The rate of convergence for approximate Bayesian computation

DOI10.1214/15-EJS988zbMath1307.62063arXiv1311.2038WikidataQ59897773 ScholiaQ59897773MaRDI QIDQ2259529

Stuart Barber, Mark Webster, Jochen Voss

Publication date: 4 March 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.2038

zbMATH Keywords

rate of convergence; Monte Carlo methods; approximate Bayesian computation; likelihood-free inference; convergence of estimators

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

65C05: Monte Carlo methods

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Uses Software

• R

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