Category: Gaussian processes

delayed-acceptance. ADA boosted

Samuel Wiqvist and co-authors from Scandinavia have recently arXived a paper on a new version of delayed acceptance MCMC. The ADA in the novel algorithm stands for approximate and accelerated, where the approximation in the first stage is to use a Gaussian process to replace the likelihood. In our approach, we used subsets for partial […]

uncertainty in the ABC posterior

In the most recent Bayesian Analysis, Marko Järvenpää et al. (including my coauthor Aki Vehtari) consider an ABC setting where the number of available simulations of pseudo-samples  is limited. And where they want to quantify the amount of uncertainty resulting from the estimation of the ABC posterior density. Which is a version of the Monte […]