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11/03/2022
Rare event ABC-SMC^2
Approximate Bayesian computation (ABC) is a well-established family of M...
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08/18/2019
Revisiting the balance heuristic for estimating normalising constants
Multiple importance sampling estimators are widely used for computing in...
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06/05/2019
Ensemble MCMC: Accelerating Pseudo-Marginal MCMC for State Space Models using the Ensemble Kalman Filter
Particle Markov chain Monte Carlo (pMCMC) is now a popular method for pe...
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05/20/2019
Stratified sampling and resampling for approximate Bayesian computation
Approximate Bayesian computation (ABC) is computationally intensive for ...
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11/15/2017
Bootstrapped synthetic likelihood
The development of approximate Bayesian computation (ABC) and synthetic ...
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10/12/2017
Marginal sequential Monte Carlo for doubly intractable models
Bayesian inference for models that have an intractable partition functio...
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08/07/2017
Delayed acceptance ABC-SMC
Approximate Bayesian computation (ABC) is now an established technique f...
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04/27/2016
An ABC interpretation of the multiple auxiliary variable method
We show that the auxiliary variable method (Møller et al., 2006; Murray ...
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04/01/2015
Bayesian model comparison with un-normalised likelihoods
Models for which the likelihood function can be evaluated only up to a p...
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03/14/2012
