Bayesian Synthetic Likelihood

Bayesian synthetic likelihood (BSL, Price et al. (2018) ) is an alternative to standard, non-parametric approximate Bayesian computation (ABC). BSL assumes a multivariate normal distribution for the summary statistic likelihood and it is suitable when the distribution of the model summary statistics is sufficiently regular. This package provides a Metropolis Hastings Markov chain Monte Carlo implementation of four methods (BSL, uBSL, semiBSL and BSLmisspec) and two shrinkage estimators (graphical lasso and Warton's estimator). uBSL (Price et al. (2018) ) uses an unbiased estimator to the normal density. A semi-parametric version of BSL (semiBSL, An et al. (2018) ) is more robust to non-normal summary statistics. BSLmisspec (Frazier et al. 2019 ) estimates the Gaussian synthetic likelihood whilst acknowledging that there may be incompatibility between the model and the observed summary statistic. Shrinkage estimation can help to decrease the number of model simulations when the dimension of the summary statistic is high (e.g., BSLasso, An et al. (2019) ). Extensions to this package are planned.


BSL 2.0.0

  • Second major release. Please note some arguments have been renamed.
  • Added a new method ("semiBSL") in the main function "bsl".
  • Now bsl returns an S4 class object instead of S3. The plot method gives an option for whether ggplot2 or R graphics (the default) will be used.
  • The simulation function and summary statistics function do not need to have a list as the second argument now.
  • The new bsl function uses "parallelArgs" instead of "parallel_packages", where users can specify all arguments supported by "foreach".
  • Code update for three examples: MA(2), multivariate G & K, and cell biology.

Reference manual

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3.2.0 by Ziwen An, 3 days ago

Browse source code at

Authors: Ziwen An [aut, cre] , Leah F. South [aut] , Christopher C. Drovandi [aut]

Documentation:   PDF Manual  

GPL (>= 2) license

Imports glasso, ggplot2, MASS, mvtnorm, copula, whitening, graphics, gridExtra, foreach, coda, Rcpp, doRNG, methods, stringr, Rdpack

Suggests elliplot, doParallel, rbenchmark, mixtools

Linking to RcppArmadillo, Rcpp

See at CRAN