A comparative review of dimension reduction methods in approximate Bayesian computation
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Publication:252749
DOI10.1214/12-STS406zbMath1331.62123arXiv1202.3819MaRDI QIDQ252749
Matthew A. Nunes, Michael G. B. Blum, Scott A. Sisson, Dennis Prangle
Publication date: 4 March 2016
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1202.3819
regularization; dimension reduction; variable selection; approximate Bayesian computation; likelihood-free inference
62J07: Ridge regression; shrinkage estimators (Lasso)
62F15: Bayesian inference
62Pxx: Applications of statistics
Uses Software