Search Results for author: Christopher Drovandi

Found 16 papers, 9 papers with code

Reevaluating coexistence and stability in ecosystem networks to address ecological transients: methods and implications

no code implementations1 May 2024 Sarah A. Vollert, Christopher Drovandi, Matthew P. Adams

Here, we develop and demonstrate a new framework for representing ecosystems without considering equilibrium dynamics.

Preconditioned Neural Posterior Estimation for Likelihood-free Inference

no code implementations21 Apr 2024 Xiaoyu Wang, Ryan P. Kelly, David J. Warne, Christopher Drovandi

To overcome this, we propose preconditioned NPE (PNPE) and its sequential version (PSNPE), which uses a short run of ABC to effectively eliminate regions of parameter space that produce large discrepancy between simulations and data and allow the posterior emulator to be more accurately trained.

Unlocking ensemble ecosystem modelling for large and complex networks

no code implementations21 Jul 2023 Sarah A. Vollert, Christopher Drovandi, Matthew P. Adams

Additionally, we demonstrate how to identify the parameter combinations that strongly drive feasibility and stability, drawing ecological insight from the ensembles.

Wasserstein Gaussianization and Efficient Variational Bayes for Robust Bayesian Synthetic Likelihood

1 code implementation24 May 2023 Nhat-Minh Nguyen, Minh-Ngoc Tran, Christopher Drovandi, David Nott

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.

Bayesian Inference

Bayesian score calibration for approximate models

1 code implementation10 Nov 2022 Joshua J Bon, David J Warne, David J Nott, Christopher Drovandi

In this paper we propose a new method for adjusting approximate posterior samples to reduce bias and produce more accurate uncertainty quantification.

Bayesian Inference Uncertainty Quantification

Transport Reversible Jump Proposals

1 code implementation22 Oct 2022 Laurence Davies, Robert Salomone, Matthew Sutton, Christopher Drovandi

Reversible jump Markov chain Monte Carlo (RJMCMC) proposals that achieve reasonable acceptance rates and mixing are notoriously difficult to design in most applications.

Density Estimation

Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localisation

no code implementations14 Jul 2022 Christopher Drovandi, David J Nott, David T Frazier

We describe an idealized low-dimensional summary statistic that is, in principle, suitable for marginal estimation.

Inference of ventricular activation properties from non-invasive electrocardiography

no code implementations28 Oct 2020 Julia Camps, Brodie Lawson, Christopher Drovandi, Ana Minchole, Zhinuo Jenny Wang, Vicente Grau, Kevin Burrage, Blanca Rodriguez

We demonstrate results from our inference method on a cohort of twenty virtual subjects with cardiac volumes ranging from 74 cm3 to 171 cm3 and considering low versus high resolution for the endocardial discretisation (which determines possible locations of the earliest activation sites).

Decision Making Dynamic Time Warping

Accelerating sequential Monte Carlo with surrogate likelihoods

1 code implementation8 Sep 2020 Joshua J Bon, Anthony Lee, Christopher Drovandi

Delayed-acceptance is a technique for reducing computational effort for Bayesian models with expensive likelihoods.

Computation Methodology

Sequential Bayesian Experimental Design for Implicit Models via Mutual Information

1 code implementation20 Mar 2020 Steven Kleinegesse, Christopher Drovandi, Michael U. Gutmann

We address this gap in the literature by devising a novel sequential design framework for parameter estimation that uses the Mutual Information (MI) between model parameters and simulated data as a utility function to find optimal experimental designs, which has not been done before for implicit models.

Bayesian Optimisation Decision Making +2

Efficient Bayesian synthetic likelihood with whitening transformations

no code implementations11 Sep 2019 Jacob W. Priddle, Scott A. Sisson, David T. Frazier, Christopher Drovandi

Bayesian synthetic likelihood (BSL) is a popular such method that approximates the likelihood function of the summary statistic with a known, tractable distribution -- typically Gaussian -- and then performs statistical inference using standard likelihood-based techniques.

Bayesian Inference

BSL: An R Package for Efficient Parameter Estimation for Simulation-Based Models via Bayesian Synthetic Likelihood

no code implementations25 Jul 2019 Ziwen An, Leah F. South, Christopher Drovandi

Instead of evaluating the likelihood, BSL approximates the likelihood of a judiciously chosen summary statistic of the data via model simulation and density estimation.

Density Estimation

Ensemble MCMC: Accelerating Pseudo-Marginal MCMC for State Space Models using the Ensemble Kalman Filter

1 code implementation5 Jun 2019 Christopher Drovandi, Richard G. Everitt, Andrew Golightly, Dennis Prangle

Particle Markov chain Monte Carlo (pMCMC) is now a popular method for performing Bayesian statistical inference on challenging state space models (SSMs) with unknown static parameters.

Computation Methodology

Robust Approximate Bayesian Inference with Synthetic Likelihood

1 code implementation9 Apr 2019 David T. Frazier, Christopher Drovandi

Similar to other approximate Bayesian methods, such as the method of approximate Bayesian computation, implicit in the application of BSL is the maintained assumption that the data generating process (DGP) can generate simulated summary statistics that capture the behaviour of the observed summary statistics.

Methodology Applications Computation

Vector operations for accelerating expensive Bayesian computations -- a tutorial guide

1 code implementation25 Feb 2019 David J. Warne, Scott A. Sisson, Christopher Drovandi

We illustrate the potential of SIMD for accelerating Bayesian computations and provide the reader with techniques for exploiting modern massively parallel processing environments using standard tools.

Distributed Computing

Regularized Zero-Variance Control Variates

1 code implementation13 Nov 2018 Leah F. South, Antonietta Mira, Christopher Drovandi

Zero-variance control variates (ZV-CV) are a post-processing method to reduce the variance of Monte Carlo estimators of expectations using the derivatives of the log target.

Computation Methodology

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