Bayesian Model Choice using Coupled ABC

نویسنده

  • Peter Neal
چکیده

In Neal (2010), a novel Approximate Bayesian Computation (ABC) algorithm, coupled ABC, was introduced. This paper shows how coupled ABC can be used in an efficient manner for model choice in a Bayesian framework. The methodology is applied to Gibbs random fields and stochastic epidemic models. Furthermore a very efficient simulation procedure for Gibbs random fields with a given sufficient summary statistics is described.

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تاریخ انتشار 2010