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20082025
most citedOn sequential Monte Carlo, partial rejection control and approximate Bayesian computation

15 citations · 61 across the 20 of their papers we have counts for

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8 papers · 1 filter

stat.CO2019★ 1 cited

A review of Approximate Bayesian Computation methods via density estimation: inference for simulator-models

Clara Grazian, Yanan Fan

This paper provides a review of Approximate Bayesian Computation (ABC) methods for carrying out Bayesian posterior inference, through the lens of density estimation. We describe se…

stat.CO2018

High-dimensional ABC

D. J. Nott, V. M. -H. Ong, Y. Fan +1

This Chapter, "High-dimensional ABC", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind extending A…

stat.CO2015★ 5 cited

Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model

Jingjing Li, David J. Nott, Yanan Fan +1

Approximate Bayesian computation (ABC) refers to a family of inference methods used in the Bayesian analysis of complex models where evaluation of the likelihood is difficult. Conv…

stat.CO2012★ 4 cited

Approximate Bayesian Computation via Regression Density Estimation

Y. Fan, D. J. Nott, S. A. Sisson

Approximate Bayesian computation (ABC) methods, which are applicable when the likelihood is difficult or impossible to calculate, are an active topic of current research. Most curr…

stat.CO2012

Simultaneous adjustment of bias and coverage probabilities for confidence intervals

P. Menendez, Y. Fan, P. H. Garthwaite +1

A new method is proposed for the correction of confidence intervals when the original interval does not have the correct nominal coverage probabilities in the frequentist sense. Th…

stat.CO2012

Discussions on Fernhead and Prangle (2012)

D. J. Nott, Y. Fan, S. A. Sisson

Two contributions to the discussion of Fearnhead P. and D. Prangle (2012). Constructing summary statistics for approximate Bayesian computation: Semi-automatic approx- imate Bayesi…