Approximate Bayesian computational methods
نویسندگان
چکیده
منابع مشابه
1 Bayesian computational methods
If, in the mid 1980’s, one had asked the average statistician about the difficulties of using Bayesian Statistics, his/her most likely answer would have been “Well, there is this problem of selecting a prior distribution and then, even if one agrees on the prior, the whole Bayesian inference is simply impossible to implement in practice!” The same question asked in the 21th Century does not pro...
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Small world network models have been effective in capturing the variable behaviour of reported case data of the SARS coronavirus outbreak in Hong Kong during 2003. Simulations of thesemodels have previously been realized using informed ‘‘guesses’’ of the proposedmodel parameters and tested for consistencywith the reported data by surrogate analysis. In this paper we attempt to provide statistic...
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Approximate Bayesian computation (ABC), also known as likelihood-free methods, have become a favourite tool for the analysis of complex stochastic models, primarily in population genetics but also in financial analyses. We advocated in Grelaud et al. (2009) the use of ABC for Bayesian model choice in the specific case of Gibbs random fields (GRF), relying on a sufficiency property mainly enjoye...
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ژورنال
عنوان ژورنال: Statistics and Computing
سال: 2011
ISSN: 0960-3174,1573-1375
DOI: 10.1007/s11222-011-9288-2