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• W3040609822 startingPage "107797" @default.
• W3040609822 abstract "Bayesian synthetic likelihood (BSL) is an established method for performing approximate Bayesian inference when the likelihood function is intractable. In synthetic likelihood methods, the likelihood function is approximated parametrically via model simulations, and then standard likelihood-based techniques are used to perform inference. The Gaussian synthetic likelihood estimator has become ubiquitous in BSL literature, primarily for its simplicity and ease of implementation. However, it is often too restrictive and may lead to poor posterior approximations. Recently, a more flexible semi-parametric Bayesian synthetic likelihood (semiBSL) estimator has been introduced, which is significantly more robust to irregularly distributed summary statistics. A number of extensions to semiBSL are proposed. First, even more flexible estimators of the marginal distributions are considered, using transformation kernel density estimation. Second, whitening semiBSL (wsemiBSL) is proposed – a method to significantly improve the computational efficiency of semiBSL. wsemiBSL uses an approximate whitening transformation to decorrelate summary statistics at each algorithm iteration. The methods developed herein significantly improve the versatility and efficiency of BSL algorithms." @default.
• W3040609822 created "2020-07-10" @default.
• W3040609822 creator A5070517866 @default.
• W3040609822 creator A5078256312 @default.
• W3040609822 date "2023-11-01" @default.
• W3040609822 modified "2023-09-27" @default.
• W3040609822 title "Transformations in semi-parametric Bayesian synthetic likelihood" @default.
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• W3040609822 doi "https://doi.org/10.1016/j.csda.2023.107797" @default.
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