Split-BOLFI for for misspecification-robust likelihood free inference in high dimensions

21 Feb 2020Owen ThomasHenri PesonenRaquel Sá-LeãoHermínia de LencastreSamuel KaskiJukka Corander

Likelihood-free inference for simulator-based statistical models has recently grown rapidly from its infancy to a useful tool for practitioners. However, models with more than a very small number of parameters as the target of inference have remained an enigma, in particular for the approximate Bayesian computation (ABC) community... (read more)

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