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 publiéLien vers un document non conservé dans cette base
https://arxiv.org/abs/1101.0955Date
2012Nom de la revue
Statistics and ComputingVolume
22Numéro
6Éditeur
Springer
Pages
1167-1180
Identifiant publication
Métadonnées
Afficher la notice complèteRésumé (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.Mots-clés
likelihood-free methods; Bayesian statistics; ABC Methodology; DIYABC; Bayesian model chancePublications associées
Affichage des éléments liés par titre et auteur.
-
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