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Accelerating sequential Monte Carlo with surrogate likelihoods
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Accelerating sequential Monte Carlo with surrogate likelihoods

Joshua J. Bon
Anthony Lee
Christopher C. Drovandi
ArXiv (abs)PDFHTMLGithub (2★)

Papers citing "Accelerating sequential Monte Carlo with surrogate likelihoods"

9 / 9 papers shown
Title
A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC
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
Adaptively switching between a particle marginal Metropolis-Hastings and a particle Gibbs kernel in SMC$^2$
Adaptively switching between a particle marginal Metropolis-Hastings and a particle Gibbs kernel in SMC2^2
Imke Botha
Robert Kohn
Leah F. South
Christopher C. Drovandi
63
0
0
21 Jul 2023
Bayesian score calibration for approximate models
Bayesian score calibration for approximate models
Joshua J. Bon
D. Warne
David J. Nott
Christopher C. Drovandi
54
3
0
10 Nov 2022
Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance
Component-wise iterative ensemble Kalman inversion for static Bayesian models with unknown measurement error covariance
Imke Botha
Matthew P. Adams
Dang Khuong Tran
F. Bennett
Christopher C. Drovandi
72
4
0
06 Jun 2022
Population Calibration using Likelihood-Free Bayesian Inference
Population Calibration using Likelihood-Free Bayesian Inference
Christopher C. Drovandi
Brodie A. J. Lawson
A. Jenner
A. Browning
46
2
0
04 Feb 2022
Automatically adapting the number of state particles in SMC$^2$
Automatically adapting the number of state particles in SMC2^2
Imke Botha
Robert Kohn
Leah F. South
Christopher C. Drovandi
70
1
0
27 Jan 2022
Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes
Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes
D. Warne
Thomas P. Prescott
Ruth Baker
Matthew J. Simpson
51
16
0
26 Oct 2021
Bayesian Detectability of Induced Polarisation in Airborne Electromagnetic Data using Reversible Jump Sequential Monte Carlo
Bayesian Detectability of Induced Polarisation in Airborne Electromagnetic Data using Reversible Jump Sequential Monte Carlo
L. Davies
Alan Yusen Ley Cooper
Matthew Sutton
Christopher C. Drovandi
20
1
0
02 Sep 2021
Rapid Bayesian inference for expensive stochastic models
Rapid Bayesian inference for expensive stochastic models
D. Warne
R. Baker
Matthew J. Simpson
125
16
0
14 Sep 2019