1 code implementation • 24 May 2023 • Nhat-Minh Nguyen, Minh-Ngoc Tran, Christopher Drovandi, David Nott
We combine the Wasserstein Gaussianization transformation with robust BSL, and an efficient Variational Bayes procedure for posterior approximation, to develop a highly efficient and reliable approximate Bayesian inference method for likelihood-free problems.
2 code implementations • 25 May 2018 • Minh-Ngoc Tran, Nghia Nguyen, David Nott, Robert Kohn
Efficient computational methods for high-dimensional Bayesian inference are developed using Gaussian variational approximation, with a parsimonious but flexible factor parametrization of the covariance matrix.
Computation