156 citations · 391 across the 43 of their papers we have counts for
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stat.ME2015
Exact ABC using Importance Sampling
Minh Ngoc Tran, Robert Kohn
Approximate Bayesian Computation (ABC) is a powerful method for carrying out Bayesian inference when the likelihood is computationally intractable. However, a drawback of ABC is th…
stat.CO2015★ 45 cited
Speeding Up MCMC by Delayed Acceptance and Data Subsampling
Matias Quiroz, Minh-Ngoc Tran, Mattias Villani +1
The complexity of the Metropolis-Hastings (MH) algorithm arises from the requirement of a likelihood evaluation for the full data set in each iteration. Payne and Mallick (2015) pr…
stat.ME2015★ 3 cited
Variational Bayes with Intractable Likelihood
Minh-Ngoc Tran, David J. Nott, Robert Kohn
Variational Bayes (VB) is rapidly becoming a popular tool for Bayesian inference in statistical modeling. However, the existing VB algorithms are restricted to cases where the like…