4 accepted papers
We propose a novel calibration method for computer simulators, dealing with the problem of covariate shift.Covariate shift is the situation where input distributions for training and test are different, and ubiquitous in applications of simulations. Our approach is based on Bayesian inference with k…
Adaptive Bayesian quadrature (ABQ) is a powerful approach to numerical integration that empirically compares favorably with Monte Carlo integration on problems of medium dimensionality (where non-adaptive quadrature is not competitive). Its key ingredient is an acquisition function that changes as a…
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We provide a theoretical explanation regarding why the approach works…
Kernel-based quadrature rules are becoming important in machine learning and statistics, as they achieve super-$¥sqrt{n}$ convergence rates in numerical integration, and thus provide alternatives to Monte Carlo integration in challenging settings where integrands are expensive to evaluate or where i…