Efficient learning in ABC algorithms
Obert, Christian P. R; Pudlo, Pierre; Marin, Jean-Michel; Cornuet, Jean-Marie; Sedki, Mohammed (2012), Efficient learning in ABC algorithms. https://basepub.dauphine.fr/handle/123456789/10474
Type
Document de travail / Working paperExternal document link
http://fr.arxiv.org/abs/1210.1388Date
2012Publisher
Université Paris-Dauphine
Published in
Paris
Pages
24
Metadata
Show full item recordAuthor(s)
Obert, Christian P. RPudlo, Pierre
Marin, Jean-Michel

Cornuet, Jean-Marie
Sedki, Mohammed
Abstract (EN)
Approximate Bayesian Computation has been successfully used in population genetics models to bypass the calculation of the likelihood. These algorithms provide an accurate estimator by comparing the observed dataset to a sample of datasets simulated from the model. Although parallelization is easily achieved, computation times for assuring a suitable approximation quality of the posterior distribution are still long. To alleviate this issue, we propose a sequential algorithm adapted from Del Moral et al. (2012) which runs twice as fast as traditional ABC algorithms. Its parameters are calibrated to minimize the number of simulations from the model.Subjects / Keywords
population genetics; Approximate Bayesian Computation; Sequential Monte Carlo; likelihood-free samplerRelated items
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