Accelerating sequential Monte Carlo with surrogate likelihoods

v1v2 (latest)

Accelerating sequential Monte Carlo with surrogate likelihoods

8 September 2020

Christopher C. Drovandi

ArXiv (abs)PDF HTML Github (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 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 $^2$ Imke Botha Robert Kohn Leah F. South Christopher C. Drovandi 63 0 0 21 Jul 2023
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 Imke Botha Matthew P. Adams Dang Khuong Tran F. Bennett Christopher C. Drovandi 74 4 0 06 Jun 2022
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 $^2$ 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 D. Warne Thomas P. Prescott Ruth Baker Matthew J. Simpson 58 16 0 26 Oct 2021
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 27 1 0 02 Sep 2021
Rapid Bayesian inference for expensive stochastic models D. Warne R. Baker Matthew J. Simpson 127 16 0 14 Sep 2019