论文标题
半参数贝叶斯合成可能性的转换
Transformations in Semi-Parametric Bayesian Synthetic Likelihood
论文作者
论文摘要
贝叶斯合成的可能性(BSL)是一种流行的方法,用于在可能性函数棘手时进行近似贝叶斯推断。在合成的可能性方法中,可能性函数通过模型模拟进行参数近似,然后将基于标准的可能性技术用于执行推理。高斯合成的可能性估计量已在BSL文献中变得无处不在,主要是为了简单性和易于实施。但是,它通常过于限制,可能导致后近似值不佳。最近,引入了更灵活的半参数合成可能性(SEMIBSL)估计量,这对于不规则分布的摘要统计量更为强大。在这项工作中,我们向Semibsl提出了许多扩展。首先,我们使用转换内核密度估计来考虑更加灵活的边际分布估计器。其次,我们提出美白Semibsl(Wsemibsl) - 一种显着提高SemiBSL计算效率的方法。 Wsemibsl使用近似的美白转化来在每种算法迭代中脱摩所统计。本文开发的方法显着提高了BSL算法的多功能性和效率。
Bayesian synthetic likelihood (BSL) is a popular method for performing approximate Bayesian inference when the likelihood function is intractable. In synthetic likelihood methods, the likelihood function is approximated parametrically via model simulations, and then standard likelihood-based techniques are used to perform inference. The Gaussian synthetic likelihood estimator has become ubiquitous in BSL literature, primarily for its simplicity and ease of implementation. However, it is often too restrictive and may lead to poor posterior approximations. Recently, a more flexible semi-parametric Bayesian synthetic likelihood (semiBSL) estimator has been introduced, which is significantly more robust to irregularly distributed summary statistics. In this work, we propose a number of extensions to semiBSL. First, we consider even more flexible estimators of the marginal distributions using transformation kernel density estimation. Second, we propose whitening semiBSL (wsemiBSL) -- a method to significantly improve the computational efficiency of semiBSL. wsemiBSL uses an approximate whitening transformation to decorrelate summary statistics at each algorithm iteration. The methods developed herein significantly improve the versatility and efficiency of BSL algorithms.