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stat.CO2026
Neural composite likelihood estimation: simulation based inference for time series
Grace Yan, Mark Beaumont, Dennis Prangle
Simulation based inference (SBI) circumvents the challenge of intractable likelihoods by using a simulator that generates data given parameter values. For instance, neural likeliho…
stat.CO2025
A Comparison of Kernels for ABC-SMC
Dennis Prangle, Cecilia Viscardi, Sammy Ragy
A popular method for likelihood-free inference is approximate Bayesian computation sequential Monte Carlo (ABC-SMC) algorithms. These approximate the posterior using a population o…