New insights into approximate Bayesian computation

DOI10.1214/13-AIHP590zbMath1307.62012arXiv1207.6461MaRDI QIDQ2261604

Gérard Biau, Frédéric Cérou, Arnaud Guyader

Publication date: 9 March 2015

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1207.6461

zbMATH Keywords

nonparametric estimationapproximate Bayesian computationmathematical statisticsnearest neighbor methodsconditional density estimation

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10)

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