Here’s my outline from last week’s meeting along with a few more references.

Last week we read two new papers on Approximate Bayesian Computation (ABC), a method of approximate Bayesian inference for models with intractable likelihoods. These papers explore how stochastic gradients of the ABC log likelihood can be brought to bear on these challenging problems.

After last week’s readings discussion, I put together some notes on pseudo-marginal methods and their relation to ABC. Hope this clarifies some of the questions that came up.

Notes on pseudo-marginal methods, variational Bayes, and ABC