Comprehensive review of models and methods for inferences in bio-chemical reaction networks

P Loskot, K Atitey, L Mihaylova - Frontiers in genetics, 2019 - frontiersin.org
The key processes in biological and chemical systems are described by networks of
chemical reactions. From molecular biology to biotechnology applications, computational …

Empirical validation of agent-based models

T Lux, RCJ Zwinkels - Handbook of computational economics, 2018 - Elsevier
The literature on agent-based models has been highly successful in replicating many
stylized facts of financial and macroeconomic time series. Over the past decade, however …

Computing Bayes: From then 'til now

GM Martin, DT Frazier, CP Robert - Statistical Science, 2024 - projecteuclid.org
This paper takes the reader on a journey through the history of Bayesian computation, from
the 18th century to the present day. Beginning with the one-dimensional integral first …

Adaptive, delayed-acceptance MCMC for targets with expensive likelihoods

C Sherlock, A Golightly… - Journal of Computational …, 2017 - Taylor & Francis
When conducting Bayesian inference, delayed-acceptance (DA) Metropolis–Hastings (MH)
algorithms and DA pseudo-marginal MH algorithms can be applied when it is …

Computing Bayes: Bayesian computation from 1763 to the 21st century

GM Martin, DT Frazier, CP Robert - arxiv preprint arxiv:2004.06425, 2020 - arxiv.org
The Bayesian statistical paradigm uses the language of probability to express uncertainty
about the phenomena that generate observed data. Probability distributions thus …

Accelerating Metropolis-Hastings algorithms by delayed acceptance

M Banterle, C Grazian, A Lee, CP Robert - arxiv preprint arxiv:1503.00996, 2015 - arxiv.org
MCMC algorithms such as Metropolis-Hastings algorithms are slowed down by the
computation of complex target distributions as exemplified by huge datasets. We offer in this …

A survey of Monte Carlo methods for noisy and costly densities with application to reinforcement learning and ABC

F Llorente, L Martino, J Read… - International …, 2024 - Wiley Online Library
This survey gives an overview of Monte Carlo methodologies using surrogate models, for
dealing with densities that are intractable, costly, and/or noisy. This type of problem can be …

Multifidelity multilevel Monte Carlo to accelerate approximate Bayesian parameter inference for partially observed stochastic processes

DJ Warne, TP Prescott, RE Baker… - Journal of Computational …, 2022 - Elsevier
Abstract Models of stochastic processes are widely used in almost all fields of science.
Theory validation, parameter estimation, and prediction all require model calibration and …

Markov chain Monte Carlo with Gaussian processes for fast parameter estimation and uncertainty quantification in a 1D fluid‐dynamics model of the pulmonary …

LM Paun, D Husmeier - International journal for numerical …, 2021 - Wiley Online Library
The past few decades have witnessed an explosive synergy between physics and the life
sciences. In particular, physical modelling in medicine and physiology is a topical research …

Speeding up MCMC by delayed acceptance and data subsampling

M Quiroz, MN Tran, M Villani, R Kohn - Journal of Computational …, 2018 - Taylor & Francis
The complexity of the Metropolis–Hastings (MH) algorithm arises from the requirement of a
likelihood evaluation for the full dataset in each iteration. One solution has been proposed to …