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Likelihood-free Bayesian inference for alpha-stable models

Likelihood-free Bayesian inference for alpha-stable models

Computational Statistics & Data Analysis (CSDA), 2009

23 December 2009

Scott A. Sisson

ArXiv (abs)PDF HTML

Papers citing "Likelihood-free Bayesian inference for alpha-stable models"

19 / 19 papers shown

ABC-based Forecasting in State Space Models

ABC-based Forecasting in State Space Models

Chaya Weerasinghe

Rubén Loaiza-Maya

David T. Frazier

195

2

0

02 Nov 2023

Wasserstein Gaussianization and Efficient Variational Bayes for Robust
Bayesian Synthetic Likelihood

Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic LikelihoodJournal of Computational And Graphical Statistics (JCGS), 2023

Nhat-Minh Nguyen

Christopher C. Drovandi

244

1

0

24 May 2023

Approximating Bayes in the 21st Century

Approximating Bayes in the 21st CenturyStatistical Science (Statist. Sci.), 2021

David T. Frazier

Christian P. Robert

285

29

0

20 Dec 2021

Likelihood-Free Inference in State-Space Models with Unknown Dynamics

Likelihood-Free Inference in State-Space Models with Unknown DynamicsStatistics and computing (Stat Comput), 2021

Alexander Aushev

329

1

0

02 Nov 2021

$γ$-ABC: Outlier-Robust Approximate Bayesian Computation Based on a
Robust Divergence Estimator

γ

-ABC: Outlier-Robust Approximate Bayesian Computation Based on a Robust Divergence Estimator

Masahiro Fujisawa

Takeshi Teshima

Masashi Sugiyama

359

0

0

13 Jun 2020

Computing Bayes: Bayesian Computation from 1763 to the 21st Century

Computing Bayes: Bayesian Computation from 1763 to the 21st Century

David T. Frazier

Christian P. Robert

419

20

0

14 Apr 2020

Markov Chain Monte Carlo Methods, a survey with some frequent
misunderstandings

Markov Chain Monte Carlo Methods, a survey with some frequent misunderstandings

Christian P. Robert

319

10

0

17 Jan 2020

Combined parameter and state inference with automatically calibrated ABC

Combined parameter and state inference with automatically calibrated ABC

Kerrie Mengersen

Christopher C. Drovandi

304

1

0

31 Oct 2019

Partially Exchangeable Networks and Architectures for Learning Summary
Statistics in Approximate Bayesian Computation

Partially Exchangeable Networks and Architectures for Learning Summary Statistics in Approximate Bayesian Computation

Pierre-Alexandre Mattei

Umberto Picchini

336

35

0

29 Jan 2019

Overview of Approximate Bayesian Computation

Overview of Approximate Bayesian Computation

Scott A. Sisson

277

51

0

27 Feb 2018

Bayesian inference for Stable Levy driven Stochastic Differential
Equations with high-frequency data

Bayesian inference for Stable Levy driven Stochastic Differential Equations with high-frequency data

289

11

0

27 Jul 2017

Auxiliary Likelihood-Based Approximate Bayesian Computation in State
Space Models

Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models

Brendan P. M. McCabe

David T. Frazier

Worapree Maneesoonthorn

Christian P. Robert

359

45

0

27 Apr 2016

Quasi-Newton particle Metropolis-Hastings

Quasi-Newton particle Metropolis-Hastings

Fredrik Lindsten

Thomas B. Schon

395

9

0

12 Feb 2015

Approximate Bayesian Computation for a Class of Time Series Models

Approximate Bayesian Computation for a Class of Time Series Models

453

31

0

01 Jan 2014

Parameter Estimation in Hidden Markov Models with Intractable
Likelihoods Using Sequential Monte Carlo

Parameter Estimation in Hidden Markov Models with Intractable Likelihoods Using Sequential Monte Carlo

Sumeetpal S. Singh

291

38

0

17 Nov 2013

Expectation-Propagation for Likelihood-Free Inference

Expectation-Propagation for Likelihood-Free Inference

Simon Barthelmé

384

88

0

29 Jul 2011

Analytic Loss Distributional Approach Model for Operational Risk from
the alpha-Stable Doubly Stochastic Compound Processes and Implications for
Capital Allocation

Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation

267

23

0

17 Feb 2011

Impact of Insurance for Operational Risk: Is it worthwhile to insure or
be insured for severe losses?

Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?

Aaron D. Byrnes

361

22

0

21 Oct 2010

Ecological non-linear state space model selection via adaptive particle
Markov chain Monte Carlo (AdPMCMC)

Ecological non-linear state space model selection via adaptive particle Markov chain Monte Carlo (AdPMCMC)

341

47

0

13 May 2010

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