Bayes estimators

Approximate Bayesian inference for structural equation models

Haziq Jamil, Research Specialist, Statistics

Oct 8, 12:00 - 13:00

B9 R2325

Laplace approximation Bayes estimators copulas R

This talk reviews a fast approximate Bayesian SEM method that combines Laplace, variational Bayes, and Gaussian copula techniques to deliver near-MLE speed with MCMC-like inference, and is implemented in the R package INLAvaan.

New paper accepted in The American Statistician

1 min read · Mon, Jul 31 2023

Bayes estimators Deep learning likelihood-free inference optimal inference spatial statistics

New paper accepted: Sainsbury-Dale, M., Zammit-Mangion, A., and Huser, R. (2023+), Likelihood-free parameter estimation with neural Bayes estimators, The American Statistician, to appear [ PDF preprint].