Michael Blum

  1. Approximate Bayesian Computation: a non-parametric perspective.

    Authors: Michael Blum
    Subjects: Computation
    Abstract

    Approximate Bayesian Computation is a family of likelihood-free inference
    techniques that are well-suited to models defined in terms of a stochastic
    generating mechanism. In a nutshell, Approximate Bayesian Computation proceeds
    by computing summary statistics ${\bf s}_{obs}$ from the data and simulating
    synthetic summary statistics for different values of the parameter $\Theta$.
    The posterior distribution is then approximated with an estimator of the
    conditional density $g(\Theta|{\bf s}_{obs})$.

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