Approximate Bayesian Computation Via the Energy Statistic

Approximate Bayesian Computation Via the Energy Statistic

Approximate Bayesian computation (ABC) has become an essential part of the Bayesian toolbox for addressing problems in which the likelihood is prohibitively expensive or entirely unknown, making it intractable. ABC defines a pseudo-posterior by comparing observed data with simulated data, traditiona...

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Bibliographic Details
Main Authors: Hien Duy Nguyen, Julyan Arbel, Hongliang Lu, Florence Forbes
Format: Article
Language:English
Published: IEEE 2020-01-01
Series:IEEE Access
Subjects:
Approximate Bayesian computation
energy statistic
Kullback–Leibler divergence
importance sampling
maximum mean discrepancy
Wasserstein distance
Online Access:https://ieeexplore.ieee.org/document/9142178/

Internet

https://ieeexplore.ieee.org/document/9142178/

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