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Journal of Computational and Graphical Statistics
Article . 2025 . Peer-reviewed
License: CC BY NC ND
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https://dx.doi.org/10.48550/ar...
Article . 2023
License: CC BY
Data sources: Datacite
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Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihood

Authors: Nhat-Minh Nguyen; Minh-Ngoc Tran; Christopher Drovandi; David Nott;

Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihood

Abstract

The Bayesian Synthetic Likelihood (BSL) method is a widely-used tool for likelihood-free Bayesian inference. This method assumes that some summary statistics are normally distributed, which can be incorrect in many applications. We propose a transformation, called the Wasserstein Gaussianization transformation, that uses a Wasserstein gradient flow to approximately transform the distribution of the summary statistics into a Gaussian distribution. BSL also implicitly requires compatibility between simulated summary statistics under the working model and the observed summary statistics. A robust BSL variant which achieves this has been developed in the recent literature. We combine the Wasserstein Gaussianization transformation with robust BSL, and an efficient Variational Bayes procedure for posterior approximation, to develop a highly efficient and reliable approximate Bayesian inference method for likelihood-free problems.

Keywords

FOS: Computer and information sciences, Statistics - Machine Learning, Machine Learning (stat.ML), Statistics - Computation, Computation (stat.CO)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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hybrid