Search Results for author: Samuel Wiqvist

Found 4 papers, 4 papers with code

Sequential Neural Posterior and Likelihood Approximation

1 code implementation12 Feb 2021 Samuel Wiqvist, Jes Frellsen, Umberto Picchini

We introduce the sequential neural posterior and likelihood approximation (SNPLA) algorithm.

Efficient inference for stochastic differential equation mixed-effects models using correlated particle pseudo-marginal algorithms

1 code implementation23 Jul 2019 Samuel Wiqvist, Andrew Golightly, Ashleigh T. Mclean, Umberto Picchini

Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units and, optionally, account for measurement error.

Computation Methodology

Partially Exchangeable Networks and Architectures for Learning Summary Statistics in Approximate Bayesian Computation

1 code implementation29 Jan 2019 Samuel Wiqvist, Pierre-Alexandre Mattei, Umberto Picchini, Jes Frellsen

We present a novel family of deep neural architectures, named partially exchangeable networks (PENs) that leverage probabilistic symmetries.

Time Series Time Series Analysis

Accelerating delayed-acceptance Markov chain Monte Carlo algorithms

1 code implementation15 Jun 2018 Samuel Wiqvist, Umberto Picchini, Julie Lyng Forman

In our accelerated algorithm the calculations in the "second stage" of the delayed-acceptance scheme are reordered in such as way that we can obtain a significant speed-up in the MCMC sampling, when the evaluation of the likelihood function is computationally intensive.

Computation

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