Weighted approximate Bayesian computation via Sanov’s theorem
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DOI: 10.1007/s00180-021-01093-4
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- Espen Bernton & Pierre E. Jacob & Mathieu Gerber & Christian P. Robert, 2019. "Approximate Bayesian computation with the Wasserstein distance," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 81(2), pages 235-269, April.
- repec:dau:papers:123456789/6069 is not listed on IDEAS
- Buzbas, Erkan O. & Rosenberg, Noah A., 2015. "AABC: Approximate approximate Bayesian computation for inference in population-genetic models," Theoretical Population Biology, Elsevier, vol. 99(C), pages 31-42.
- Mark A. Beaumont & Jean-Marie Cornuet & Jean-Michel Marin & Christian P. Robert, 2009. "Adaptive approximate Bayesian computation," Biometrika, Biometrika Trust, vol. 96(4), pages 983-990.
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Keywords
ABC; Large deviation theory; Method of types; Sample degeneracy; ESS; Importance sampling;All these keywords.
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