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Article Dans Une Revue Statistics and Computing Année : 2012

Approximate Bayesian Computational methods

Résumé

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.

Domaines

Calcul [stat.CO]

Dates et versions

hal-00567240 , version 1 (19-02-2011)
hal-00567240 , version 2 (28-06-2016)

Identifiants

Citer

Jean-Michel Marin, Pierre Pudlo, Christian Robert, Robin Ryder. Approximate Bayesian Computational methods. Statistics and Computing, 2012, 22 (6), pp.1167-1180. ⟨hal-00567240v1⟩
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