Approximate Bayesian computation, an introduction - Archive ouverte HAL
Chapitre D'ouvrage Année : 2021

Approximate Bayesian computation, an introduction

Résumé

Approximate Bayesian Computation (ABC) methods have become a “mainstream” statistical technique in the past decade, following the realisation that they were a form of non-parametric inference, and connected as well with the econometric technique of indirect inference. In this survey of ABC methods, we focus on the basics of ABC and cover some of the recent literature, following our earlier survey in Marin et al.(2011). Given the recent paradigm shift in the perception and practice of ABC model choice, we insist on this aspect of ABC techniques, including in addition some convergence results.
Fichier non déposé

Dates et versions

hal-03912165 , version 1 (23-12-2022)

Identifiants

Citer

Christian Robert. Approximate Bayesian computation, an introduction. Jean-Baptiste Marquette Didier Fraix‐Burnet Stéphane Girard and Julyan Arbel. Statistics for Astrophysics, EDP Sciences, pp.77-112, 2021, 978-2-7598-2275-1. ⟨10.1051/978-2-7598-2275-1.c008⟩. ⟨hal-03912165⟩
59 Consultations
0 Téléchargements

Altmetric

Partager

More