Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Computational and Graphical Statistics"
DOI: 10.1080/10618600.2021.1880921
Abstract: A common method for assessing validity of Bayesian sampling or approximate inference methods makes use of simulated data replicates for parameters drawn from the prior. Under continuity assumptions, quantiles of functions of the simulated parameter… read more here.
Keywords: adjustment approximate; law total; approximate inference; total variance ... See more keywords
Random Forest Adjustment for Approximate Bayesian Computation
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Computational and Graphical Statistics"
DOI: 10.1080/10618600.2021.1981341
Abstract: Abstract We propose a novel method for regression adjustment in approximate Bayesian computation to help improve the accuracy and computational efficiency of the posterior inference. The proposed method uses random forest regression to model the… read more here.
Keywords: approximate bayesian; random forest; bayesian computation; adjustment approximate ... See more keywords