Search Results for author: Leah F. South

Found 3 papers, 2 papers with code

Semi-Exact Control Functionals From Sard's Method

1 code implementation31 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

BSL: An R Package for Efficient Parameter Estimation for Simulation-Based Models via Bayesian Synthetic Likelihood

no code implementations25 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.

Density Estimation

Regularized Zero-Variance Control Variates

1 code implementation13 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

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