Approximation of Bayesian predictive p-values with regression ABC

DOI10.1214/16-BA1033OpenAlexW2556390436WikidataQ62899316 ScholiaQ62899316MaRDI QIDQ1752002FDOQ1752002

K. Mengersen, David J. Nott, C. C. Drovandi, Michael Evans

Publication date: 25 May 2018

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1479286819

zbMATH Keywords

Bayesian inferenceposterior predictive checkABCweakly informative priorBayesian \(p\)-valuesprior predictive check

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

Cites Work

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• Approximation of Bayesian predictive \(p\)-values with regression ABC

Cited In (7)

• Regularized zero-variance control variates
• Vector operations for accelerating expensive Bayesian computations - a tutorial guide
• An approximate likelihood perspective on ABC methods
• Approximate integrated likelihood via ABC methods
• Approximation of Bayesian predictive \(p\)-values with regression ABC
• Using History Matching for Prior Choice
• Control variate selection for Monte Carlo integration

Uses Software

• sm
• abc

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