Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes

26 October 2021

Papers citing "Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes"

32 / 32 papers shown

Title
Multifidelity Simulation-based Inference for Computationally Expensive Simulators Anastasia N. Krouglova Hayden R. Johnson Basile Confavreux Michael Deistler P. J. Gonçalves 134 2 0 17 Feb 2025
Bayesian Synthetic Likelihood David T. Frazier Christopher C. Drovandi David J. Nott 91 217 0 09 May 2023
Efficient Multifidelity Likelihood-Free Bayesian Inference with Adaptive Computational Resource Allocation Thomas P. Prescott D. Warne R. Baker 35 6 0 22 Dec 2021
Accelerating sequential Monte Carlo with surrogate likelihoods Joshua J. Bon Anthony Lee Christopher C. Drovandi 36 19 0 08 Sep 2020
Variance Reduction with Array-RQMC for Tau-Leaping Simulation of Stochastic Biological and Chemical Reaction Networks F. Puchhammer Amal Ben Abdellah P. LÉcuyer 13 5 0 01 Sep 2020
Multifidelity Approximate Bayesian Computation with Sequential Monte Carlo Parameter Sampling Thomas P. Prescott R. Baker 39 12 0 17 Jan 2020
A practical guide to pseudo-marginal methods for computational inference in systems biology D. Warne R. Baker Matthew J. Simpson 34 17 0 28 Dec 2019
The frontier of simulation-based inference Kyle Cranmer Johann Brehmer Gilles Louppe AI4CE 94 834 0 04 Nov 2019
Rapid Bayesian inference for expensive stochastic models D. Warne R. Baker Matthew J. Simpson 94 16 0 14 Sep 2019
Efficient Bayesian synthetic likelihood with whitening transformations Jacob W. Priddle Scott A. Sisson David T. Frazier Christopher C. Drovandi 28 18 0 11 Sep 2019
Vector operations for accelerating expensive Bayesian computations -- a tutorial guide D. Warne Scott A. Sisson Christopher Drovandi Queensland University of Technology 36 4 0 25 Feb 2019
Multifidelity Approximate Bayesian Computation Thomas P. Prescott R. Baker 23 21 0 23 Nov 2018
Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach Ziwen An David J. Nott Christopher C. Drovandi 45 51 0 16 Sep 2018
Survey of multifidelity methods in uncertainty propagation, inference, and optimization Benjamin Peherstorfer Karen E. Willcox M. Gunzburger AI4CE 33 747 0 28 Jun 2018
Sequential Neural Likelihood: Fast Likelihood-free Inference with Autoregressive Flows George Papamakarios D. Sterratt Iain Murray BDL 221 360 0 18 May 2018
Deep UQ: Learning deep neural network surrogate models for high dimensional uncertainty quantification Rohit Tripathy Ilias Bilionis AI4CE 40 403 0 02 Feb 2018
Flexible statistical inference for mechanistic models of neural dynamics Jan-Matthis Lueckmann P. J. Gonçalves Giacomo Bassetto Kaan Öcal M. Nonnenmacher Jakob H. Macke 95 241 0 06 Nov 2017
$Multilevel Sequential${}^2$ Monte Carlo for Bayesian Inverse Problems$ Multilevel Sequential ${}^2$ Monte Carlo for Bayesian Inverse Problems J. Latz I. Papaioannou E. Ullmann 21 41 0 27 Sep 2017
Delayed acceptance ABC-SMC R. Everitt Paulina A. Rowińska 54 15 0 07 Aug 2017
Multilevel rejection sampling for approximate Bayesian computation D. Warne R. Baker Matthew J. Simpson 36 28 0 10 Feb 2017
Bayesian Static Parameter Estimation for Partially Observed Diffusions via Multilevel Monte Carlo Ajay Jasra K. Kamatani K. Law Yan Zhou 29 30 0 20 Jan 2017
Approximation and inference methods for stochastic biochemical kinetics - a tutorial review David Schnoerr G. Sanguinetti R. Grima 112 217 0 23 Aug 2016
Approximate Bayesian Computation for Forward Modeling in Cosmology Joel Akeret Alexandre Réfrégier A. Amara Sebastian Seehars C. Hasner 37 88 0 27 Apr 2015
Multilevel Sequential Monte Carlo Samplers A. Beskos Ajay Jasra K. Law Raúl Tempone Yan Zhou 64 104 0 25 Mar 2015
Accelerating Metropolis-Hastings algorithms by Delayed Acceptance Marco Banterle Clara Grazian Anthony Lee Christian P. Robert 39 55 0 03 Mar 2015
Transport map accelerated Markov chain Monte Carlo M. Parno Youssef Marzouk OT 68 161 0 17 Dec 2014
Lazy ABC D. Prangle 53 43 0 30 May 2014
Delayed acceptance particle MCMC for exact inference in stochastic kinetic models Andrew Golightly D. Henderson Chris Sherlock 41 81 0 17 Jan 2014
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods Anthony Lee C. Yau M. Giles Arnaud Doucet Christopher C. Holmes 74 322 0 14 May 2009
The pseudo-marginal approach for efficient Monte Carlo computations Christophe Andrieu Gareth O. Roberts 96 890 0 31 Mar 2009
Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems Tina Toni David Welch N. Strelkowa Andreas Ipsen M. Stumpf 145 1,542 0 14 Jan 2009
Adaptive approximate Bayesian computation Mark Beaumont J. Cornuet Jean-Michel Marin Christian P. Robert 112 641 0 15 May 2008