The rate of convergence for approximate Bayesian computation

DOI10.1214/15-EJS988zbMath1307.62063arXiv1311.2038WikidataQ59897773 ScholiaQ59897773MaRDI QIDQ2259529

Stuart Barber, Mark Webster, Jochen Voss

Publication date: 4 March 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.2038

zbMATH Keywords

rate of convergence; Monte Carlo methods; approximate Bayesian computation; likelihood-free inference; convergence of estimators

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

65C05: Monte Carlo methods

Related Items

Bayesian computation: a summary of the current state, and samples backwards and forwards, An approximate likelihood perspective on ABC methods, Bayesian estimation of agent-based models, Multilevel rejection sampling for approximate Bayesian computation, A rare event approach to high-dimensional approximate Bayesian computation, The rate of convergence for approximate Bayesian computation, A tutorial introduction to Bayesian inference for stochastic epidemic models using approximate Bayesian computation, Mutation and selection in bacteria: modelling and calibration

Uses Software

• R

Cites Work

• Approximate Bayesian computational methods
• The rate of convergence for approximate Bayesian computation
• New insights into approximate Bayesian computation
• An Introduction to Statistical Computing
• Estimation of Parameters for Macroparasite Population Evolution Using Approximate Bayesian Computation
• Extreme Points of Moment Sets
• Approximate Bayesian Computation: A Nonparametric Perspective
• Inference for Stereological Extremes
• Sequential Monte Carlo without likelihoods
• Unnamed Item
• Unnamed Item