Adaptive approximate Bayesian computation tolerance selection

DOI10.1214/20-BA1211zbMath1480.62165arXiv1907.01505OpenAlexW3022630104MaRDI QIDQ2057322

Jukka Corander, Umberto Simola, Jessi Cisewski-Kehe, Michael U. Gutmann

Publication date: 6 December 2021

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

Full work available at URL: https://arxiv.org/abs/1907.01505

zbMATH Keywords

sequential Monte Carlolikelihood-free methodscomplex stochastic modeling

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Sequential estimation (62L12)

Related Items

Approximate Bayesian computation for finite mixture models ⋮ New approximate Bayesian computation algorithm for censored data ⋮ ABC of the future ⋮ Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods ⋮ On predictive inference for intractable models via approximate Bayesian computation ⋮ Adaptive approximate Bayesian computation tolerance selection

Uses Software

• R
• BRENT
• abc
• cosmoabc
• astroABC

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