18 citations · 67 across the 26 of their papers we have counts for
4 papers · 1 filter
Focused Bayesian Prediction
Ruben Loaiza-Maya, Gael M. Martin, David T. Frazier
We propose a new method for conducting Bayesian prediction that delivers accurate predictions without correctly specifying the unknown true data generating process. A prior is defi…
Efficient Bayesian synthetic likelihood with whitening transformations
Jacob W. Priddle, Scott A. Sisson, David T. Frazier +1
Likelihood-free methods are an established approach for performing approximate Bayesian inference for models with intractable likelihood functions. However, they can be computation…
Indirect Inference for Locally Stationary Models
David Frazier, Bonsoo Koo
We propose the use of indirect inference estimation to conduct inference in complex locally stationary models. We develop a local indirect inference algorithm and establish the asy…
Robust Approximate Bayesian Inference with Synthetic Likelihood
David T. Frazier, Christopher Drovandi
Bayesian synthetic likelihood (BSL) is now an established method for conducting approximate Bayesian inference in models where, due to the intractability of the likelihood function…