Asymptotic properties of approximate Bayesian computation
From MaRDI portal
Abstract: Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on the rate at which the posterior distribution concentrates on sets containing the true parameter, its limiting shape, and the asymptotic distribution of the posterior mean. These results hold under given rates for the tolerance used within the method, mild regularity conditions on the summary statistics, and a condition linked to identification of the true parameters. Implications for practitioners are discussed.
Recommendations
- New insights into approximate Bayesian computation
- Approximate Bayesian computation: a nonparametric perspective
- An Introduction to Approximate Bayesian Computation
- The rate of convergence for approximate Bayesian computation
- Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
Cited in
(41)- Microsimulation model calibration using incremental mixture approximate Bayesian computation
- New approximate Bayesian computation algorithm for censored data
- Monte Carlo evidence on the estimation method for industry dynamics
- The rate of convergence for approximate Bayesian computation
- New insights into approximate Bayesian computation
- Approximate Bayesian computation with modified log-likelihood ratios
- Goodness of fit for models with intractable likelihood
- Variance bounding and geometric ergodicity of Markov chain Monte Carlo kernels for approximate Bayesian computation
- An Introduction to Approximate Bayesian Computation
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
- scientific article; zbMATH DE number 4159876 (Why is no real title available?)
- Information geometry for approximate Bayesian computation
- Approximate survey propagation for statistical inference
- Robust Approximate Bayesian Inference With Synthetic Likelihood
- On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction
- scientific article; zbMATH DE number 7306861 (Why is no real title available?)
- Approximate Bayesian computation: a nonparametric perspective
- scientific article; zbMATH DE number 5592342 (Why is no real title available?)
- On asymptotic validity of naive inference with an approximate likelihood
- Asymptotic behaviour of the posterior distribution in approximate Bayesian computation
- ABC of the future
- Approximate Bayesian computation using asymptotically normal point estimates
- Variational Bayes in State Space Models: Inferential and Predictive Accuracy
- Metropolis–Hastings via Classification
- On predictive inference for intractable models via approximate Bayesian computation
- Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
- Approximating Bayes in the 21st century
- Improving the Accuracy of Marginal Approximations in Likelihood-Free Inference via Localization
- Approximate Bayesian inference for agent-based models in economics: a case study
- Approximate Bayesian computation via classification
- Generalized Bayesian likelihood-free inference
- Box confidence depth: simulation-based inference with hyper-rectangles
- Towards black-box parameter estimation
- Being Bayesian in the 2020s: opportunities and challenges in the practice of modern applied Bayesian statistics
- Using Early Rejection Markov Chain Monte Carlo and Gaussian Processes to Accelerate ABC Methods
- Testing Model Specification in Approximate Bayesian Computation Using Asymptotic Properties
- Synthetic Likelihood in Misspecified Models
- Concentration of discrepancy-based approximate Bayesian computation via Rademacher complexity
- Approximate Bayesian Computation with Deep Learning and Conformal prediction
- Demonstrating the power and flexibility of variational assumptions for amortized neural posterior estimation in environmental applications
- Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC
This page was built for publication: Asymptotic properties of approximate Bayesian computation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4561014)
