Asymptotic properties of approximate Bayesian computation
نویسندگان
چکیده
منابع مشابه
On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators
Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation is a likelihood-free method for implementing Bayesian inference in such cases. We present results on the asymptotic variance of estimators obtained using approximate Bayesian computation in a large-data limit. Our key...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2018
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asy027