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Keyword

intractable likelihood

Description: A statistical likelihood that cannot be evaluated directly or efficiently, motivating approximate inference and computational methods.
OpenAlex ID: keywords/intractable-likelihood
Sequential Monte Carlo without likelihoods
2007 · S. A. Sisson, Y. Fan, et al. · Proceedings of the National Academy of Sciences · 859
Approximate Bayesian computational methods
2011 · Jean-Michel Marin, Pierre Pudlo, et al. · Statistics and Computing · 822
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An adaptive sequential Monte Carlo method for approximate Bayesian computation
2011 · Pierre Del Moral, Arnaud Doucet, et al. · Statistics and Computing · 505
Sequential Neural Likelihood: Fast Likelihood-free Inference with Autoregressive Flows
2018 · Papamakarios, George, Sterratt, David C., et al. · arXiv (Cornell University) · 190
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Bayesian Synthetic Likelihood
2017 · L. F. Price, C. C. Drovandi, et al. · Journal of Computational and Graphical Statistics · 189
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Revisiting Classifier Two-Sample Tests
2016 · Lopez-Paz, David, Oquab, Maxime · arXiv (Cornell University) · 147
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Fast $ε$-free Inference of Simulation Models with Bayesian Conditional Density Estimation
2016 · Papamakarios, George, Murray, Iain · arXiv (Cornell University) · 147
Automatic Posterior Transformation for Likelihood-Free Inference
2019 · Greenberg, David S., Nonnenmacher, Marcel, et al. · arXiv (Cornell University) · 137
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Approximate Bayesian Computation with the Wasserstein Distance
2019 · Espen Bernton, Pierre E. Jacob, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 134
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The Correlated Pseudomarginal Method
2018 · George Deligiannidis, Arnaud Doucet, et al. · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 114
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New insights into Approximate Bayesian Computation
2015 · Gérard Biau, Frédéric Cérou, et al. · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 110
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Bayesian Indirect Inference Using a Parametric Auxiliary Model
2015 · Christopher C. Drovandi, Anthony N. Pettitt, et al. · Statistical Science · 105
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Filtering via approximate Bayesian computation
2010 · Ajay Jasra, Sumeetpal S. Singh, et al. · Statistics and Computing · 103
Approximate Bayesian computation for forward modeling in cosmology
2015 · Joël Akeret, Alexandre Refregier, et al. · Journal of Cosmology and Astroparticle Physics · 102
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Approximate Bayesian Computation Using Indirect Inference
2011 · Christopher C. Drovandi, Anthony N. Pettitt, et al. · Journal of the Royal Statistical Society Series C (Applied Statistics) · 97
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Variational Bayes With Intractable Likelihood
2017 · Minh-Ngoc Tran, David J. Nott, et al. · Journal of Computational and Graphical Statistics · 91
Estimating Functions in Indirect Inference
2004 · Knut Heggland, Arnoldo Frigessi · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 91
Likelihood-free inference via classification
2017 · Michael U. Gutmann, Ritabrata Dutta, et al. · Statistics and Computing · 90
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Asymptotic properties of approximate Bayesian computation
2018 · D T Frazier, G M Martin, et al. · Biometrika · 87
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Approximate Bayesian computation with differential evolution
2012 · Brandon M. Turner, Per B. Sederberg · Journal of Mathematical Psychology · 85
On parameter estimation with the Wasserstein distance
2019 · Espen Bernton, Pierre E Jacob, et al. · Information and Inference A Journal of the IMA · 74
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An Application of the EM Algorithm to Degradation Modeling
2008 · Tsan Sheng Ng · IEEE Transactions on Reliability · 71
Bayesian composite marginal likelihoods
2011 · Francesco Pauli, Walter Racugno, et al. · ArTS Archivio della ricerca di Trieste (University of Trieste https://www.units.it/) · 70
MFBO-SSM: Multi-Fidelity Bayesian Optimization for Fast Inference in State-Space Models
2019 · Mahdi Imani, Seyede Fatemeh Ghoreishi, et al. · Proceedings of the AAAI Conference on Artificial Intelligence · 69
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Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
2014 · Thomas A. Dean, Sumeetpal S. Singh, et al. · Scandinavian Journal of Statistics · 68
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Works count: 567
Citation count: 7,803
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