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Adaptive, delayed-acceptance MCMC for targets with expensive likelihoods

1 September 2015

Papers citing "Adaptive, delayed-acceptance MCMC for targets with expensive likelihoods"

29 / 29 papers shown

Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC F. Llorente Luca Martino Jesse Read D. Delgado OffRL 165 14 0 03 Jan 2025
General bounds on the quality of Bayesian coresets Trevor Campbell 81 2 0 20 May 2024
Multi-fidelity Hamiltonian Monte Carlo Dhruv V. Patel Jonghyun Lee Matthew W. Farthing P. Kitanidis Eric F. Darve 81 0 0 08 May 2024
Bayesian score calibration for approximate models Joshua J. Bon D. Warne David J. Nott Christopher C. Drovandi 54 3 0 10 Nov 2022
SwISS: A Scalable Markov chain Monte Carlo Divide-and-Conquer Strategy Callum Vyner Christopher Nemeth Chris Sherlock 40 26 0 08 Aug 2022
The Block-Correlated Pseudo Marginal Sampler for State Space Models David Gunawan Pratiti Chatterjee Robert Kohn 32 0 0 29 Sep 2021
Gaussian Processes to speed up MCMC with automatic exploratory-exploitation effect A. Benavoli J. Wyse Arthur J. White GP 15 0 0 28 Sep 2021
A Survey of Monte Carlo Methods for Parameter Estimation D. Luengo Luca Martino M. Bugallo Victor Elvira S. Särkkä 93 156 0 25 Jul 2021
Warped Gradient-Enhanced Gaussian Process Surrogate Models for Exponential Family Likelihoods with Intractable Normalizing Constants Quan Vu M. Moores A. Zammit‐Mangion 47 1 0 10 May 2021
Approximate Bayesian inference from noisy likelihoods with Gaussian process emulated MCMC Marko Jarvenpaa J. Corander 51 5 0 08 Apr 2021
Accelerating sequential Monte Carlo with surrogate likelihoods Joshua J. Bon Anthony Lee Christopher C. Drovandi 81 19 0 08 Sep 2020
Rate-optimal refinement strategies for local approximation MCMC Andrew D. Davis Youssef Marzouk Aaron Smith Natesh Pillai 88 10 0 29 May 2020
Bayesian Computation with Intractable Likelihoods M. Moores A. Pettitt Kerrie Mengersen TPM 102 3 0 08 Apr 2020
Bayesian inference of Stochastic reaction networks using Multifidelity Sequential Tempered Markov Chain Monte Carlo T. Catanach Huy D. Vo B. Munsky 68 12 0 06 Jan 2020
Ensemble MCMC: Accelerating Pseudo-Marginal MCMC for State Space Models using the Ensemble Kalman Filter Christopher C. Drovandi R. Everitt Andrew Golightly D. Prangle 93 14 0 05 Jun 2019
Efficient posterior sampling for high-dimensional imbalanced logistic regression Deborshee Sen Matthias Sachs Jianfeng Lu David B. Dunson 102 13 0 27 May 2019
Finding our Way in the Dark: Approximate MCMC for Approximate Bayesian Methods Evgeny Levi Radu V. Craiu 52 6 0 16 May 2019
A Function Emulation Approach for Doubly Intractable Distributions Jaewoo Park M. Haran TPM 50 15 0 20 Jun 2018
Accelerating delayed-acceptance Markov chain Monte Carlo algorithms Samuel Wiqvist Umberto Picchini J. Forman Kresten Lindorff-Larsen Wouter Boomsma 38 8 0 15 Jun 2018
Bootstrapped synthetic likelihood R. Everitt 221 14 0 15 Nov 2017
Marginal sequential Monte Carlo for doubly intractable models R. Everitt D. Prangle Philip Maybank M. Bell 46 8 0 12 Oct 2017
Delayed acceptance ABC-SMC R. Everitt Paulina A. Rowińska 74 15 0 07 Aug 2017
Importance sampling correction versus standard averages of reversible MCMCs in terms of the asymptotic variance Jordan Franks M. Vihola 89 17 0 29 Jun 2017
Variance bounding of delayed-acceptance kernels Chris Sherlock Anthony Lee 185 4 0 07 Jun 2017
Bayesian non-parametric inference for $Λ$ -coalescents: consistency and a parametric method Jere Koskela Paul A. Jenkins Dario Spanó 15 4 0 03 Dec 2015
Speeding Up MCMC by Delayed Acceptance and Data Subsampling M. Quiroz Minh-Ngoc Tran M. Villani Robert Kohn 148 43 0 22 Jul 2015
Efficiency of delayed-acceptance random walk Metropolis algorithms Chris Sherlock Alexandre Hoang Thiery Andrew Golightly 77 16 0 26 Jun 2015
Scalable Bayesian Inference for the Inverse Temperature of a Hidden Potts Model M. Moores Geoff K. Nicholls A. Pettitt Kerrie Mengersen TPM 178 22 0 27 Mar 2015
Accelerating Metropolis-Hastings algorithms by Delayed Acceptance Marco Banterle Clara Grazian Anthony Lee Christian P. Robert 106 55 0 03 Mar 2015