64 citations · 65 across the 4 of their papers we have counts for
5 papers
Approximating evidence via bounded harmonic means
Dana Naderi, Christian P Robert, Kaniav Kamary +1
Efficient Bayesian model selection relies on the model evidence or marginal likelihood, whose computation often requires evaluating an intractable integral. The harmonic mean estim…
Permutations accelerate Approximate Bayesian Computation
Antoine Luciano, Charly Andral, Christian P. Robert +1
Approximate Bayesian Computation (ABC) methods have become essential tools for performing inference when likelihood functions are intractable or computationally prohibitive. Howeve…
Simulating signed mixtures
Julien Stoehr, Christian P. Robert
Simulating mixtures of distributions with signed weights proves a challenge as standard simulation algorithms are inefficient in handling the negative weights. In particular, the n…
Expectation propagation as a way of life: A framework for Bayesian inference on partitioned data
Aki Vehtari, Andrew Gelman, Tuomas Sivula +7
A common divide-and-conquer approach for Bayesian computation with big data is to partition the data, perform local inference for each piece separately, and combine the results to…
An attempt at reading Keynes' Treatise on Probability
Christian P. Robert
The book A Treatise on Probability was published by John Maynard Keynes in 1921. It contains a critical assessment of the foundations of probability and of the current statistical…