Variational Bayesian Monte Carlo with Noisy Likelihoods

作者: Luigi Acerbi

摘要

Variational Bayesian Monte Carlo (VBMC) is a recently introduced framework that uses Gaussian process surrogates to perform approximate Bayesian inference in models with black-box, non-cheap likelihoods. In this work, we extend VBMC to deal with noisy log-likelihood evaluations, such as those arising from simulation-based models. We introduce new

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