text: 396,129,1248502690126020611,1020088099,Umberto Picchini,"new paper: ""Adaptive MCMC for synthetic likelihoods and correlated synthetic likelihoods"", with Umberto Simola and Jukka Corander <LINK> Proposes a sequentially updated MCMC kernel, partly inspired by the SNL method of @gpapamak @DavidSterratt and @driainmurray <LINK>",https://arxiv.org/abs/2004.04558,"Synthetic likelihood (SL) is a strategy for parameter inference when the likelihood function is analytically or computationally intractable. In SL, the likelihood function of the data is replaced by a multivariate Gaussian density over summary statistics of the data. SL requires simulation of many replicate datasets at every parameter value considered by a sampling algorithm, such as Markov chain Monte Carlo (MCMC), making the method computationally-intensive. We propose two strategies to alleviate the computational burden. First, we introduce an algorithm producing a proposal distribution that is sequentially tuned and made conditional to data, thus it rapidly \textit{guides} the proposed parameters towards high posterior density regions. In our experiments, a small number of iterations of our algorithm is enough to rapidly locate high density regions, which we use to initialize one or several chains that make use of off-the-shelf adaptive MCMC methods. Our ""guided"" approach can also be potentially used with MCMC samplers for approximate Bayesian computation (ABC). Second, we exploit strategies borrowed from the correlated pseudo-marginal MCMC literature, to improve the chains mixing in a SL framework. Moreover, our methods enable inference for challenging case studies, when the posterior is multimodal and when the chain is initialised in low posterior probability regions of the parameter space, where standard samplers failed. To illustrate the advantages stemming from our framework we consider five benchmark examples, including estimation of parameters for a cosmological model and a stochastic model with highly non-Gaussian summary statistics. ","Sequentially guided MCMC proposals for synthetic likelihoods and