62P25 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cabras, Stefano; Castellanos, María Eugenia; Ruli, Erlis A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models. (English) Zbl 1316.62038 Metron 72, No. 2, 153-167 (2014). MSC: 62F15 × Cite Format Result Cite Review PDF Full Text: DOI
Fan, Yanan; Nott, David J.; Sisson, Scott A. Approximate Bayesian computation via regression density estimation. (English) Zbl 07847469 Stat 2, No. 1, 34-48 (2013). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Blum, M. G. B.; Nunes, M. A.; Prangle, D.; Sisson, S. A. A comparative review of dimension reduction methods in approximate Bayesian computation. (English) Zbl 1331.62123 Stat. Sci. 28, No. 2, 189-208 (2013). MSC: 62F15 62J07 65C60 62Pxx × Cite Format Result Cite Review PDF Full Text: DOI arXiv Euclid
Fearnhead, Paul; Prangle, Dennis [Beaumont, Mark; Robert, Christian P.; Wilkinson, Richard D.; Cornebise, Julien; Girolami, Mark; Kosmidis, Ioannis; Lee, Anthony; Andrieu, Christophe; Doucet, Arnaud; White, Simon R.; Kypraios, Theodore; Preston, S. P.; Tong, Howell; Dawson, Kevin J.; Barnes, Chris P.; Filippi, Sarah; Stumpf, P. H.; Barthelmé, Simon; Chopin, Nicolas; Jasra, Ajay; Singh, Sumeetpal S.; Blum, M. G. B.; François, O.; Chen, Yining; Draper, David; Drovandi, Christopher C.; Pettitt, Anthony N.; Efron, Bradley; Fasiolo, Matteo; Pya, Natalya; Wood, Simon N.; Gelman, Andrew; Hartig, Florian; Mardia, K. V.; Hamelryck, T.; Marin, Jean-Michel; Mateu, Jorge; Arafat, Ahmed; Møller, Jesper; Nigra, Pablo; Porcu, Emilio; Nott, D. J.; Fan, Y.; Sisson, S. A.; Sedki, Mohammed A.; Pudlo, Pierre; Xia, Yingcun] Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors’ reply. (English) Zbl 1411.62057 J. R. Stat. Soc., Ser. B, Stat. Methodol. 74, No. 3, 419-474 (2012). MSC: 62F10 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Turner, Brandon M.; Sederberg, Per B. Approximate Bayesian computation with differential evolution. (English) Zbl 1282.62063 J. Math. Psychol. 56, No. 5, 375-385 (2012). MSC: 62F15 65C20 × Cite Format Result Cite Review PDF Full Text: DOI
Peters, Gareth W.; Sisson, Scott A.; Fan, Yanan Likelihood-free Bayesian inference for \(\alpha\)-stable models. (English) Zbl 1255.62071 Comput. Stat. Data Anal. 56, No. 11, 3743-3756 (2012). MSC: 62F15 62P05 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Peters, G. W.; Fan, Y.; Sisson, S. A. On sequential Monte Carlo, partial rejection control and approximate Bayesian computation. (English) Zbl 1252.65022 Stat. Comput. 22, No. 6, 1209-1222 (2012). MSC: 65C40 62D05 65C05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
McVinish, R. Improving ABC for quantile distributions. (English) Zbl 1252.62023 Stat. Comput. 22, No. 6, 1199-1207 (2012). MSC: 62F15 65C60 × Cite Format Result Cite Review PDF Full Text: DOI
Marin, Jean-Michel; Pudlo, Pierre; Robert, Christian P.; Ryder, Robin J. Approximate Bayesian computational methods. (English) Zbl 1252.62022 Stat. Comput. 22, No. 6, 1167-1180 (2012). MSC: 62F15 65C60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sisson, Scott A.; Fan, Yanan Likelihood-free MCMC. (English) Zbl 1229.65035 Brooks, Steve (ed.) et al., Handbook of Markov chain Monte Carlo. Boca Raton, FL: CRC Press (ISBN 978-1-4200-7941-8/hbk; 978-1-4200-7942-5/ebook). Chapman & Hall/CRC Handbooks of Modern Statistical Methods, 313-335 (2011). MSC: 65C60 65C05 65C40 60J22 62F15 × Cite Format Result Cite Review PDF
Nunes, Matthew A.; Balding, David J. On optimal selection of summary statistics for approximate Bayesian computation. (English) Zbl 1304.92047 Stat. Appl. Genet. Mol. Biol. 9, No. 1, Article No. 34, 14 p. (2010). MSC: 92B15 62P10 × Cite Format Result Cite Review PDF Full Text: DOI