A rare event approach to high dimensional Approximate Bayesian computation

8 November 2016

Papers citing "A rare event approach to high dimensional Approximate Bayesian computation"

23 / 23 papers shown

Title
High-dimensional ABC David J. Nott V. M. Ong Y. Fan Scott A. Sisson 21 17 0 27 Feb 2018
Automatic Variational ABC Alexander Moreno T. Adel Edward Meeds James M. Rehg Max Welling 87 12 0 28 Jun 2016
Asymptotically exact inference in differentiable generative models Matthew M. Graham Amos J. Storkey BDL 86 33 0 25 May 2016
Pseudo-Marginal Slice Sampling Iain Murray Matthew M. Graham 55 37 0 10 Oct 2015
Rare Event Simulation and Splitting for Discontinuous Random Variables Clément Walter 93 5 0 03 Jul 2015
Optimization Monte Carlo: Efficient and Embarrassingly Parallel Likelihood-Free Inference Edward Meeds Max Welling 85 35 0 11 Jun 2015
Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model Jingjing Li David J. Nott Yanan Fan Scott A. Sisson 101 42 0 16 Apr 2015
Sequential Monte Carlo Samplers for capital allocation under copula-dependent risk models Rodrigo S. Targino G. Peters P. Shevchenko 64 28 0 05 Oct 2014
Approximate Bayesian Computation by Subset Simulation M. Chiachío J. Beck J. Chiachío Guillermo Rus-Carlborg 36 101 0 24 Apr 2014
Approximate Bayesian Computation for a Class of Time Series Models Ajay Jasra AI4TS 114 30 0 01 Jan 2014
The Rate of Convergence for Approximate Bayesian Computation Stuart Barber J. Voss M. Webster 38 80 0 08 Nov 2013
Particle Metropolis-Hastings using gradient and Hessian information J. Dahlin Fredrik Lindsten Thomas B. Schon 72 47 0 04 Nov 2013
On the efficiency of pseudo-marginal random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Gareth O. Roberts Jeffrey S. Rosenthal 52 190 0 27 Sep 2013
Nested particle filters for online parameter estimation in discrete-time state-space Markov models Dan Crisan Joaquín Míguez 62 93 0 08 Aug 2013
New Insights Into Approximate Bayesian Computation Gérard Biau Frédéric Cérou A. Guyader 99 108 0 27 Jul 2012
A Comparative Review of Dimension Reduction Methods in Approximate Bayesian Computation M. Blum M. Nunes D. Prangle Scott A. Sisson 123 362 0 16 Feb 2012
Approximate Bayesian computation and Bayes linear analysis: Towards high-dimensional ABC David J. Nott Yanan Fan Lucy M. Marshall Scott A. Sisson 45 52 0 20 Dec 2011
SMC^2: an efficient algorithm for sequential analysis of state-space models Nicolas Chopin Pierre E. Jacob O. Papaspiliopoulos 70 356 0 07 Jan 2011
Approximate Bayesian Computational methods Jean-Michel Marin Pierre Pudlo Christian P. Robert Robin J. Ryder 167 861 0 05 Jan 2011
Constructing Summary Statistics for Approximate Bayesian Computation: Semi-automatic ABC Paul Fearnhead D. Prangle 58 87 0 07 Apr 2010
Approximate Bayesian Computation: a nonparametric perspective M. Blum 127 240 0 03 Apr 2009
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 117 890 0 31 Mar 2009
Approximate Bayesian computation (ABC) gives exact results under the assumption of model error Richard D. Wilkinson 87 273 0 20 Nov 2008