Approximate bayesian computation

MA Beaumont - Annual review of statistics and its application, 2019 - annualreviews.org
Many of the statistical models that could provide an accurate, interesting, and testable
explanation for the structure of a data set turn out to have intractable likelihood functions …

Fundamentals and recent developments in approximate Bayesian computation

J Lintusaari, MU Gutmann, R Dutta, S Kaski… - Systematic …, 2017 - academic.oup.com
Bayesian inference plays an important role in phylogenetics, evolutionary biology, and in
many other branches of science. It provides a principled framework for dealing with …

Benchmarking simulation-based inference

JM Lueckmann, J Boelts, D Greenberg… - International …, 2021 - proceedings.mlr.press
Recent advances in probabilistic modelling have led to a large number of simulation-based
inference algorithms which do not require numerical evaluation of likelihoods. However, a …

Sequential neural likelihood: Fast likelihood-free inference with autoregressive flows

G Papamakarios, D Sterratt… - The 22nd international …, 2019 - proceedings.mlr.press
Abstract We present Sequential Neural Likelihood (SNL), a new method for Bayesian
inference in simulator models, where the likelihood is intractable but simulating data from …

Quantitative constraints on the reionization history from the IGM damping wing signature in two quasars at z> 7

FB Davies, JF Hennawi, E Bañados… - The Astrophysical …, 2018 - iopscience.iop.org
During reionization, neutral hydrogen in the intergalactic medium (IGM) imprints a damping
wing absorption feature on the spectrum of high-redshift quasars. A detection of this …

Bias in cable news: Persuasion and polarization

GJ Martin, A Yurukoglu - American Economic Review, 2017 - aeaweb.org
We measure the persuasive effects of slanted news and tastes for like-minded news,
exploiting cable channel positions as exogenous shifters of cable news viewership. Channel …

[图书][B] GARCH models: structure, statistical inference and financial applications

C Francq, JM Zakoian - 2019 - books.google.com
Provides a comprehensive and updated study of GARCH models and their applications in
finance, covering new developments in the discipline This book provides a comprehensive …

Approximate Bayesian computational methods

JM Marin, P Pudlo, CP Robert, RJ Ryder - Statistics and computing, 2012 - Springer
Abstract Approximate Bayesian Computation (ABC) methods, also known as likelihood-free
techniques, have appeared in the past ten years as the most satisfactory approach to …

[图书][B] Macroeconomic theory

W Michael - 2008 - diglib.globalcollege.edu.et
No subject with a foot in both the academic and public domains like macroeconomics
remains unchanged for long. The search for improved explanations, and the challenge of …

[图书][B] Monte Carlo statistical methods

CP Robert, G Casella, G Casella - 1999 - Springer
Monte Carlo statistical methods, particularly those based on Markov chains, are now an
essential component of the standard set of techniques used by statisticians. This new edition …