On the use of approximate Bayesian computation Markov chain Monte Carlo with inflated tolerance and post-correction

DOI10.1093/biomet/asz078zbMath1441.62088arXiv1902.00412OpenAlexW3004566512WikidataQ109745489 ScholiaQ109745489MaRDI QIDQ5113017

Jordan Franks, Matti Vihola

Publication date: 9 June 2020

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.00412

zbMATH Keywords

importance samplingMarkov chain Monte Carloadaptive algorithmconfidence intervalapproximate Bayesian computationtolerance choice

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Nonparametric estimation (62G05) Nonparametric tolerance and confidence regions (62G15) Monte Carlo methods (65C05)

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