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Martin GM, Frazier DT, Robert CP. Computing Bayes: From Then ‘Til Now. Stat Sci 2023. [DOI: 10.1214/22-sts876] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 03/06/2023]
Affiliation(s)
- Gael M. Martin
- Gael M. Martin is Professor, Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia
| | - David T. Frazier
- David T. Frazier is Associate Professor, Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia
| | - Christian P. Robert
- Christian P. Robert is Professor, Ceremade, Université Paris-Dauphine, Paris, France, and Department of Statistics, Warwick University, Coventry, UK
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Martin GM, Frazier DT, Robert CP. Approximating Bayes in the 21st Century. Stat Sci 2023. [DOI: 10.1214/22-sts875] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 02/25/2023]
Affiliation(s)
- Gael M. Martin
- Gael M. Martin is Professor, Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia
| | - David T. Frazier
- David T. Frazier is Associate Professor, Department of Econometrics and Business Statistics, Monash University, Melbourne, Australia
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3
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Frazier DT, Nott DJ, Drovandi C, Kohn R. Bayesian inference using synthetic likelihood: asymptotics and adjustments. J Am Stat Assoc 2022. [DOI: 10.1080/01621459.2022.2086132] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
Affiliation(s)
- David T. Frazier
- Department of Econometrics and Business Statistics, Monash University, Clayton VIC 3800, Australia
- Australian Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)
| | - David J. Nott
- Department of Statistics and Applied Probability, National University of Singapore, Singapore 117546
- Operations Research and Analytics Cluster, National University of Singapore, Singapore 119077
| | - Christopher Drovandi
- School of Mathematical Sciences, Queensland University of Technology, Brisbane 4000 Australia
- Australian Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)
| | - Robert Kohn
- Australian School of Business, School of Economics, University of New South Wales, Sydney NSW 2052, Australia
- Australian Centre of Excellence for Mathematical and Statistical Frontiers (ACEMS)
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4
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Kaji T, Ročková V. Metropolis-Hastings via Classification. J Am Stat Assoc 2022. [DOI: 10.1080/01621459.2022.2060836] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/18/2022]
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Priddle JW, Sisson SA, Frazier DT, Turner I, Drovandi C. Efficient Bayesian Synthetic Likelihood With Whitening Transformations. J Comput Graph Stat 2021. [DOI: 10.1080/10618600.2021.1979012] [Citation(s) in RCA: 2] [Impact Index Per Article: 0.7] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 10/24/2022]
Affiliation(s)
- Jacob W. Priddle
- School of Mathematical Sciences, Queensland University of Technology, Brisbane, Australia
| | | | - David T. Frazier
- Department of Econometrics and Business Statistics, Monash University, Clayton, Australia
| | - Ian Turner
- School of Mathematical Sciences, Queensland University of Technology, Brisbane, Australia
| | - Christopher Drovandi
- School of Mathematical Sciences, Queensland University of Technology, Brisbane, Australia
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