Richard G. Everitt

Rare event ABC-SMC$$^{2}$$

Abstract Approximate Bayesian computation (ABC) is a well-established family of Monte Carlo methods for performing approximate Bayesian inference in the case where an “implicit” model is used for the data: when the data model can be simulated, but the likelihood cannot easily be...

Prequential posteriors

Abstract Data assimilation is a fundamental task in updating forecasting models upon observing new data, with applications ranging from weather prediction to online reinforcement learning. Deep generative forecasting models (DGFMs) have shown excellent performance in these areas,...