Approximate Bayesian Computational methods
Marin, Jean-Michel; Pudlo, Pierre; Robert, Christian P.; Ryder, Robin J. (2012), Approximate Bayesian Computational methods, Statistics and Computing, 22, 6, p. 1167-1180. http://dx.doi.org/10.1007/s11222-011-9288-2
Type
Article accepté pour publication ou publiéExternal document link
https://arxiv.org/abs/1101.0955Date
2012Journal name
Statistics and ComputingVolume
22Number
6Publisher
Springer
Pages
1167-1180
Publication identifier
Metadata
Show full item recordAbstract (EN)
Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum of applications. However, these methods suffer to some degree from calibration difficulties that make them rather volatile in their implementation and thus render them suspicious to the users of more traditional Monte Carlo methods. In this survey, we study the various improvements and extensions made to the original ABC algorithm over the recent years.Subjects / Keywords
likelihood-free methods; Bayesian statistics; ABC Methodology; DIYABC; Bayesian model chanceRelated items
Showing items related by title and author.
-
Singh, Sumeetpal S.; Sedki, Mohammed; Jasra, Ajay; Pudlo, Pierre; Robert, Christian P.; Lee, Anthony; Marin, Jean-Michel; Kosmidis, Ioannis; Girolami, Mark; Andrieu, Christophe; Cornebise, Julien; Doucet, Arnaud; Barthelme, Simon; Chopin, Nicolas (2012) Article accepté pour publication ou publié
-
Cornuet, Jean-Marie; Robert, Christian P.; Pudlo, Pierre; Guillemaud, Thomas; Marin, Jean-Michel; Lombaert, Eric; Estoup, Arnaud (2012) Article accepté pour publication ou publié
-
Pillai, Natesh S.; Marin, Jean-Michel; Robert, Christian P. (2011-01) Document de travail / Working paper
-
Raynal, Louis; Marin, Jean-Michel; Pudlo, Pierre; Ribatet, Mathieu; Robert, Christian P.; Estoup, Arnaud (2019) Article accepté pour publication ou publié
-
Schäfer, Christian; Iacobucci, Alessandra; Robert, Christian P.; Mengersen, Kerrie; Chopin, Nicolas; Ryder, Robin J.; Marin, Jean-Michel (2010) Document de travail / Working paper