Model misspecification in approximate Bayesian computation: consequences and diagnostics
نویسندگان
چکیده
منابع مشابه
Probably approximate Bayesian computation: nonasymptotic convergence of ABC under misspecification
Abstract. Approximate Bayesian computation (ABC) is a widely used inference method in Bayesian statistics to bypass the point-wise computation of the likelihood. In this paper we develop theoretical bounds for the distance between the statistics used in ABC. We show that some versions of ABC are inherently robust to mispecification. The bounds are given in the form of oracle inequalities for a ...
متن کاملApproximate Bayesian Computation
Just when you thought it was safe to go back into the water, I’m going to complicate things even further. The Nielsen-Wakely-Hey [5, 3, 4] approach is very flexible and very powerful, but even it doesn’t cover all possible scenarios. It allows for non-equilibrium scenarios in which the populations from which we sampled diverged from one another at different times, but suppose that we think our ...
متن کاملAdaptive approximate Bayesian computation
Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.’s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al. (2006), the application to approximate Bayesian computation results in a bias in the approximation to the posterior. An alternative version based on genuine im...
متن کاملApproximate Bayesian Computation
Approximate Bayesian computation (ABC) constitutes a class of computational methods rooted in Bayesian statistics. In all model-based statistical inference, the likelihood function is of central importance, since it expresses the probability of the observed data under a particular statistical model, and thus quantifies the support data lend to particular values of parameters and to choices amon...
متن کاملApproximate Bayesian Computation and MCMC
For many complex probability models, computation of likelihoods is either impossible or very time consuming. In this article, we discuss methods for simulating observations from posterior distributions without the use of likelihoods. A rejection approach is illustrated using an example concerning inference in the fossil record. A novel Markov chain Monte Carlo approach is also described, and il...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
سال: 2020
ISSN: 1369-7412
DOI: 10.1111/rssb.12356