Lazarus, A., Husmeier, D. and Papamarkou, T. (2017) Inference in Complex Systems Using Multi-Phase MCMC Sampling With Gradient Matching Burn-in. In: 32nd International Workshop on Statistical Modelling, Groningen, Netherlands, 03-07 Jul 2017, pp. 52-57.
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Publisher's URL: https://iwsm2017.webhosting.rug.nl/IWSM_2017_V1.pdf
Abstract
We propose a novel method for parameter inference that builds on the current research in gradient matching surrogate likelihood spaces. Adopting a three phase technique, we demonstrate that it is possible to obtain parameter estimates of limited bias whilst still adopting the paradigm of the computationally cheap surrogate approximation.
| Item Type: | Conference Proceedings |
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| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Husmeier, Professor Dirk and Papamarkou, Dr Theodore and Lazarus, Dr Alan |
| Authors: | Lazarus, A., Husmeier, D., and Papamarkou, T. |
| College/School: | College of Science and Engineering > School of Mathematics and Statistics > Statistics |
| Copyright Holders: | Copyright © 2017 The Authors |
| First Published: | First published in Proceedings of the 32nd International Workshop on Statistical Modelling: 52-57 |
| Publisher Policy: | Reproduced with the permission of the Editor |
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