A comparative review of dimension reduction methods in approximate Bayesian computation

DOI10.1214/12-STS406zbMath1331.62123arXiv1202.3819OpenAlexW2123368367MaRDI QIDQ252749

Michael G. B. Blum, Scott A. Sisson, Dennis Prangle, Matthew A. Nunes

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

zbMATH Keywords

regularizationdimension reductionvariable selectionapproximate Bayesian computationlikelihood-free inference

Mathematics Subject Classification ID

Ridge regression; shrinkage estimators (Lasso) (62J07) Bayesian inference (62F15) Applications of statistics (62Pxx)

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Uses Software

• pls
• ismev
• abctools
• abc

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