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stat.ML2019★ 9 cited
Batch simulations and uncertainty quantification in Gaussian process surrogate approximate Bayesian computation
Marko Järvenpää, Aki Vehtari, Pekka Marttinen
The computational efficiency of approximate Bayesian computation (ABC) has been improved by using surrogate models such as Gaussian processes (GP). In one such promising framework…
stat.ML2017★ 33 cited
ELFI: Engine for Likelihood-Free Inference
Jarno Lintusaari, Henri Vuollekoski, Antti Kangasrääsiö +7
Engine for Likelihood-Free Inference (ELFI) is a Python software library for performing likelihood-free inference (LFI). ELFI provides a convenient syntax for arranging components…