Weighted approximate Bayesian computation via Sanov's theorem

DOI10.1007/s00180-021-01093-4zbMath1505.62410OpenAlexW3136552888MaRDI QIDQ2135932

Fabio Corradi, Cecilia Viscardi, Michele Boreale

Publication date: 10 May 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01093-4

zbMATH Keywords

importance samplingESSABClarge deviation theorymethod of typessample degeneracy

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Large deviations (60F10)

Uses Software

• UCI-ml
• ABC-SubSim
• AABC
• abcrf

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