Approximate Bayesian computational methods
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Publication:693355
DOI10.1007/S11222-011-9288-2zbMATH Open1252.62022arXiv1101.0955OpenAlexW2139812092WikidataQ56689494 ScholiaQ56689494MaRDI QIDQ693355FDOQ693355
Authors: Jean-Michel Marin, Pierre Pudlo, Christian P. Robert Robert, Robin J. Ryder 
Publication date: 7 December 2012
Published in: Statistics and Computing (Search for Journal in Brave)
Abstract: Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum of applications. However, these methods suffer to some degree from calibration difficulties that make them rather volatile in their implementation and thus render them suspicious to the users of more traditional Monte Carlo methods. In this survey, we study the various improvements and extensions made to the original ABC algorithm over the recent years.
Full work available at URL: https://arxiv.org/abs/1101.0955
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