207 citations · 565 across the 24 of their papers we have counts for
5 papers · 1 filter
Pseudo-marginal Metropolis--Hastings using averages of unbiased estimators
Chris Sherlock, Alexandre Thiery, Anthony Lee
We consider a pseudo-marginal Metropolis--Hastings kernel that is constructed using an average of exchangeable random variables, as well as an analogous kernel that…
Bayesian Indirect Inference Using a Parametric Auxiliary Model
Christopher C. Drovandi, Anthony N. Pettitt, Anthony Lee
Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both…
Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
Anthony Lee, Krzysztof Latuszynski
Approximate Bayesian computation has emerged as a standard computational tool when dealing with the increasingly common scenario of completely intractable likelihood functions in B…
Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation"
Christophe Andrieu, Simon Barthelme, Nicolas Chopin +11
This report is a collection of comments on the Read Paper of Fearnhead and Prangle (2011), to appear in the Journal of the Royal Statistical Society Series B, along with a reply fr…
A Hierarchical Bayesian Framework for Constructing Sparsity-inducing Priors
Anthony Lee, Francois Caron, Arnaud Doucet +1
Variable selection techniques have become increasingly popular amongst statisticians due to an increased number of regression and classification applications involving high-dimensi…