Chapitre D'ouvrage Année : 2019

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"/>

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Dates et versions

hal-04793437 , version 1 (20-11-2024)

Identifiants

  • HAL Id : hal-04793437 , version 1

Citer

Simon Barthelme, Nicolas Chopin, Vincent Cottet. Divide and conquer in ABC: expectation-propagation algorithms for likelihood-free inference.. Chapman & Hall. Handbook of approximate Bayesian computation, Chapman & Hall/CRC Handb. Mod. Stat. Methods. CRC Press, Boca Raton, FL, 2019, pp. 415–434., Chapman & Hall/CRC Handb. Mod. Stat. Methods. CRC Press, Boca Raton, FL, 2019, pp. 415-434, 2019, eISBN : 9781315117195, ISSN hardback : 9781439881507, ISSN paperback : 9780367733728. ⟨hal-04793437⟩
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