Robust generalised Bayesian inference for intractable likelihoods

T Matsubara, J Knoblauch, FX Briol… - Journal of the Royal …, 2022 - academic.oup.com
Generalised Bayesian inference updates prior beliefs using a loss function, rather than a
likelihood, and can therefore be used to confer robustness against possible mis …

A general perspective on the Metropolis-Hastings kernel

C Andrieu, A Lee, S Livingstone - arXiv preprint arXiv:2012.14881, 2020 - arxiv.org
Since its inception the Metropolis-Hastings kernel has been applied in sophisticated ways to
address ever more challenging and diverse sampling problems. Its success stems from the …

Improving multiple-try Metropolis with local balancing

P Gagnon, F Maire, G Zanella - Journal of Machine Learning Research, 2023 - jmlr.org
Multiple-try Metropolis (MTM) is a popular Markov chain Monte Carlo method with the
appealing feature of being amenable to parallel computing. At each iteration, it samples …

Statistic selection and MCMC for differentially private Bayesian estimation

B Alparslan, S Yıldırım - Statistics and Computing, 2022 - Springer
This paper concerns differentially private Bayesian estimation of the parameters of a
population distribution, when a noisy statistic of a sample from that population is shared to …

Differentially private online Bayesian estimation with adaptive truncation

S Yildirim - Turkish Journal of Electrical Engineering and …, 2024 - journals.tubitak.gov.tr
In this paper, a novel online and adaptive truncation method is proposed for differentially
private Bayesian online estimation of a static parameter regarding a population. A local …

Speeding up inference of homologous recombination in bacteria

FJ Medina-Aguayo, X Didelot, RG Everitt - Bayesian Analysis, 2024 - projecteuclid.org
Details on priors: Full details of prior distributions used on the full set of parameters.
Likelihood computation: Details on how to compute the likelihood function using the JC69 …