Choosing the Summary Statistics and the Acceptance Rate in Approximate Bayesian Computation

DOI10.1007/978-3-7908-2604-3_4zbMath1436.62091OpenAlexW2182515964WikidataQ105583354 ScholiaQ105583354MaRDI QIDQ3298445

Michael 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

empirical Bayesapproximate Bayesian computationBayesian local regressionevidence approximation

Mathematics Subject Classification ID

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

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Uses Software

• BayesDA
• PRMLT

Cites Work

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• Approximately Sufficient Statistics and Bayesian Computation
• Design-adaptive Nonparametric Regression
• Ridge Regression: Biased Estimation for Nonorthogonal Problems