Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations

3 May 2019Marko JärvenpääMichael GutmannAki VehtariPekka Marttinen

We consider Bayesian inference when only a limited number of noisy log-likelihood evaluations can be obtained. This occurs for example when complex simulator-based statistical models are fitted to data, and synthetic likelihood (SL) method is used to form the noisy log-likelihood estimates using computationally costly forward simulations... (read more)

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