Choosing the summary statistics and the acceptance rate in approximate Bayesian computation

DOI10.1007/978-3-7908-2604-3_4MaRDI QIDQ3298445zbMATH OpenOpenAlexWikidataFDO

Authors M. G. B. Blum

Publication date 14 July 2020

Published in Proceedings of COMPSTAT'2010 (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-7908-2604-3_4

zbMATH Keywords

approximate Bayesian computationBayesian local regressionempirical Bayesevidence approximation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15)

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Cites work

• Approximately sufficient statistics and Bayesian computation
• Design-adaptive Nonparametric Regression
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• Pattern recognition and machine learning.
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

Cited in

(12)

• On selection of statistics for approximate Bayesian computing (or the method of simulated moments)
• Seismic Bayesian evidential learning: estimation and uncertainty quantification of sub-resolution reservoir properties
• Local dimension reduction of summary statistics for likelihood-free inference
• Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs
• Modeling rate of adaptive trait evolution using Cox-Ingersoll-Ross process: an approximate Bayesian computation approach
• Choice of summary statistic weights in approximate Bayesian computation
• Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
• Approximate Bayesian computation for finite mixture models
• Choosing summary statistics by least angle regression for approximate Bayesian computation
• A note on Bayesian inference for long-range dependence of a stationary two-state process
• Relevant statistics for Bayesian model choice
• Cost-based Feature Selection for Network Model Choice

Describes a project that uses

Uses Software

• BayesDA
• PRMLT

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