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Article Dans Une Revue Statistics and Computing Année : 2012

Approximate Bayesian computational methods

Résumé

Approximate Bayesian Computation (ABC) methods, also known as likelihood-free techniques, have appeared in the past ten years as the most satisfactory approach to intractable 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 brought on the original ABC algorithm in recent years.

Dates et versions

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

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Jean-Michel Marin, Pierre Pudlo, Christian P. Robert, Robin Ryder. Approximate Bayesian computational methods. Statistics and Computing, 2012, 22 (6), ⟨10.1007/s11222-011-9288-2⟩. ⟨hal-00567240v2⟩
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