3 papers
stat.CO2025
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…
stat.ME2025
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…
stat.CO2024
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…