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  • 标题:The rate of convergence for approximate Bayesian computation
  • 本地全文:下载
  • 作者:Stuart Barber ; Jochen Voss ; Mark Webster
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2015
  • 卷号:9
  • 期号:1
  • 页码:80-105
  • DOI:10.1214/15-EJS988
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:Approximate Bayesian Computation (ABC) is a popular computational method for likelihood-free Bayesian inference. The term “likelihood-free” refers to problems where the likelihood is intractable to compute or estimate directly, but where it is possible to generate simulated data $X$ relatively easily given a candidate set of parameters $\theta$ simulated from a prior distribution. Parameters which generate simulated data within some tolerance $\delta$ of the observed data $x^{*}$ are regarded as plausible, and a collection of such $\theta$ is used to estimate the posterior distribution $\theta |X=x^{*}$. Suitable choice of $\delta$ is vital for ABC methods to return good approximations to $\theta$ in reasonable computational time.
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