Approximate Bayes Methods

Robust Approximate Bayesian Inference with Synthetic Likelihood

Bayesian synthetic likelihood (BSL) is now an established method for conducting approximate Bayesian inference in models where, due to the intractability of the likelihood function, exact Bayesian approaches are either infeasible or computationally …

Model Misspecification in ABC (Consequences and Diagnostics)

We analyze the behavior of approximate Bayesian computation (ABC) when the model generating the simulated data differs from the actual data generating process; i.e., when the data simulator in ABC is misspecified. We demonstrate both theoretically …

Approximate Bayes Projects

A short discussion of my ongoing projects related approximate Bayesian methods.