Summary statistics and discrepancy measures for approximate Bayesian computation via surrogate posteriors

DOI10.1007/s11222-022-10155-6zbMath1496.62011OpenAlexW4297070852MaRDI QIDQ2080374

TrungTin Nguyen, Hien Duy Nguyen, Julyan Arbel, Florence Forbes

Publication date: 7 October 2022

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-022-10155-6

zbMATH Keywords

Gaussian mixturessummary statisticsWasserstein distanceapproximate Bayesian computationsurrogate modelsmultimodal posterior distributions

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

Related Items (1)

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Uses Software

• abctools
• abc
• NICE

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