1 code implementation • 31 Jan 2020 • Leah F. South, Toni Karvonen, Chris Nemeth, Mark Girolami, Chris. J. Oates
The numerical approximation of posterior expected quantities of interest is considered.
Computation Methodology
no code implementations • 25 Jul 2019 • Ziwen An, Leah F. South, Christopher Drovandi
Instead of evaluating the likelihood, BSL approximates the likelihood of a judiciously chosen summary statistic of the data via model simulation and density estimation.
1 code implementation • 13 Nov 2018 • Leah F. South, Antonietta Mira, Christopher Drovandi
Zero-variance control variates (ZV-CV) are a post-processing method to reduce the variance of Monte Carlo estimators of expectations using the derivatives of the log target.
Computation Methodology