Recalibration: a post-processing method for approximate Bayesian computation

DOI10.1016/j.csda.2018.04.004zbMath1469.62133arXiv1704.06374OpenAlexW2963668030WikidataQ129885419 ScholiaQ129885419MaRDI QIDQ1663087

Scott A. Sisson, G. S. Rodrigues, Dennis Prangle

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.06374

zbMATH Keywords

coverageindirect inferenceapproximate Bayesian computation (ABC)regression-adjustment

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

Related Items (7)

Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance ⋮ Model selection and parameter estimation for an improved approximate Bayesian computation sequential Monte Carlo algorithm ⋮ An improved approximate Bayesian computation scheme for parameter inference based on a recalibration post-processing method ⋮ Approximate Bayesian computation using asymptotically normal point estimates ⋮ Likelihood-free approximate Gibbs sampling ⋮ Vector operations for accelerating expensive Bayesian computations - a tutorial guide ⋮ Calibration procedures for approximate Bayesian credible sets

Uses Software

• ABCtoolbox
• abctools
• abcrf

Cites Work

• A comparative review of dimension reduction methods in approximate Bayesian computation
• Bayesian indirect inference using a parametric auxiliary model
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• Simultaneous adjustment of bias and coverage probabilities for confidence intervals
• Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
• New insights into approximate Bayesian computation
• Diagnostic tools for approximate Bayesian computation using the coverage property
• On the Distribution Function and Moments of Power Sums With Log-Normal Components
• Constructing Summary Statistics for Approximate Bayesian Computation: Semi-Automatic Approximate Bayesian Computation
• Expectation Propagation for Likelihood-Free Inference
• Inference for Stereological Extremes
• Unnamed Item

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