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20142023
most citedBayesian Indirect Inference Using a Parametric Auxiliary Model

110 citations · 461 across the 50 of their papers we have counts for

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Showing 2022 · stat.MEShow all

7 papers · 2 filters

stat.ME2022★ 1 cited

Pooling information in likelihood-free inference

David T. Frazier, Christopher Drovandi, Lucas Kock +1

Likelihood-free inference (LFI) methods, such as approximate Bayesian computation, have become commonplace for conducting inference in complex models. Many approaches are based on…

stat.ME2022★ 1 cited

Monte Carlo twisting for particle filters

Joshua J Bon, Christopher Drovandi, Anthony Lee

We consider the problem of designing efficient particle filters for twisted Feynman--Kac models. Particle filters using twisted models can deliver low error approximations of stati…

stat.ME2022★ 1 cited

Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localisation

Christopher Drovandi, David J Nott, David T Frazier

Likelihood-free methods are an essential tool for performing inference for implicit models which can be simulated from, but for which the corresponding likelihood is intractable. H…

stat.ME2022★ 16 cited

Strategic model reduction by analysing model sloppiness: a case study in coral calcification

Sarah A. Vollert, Christopher Drovandi, Gloria M. Monsalve-Bravo +1

It can be difficult to identify ways to reduce the complexity of large models whilst maintaining predictive power, particularly where there are hidden parameter interdependencies.…

stat.ME2022

Modularized Bayesian analyses and cutting feedback in likelihood-free inference

Atlanta Chakraborty, David J. Nott, Christopher Drovandi +2

There has been much recent interest in modifying Bayesian inference for misspecified models so that it is useful for specific purposes. One popular modified Bayesian inference meth…

stat.ME2022★ 2 cited

Analysis of sloppiness in model simulations: unveiling parameter uncertainty when mathematical models are fitted to data

Gloria M. Monsalve-Bravo, Brodie A. J. Lawson, Christopher Drovandi +7

This work introduces a comprehensive approach to assess the sensitivity of model outputs to changes in parameter values, constrained by the combination of prior beliefs and data. T…

stat.ME2022★ 1 cited

Population Calibration using Likelihood-Free Bayesian Inference

Christopher Drovandi, Brodie Lawson, Adrianne L Jenner +1

In this paper we develop a likelihood-free approach for population calibration, which involves finding distributions of model parameters when fed through the model produces a set o…