About incoherent inference

Robert, Christian P.

Robert, Christian P. (2010), About incoherent inference. https://basepub.dauphine.fr/handle/123456789/4649

Type

Document de travail / Working paper

External document link

http://hal.archives-ouvertes.fr/hal-00494358/fr/

Date

2010

Publisher

Université Paris-Dauphine

Published in

Paris

Metadata

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Author(s)

Robert, Christian P.

Abstract (EN)

In Templeton (2010), the Approximate Bayesian Computation (ABC) algorithm (see, e.g., Pritchard et al., 1999, Beaumont et al., 2002, Marjoram et al., 2003, Ratmann et al., 2009) is criticised on mathematical and logical grounds: "the [Bayesian] inference is mathematically incorrect and formally illogical". Since those criticisms turn out to be bearing on Bayesian foundations rather than on the computational methodology they are primarily directed at, we endeavour to point out in this note the statistical errors and inconsistencies in Templeton (2010), refering to Beaumont et al. (2010) for a reply that is broader in scope since it also covers the phylogenetic aspects of nested clade versus a model-based approach.

Subjects / Keywords

Approximate Bayesian Computation; computational statistics; Bayesian statistics; Bayesian model choice

JEL

C11 - Bayesian Analysis: General