Weighted approximate Bayesian computation via Sanov's theorem

DOI10.1007/s00180-021-01093-4zbMath1505.62410MaRDI QIDQ2135932

Fabio Corradi, Cecilia Viscardi, Michele Boreale

Publication date: 10 May 2022

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-021-01093-4

zbMATH Keywords

importance sampling; ESS; ABC; large deviation theory; method of types; sample degeneracy

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62F15: Bayesian inference

60F10: Large deviations

Uses Software

• UCI-ml
• ABC-SubSim
• AABC
• abcrf

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