Diagnostic tools for approximate Bayesian computation using the coverage property

DOI10.1111/anzs.12087zbMath1335.62058arXiv1301.3166OpenAlexW2594309842MaRDI QIDQ2804160

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Publication date: 28 April 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1301.3166

zbMATH Keywords

model inferenceparameter inferencelikelihood-free inference

Mathematics Subject Classification ID

Related Items (15)

Simultaneous adjustment of bias and coverage probabilities for confidence intervals ⋮ Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework ⋮ An approximate likelihood perspective on ABC methods ⋮ Assessment and Adjustment of Approximate Inference Algorithms Using the Law of Total Variance ⋮ Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model ⋮ Recalibration: a post-processing method for approximate Bayesian computation ⋮ An improved approximate Bayesian computation scheme for parameter inference based on a recalibration post-processing method ⋮ Approximate Bayesian Computation: A Survey on Recent Results ⋮ Likelihood-free approximate Gibbs sampling ⋮ A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models ⋮ Calibration procedures for approximate Bayesian credible sets ⋮ Scalable Bayesian inference for the inverse temperature of a hidden Potts model ⋮ Spectral density-based and measure-preserving ABC for partially observed diffusion processes. An illustration on Hamiltonian SDEs ⋮ ABC–CDE: Toward Approximate Bayesian Computation With Complex High-Dimensional Data and Limited Simulations ⋮ Debiasing inference with approximate covariance matrices and other unidentified biases

Uses Software

• R
• ABCtoolbox
• abctools

Cites Work

• Unnamed Item
• A comparative review of dimension reduction methods in approximate Bayesian computation
• Approximate Bayesian computational methods
• Simultaneous adjustment of bias and coverage probabilities for confidence intervals
• Likelihood-free Bayesian estimation of multivariate quantile distributions
• Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
• Present Position and Potential Developments: Some Personal Views: Statistical Theory: The Prequential Approach
• Proper likelihoods for Bayesian analysis
• On Testing the Validity of Sequential Probability Forecasts
• Approximate Bayesian Computation: A Nonparametric Perspective
• Inference for Stereological Extremes
• Probabilistic Forecasts, Calibration and Sharpness
• ABC likelihood-free methods for model choice in Gibbs random fields

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