Adaptive Approximate Bayesian Computation Tolerance Selection
نویسندگان
چکیده
Approximate Bayesian Computation (ABC) methods are increasingly used for inference in situations which the likelihood function is either computationally costly or intractable to evaluate. Extensions of basic ABC rejection algorithm have improved computational efficiency procedure and broadened its applicability. The – Population Monte Carlo (ABC-PMC) approach has become a popular choice approximate sampling from posterior. ABC-PMC sequential sampler with an iteratively decreasing value tolerance, specifies how close simulated data need be real acceptance. We propose method adaptively selecting sequence tolerances that improves over other common techniques. In addition we define stopping rule as by-product adaptation procedure, assists automating termination sampling. proposed automatic can easily implemented present several examples demonstrating benefits terms efficiency.
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ژورنال
عنوان ژورنال: Bayesian Analysis
سال: 2021
ISSN: ['1936-0975', '1931-6690']
DOI: https://doi.org/10.1214/20-ba1211