Evaluating statistic appropriateness for Bayesian model choice
Résumé
The choice of the summary statistics in Bayesian inference and in particular in ABC is paramount to produce a valid outcome. We examine necessary and sufficient conditions on those statistics for a corresponding Bayes factor to be convergent. The conditions thus obtained are then usable in ABC settings to determine which summary statistics are appropriate, following a standard Monte Carlo validation.
| Origine | Fichiers produits par l'(les) auteur(s) |
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