Efficient acquisition rules for model-based approximate Bayesian computation

no code implementations • 3 Apr 2017 • Marko Järvenpää, Michael U. Gutmann, Arijus Pleska, Aki Vehtari, Pekka Marttinen

We propose to compute the uncertainty in the ABC posterior density, which is due to a lack of simulations to estimate this quantity accurately, and define a loss function that measures this uncertainty.

Bayesian Inference Bayesian Optimisation +1