Distilling Importance Sampling for Likelihood Free Inference

Dennis Prangle; Cecilia Viscardi

doi:10.1080/10618600.2023.2175688

Distilling Importance Sampling for Likelihood Free Inference

Dennis Prangle
, Cecilia Viscardi

School of Mathematics

Research output: Contribution to journal › Article (Academic Journal) › peer-review

5 Citations (Scopus)

Original language	English
Pages (from-to)	1461-1471
Number of pages	11
Journal	Journal of Computational and Graphical Statistics
Volume	32
Issue number	4
DOIs	https://doi.org/10.1080/10618600.2023.2175688
Publication status	Published - 15 Mar 2023

Bibliographical note

Funding Information:
The authors gratefully acknowledge: Alex Shestopaloff for providing MCMC code for the M/G/1 model; Sammy Ragy for spotting several typos; Andrew Golightly, Chris Williams and anonymous reviewers for helpful suggestions. This work was supported by the EPSRC under grant EPSRC EP/V049127/1 (Dennis Prangle); and Italian Ministry of University and Research (MIUR) under grant 58523_DIPECC (Cecilia Viscardi). The authors have no potential conflict of interest to report.

Publisher Copyright:
© 2023 The Author(s). Published with license by Taylor & Francis Group, LLC.

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10.1080/10618600.2023.2175688Licence: CC BY

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Persistent link

Learn2Sim: Learning to steer computer simulators
Prangle, D. (Principal Investigator)
24/07/21 → 23/07/23
Project: Research

Cite this

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title = "Distilling Importance Sampling for Likelihood Free Inference",

author = "Dennis Prangle and Cecilia Viscardi",

note = "Funding Information: The authors gratefully acknowledge: Alex Shestopaloff for providing MCMC code for the M/G/1 model; Sammy Ragy for spotting several typos; Andrew Golightly, Chris Williams and anonymous reviewers for helpful suggestions. This work was supported by the EPSRC under grant EPSRC EP/V049127/1 (Dennis Prangle); and Italian Ministry of University and Research (MIUR) under grant 58523\_DIPECC (Cecilia Viscardi). The authors have no potential conflict of interest to report. Publisher Copyright: {\textcopyright} 2023 The Author(s). Published with license by Taylor \& Francis Group, LLC.",

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AU - Viscardi, Cecilia

N1 - Funding Information: The authors gratefully acknowledge: Alex Shestopaloff for providing MCMC code for the M/G/1 model; Sammy Ragy for spotting several typos; Andrew Golightly, Chris Williams and anonymous reviewers for helpful suggestions. This work was supported by the EPSRC under grant EPSRC EP/V049127/1 (Dennis Prangle); and Italian Ministry of University and Research (MIUR) under grant 58523_DIPECC (Cecilia Viscardi). The authors have no potential conflict of interest to report. Publisher Copyright: © 2023 The Author(s). Published with license by Taylor & Francis Group, LLC.

PY - 2023/3/15

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DO - 10.1080/10618600.2023.2175688

M3 - Article (Academic Journal)

SN - 1061-8600

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SP - 1461

EP - 1471

JO - Journal of Computational and Graphical Statistics

JF - Journal of Computational and Graphical Statistics

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ER -

Distilling Importance Sampling for Likelihood Free Inference

Bibliographical note

Access to Document

Handle.net

Projects

Learn2Sim: Learning to steer computer simulators

Cite this