Divide and conquer in ABC: expectation-propagation algorithms for likelihood-free inference.
Résumé
A standard ABC algorithm samples in some way from the pseudo-posterior: (14.1) p ϵ std ( θ | y ∗ ) ∞ p ( θ ) ∫ p ( y | θ ) I { ∥ s ( y ) − s ( y ⋆ ) ∥ ≤ ϵ } d y , https://s3-euw1-ap-pe-df-pch-content-public-p.s3.eu-west-1.amazonaws.com/9781315117195/a15aea4d-6eee-4d41-ac0f-9319c07ea0ac/content/eq1095.tif"/>