Model misspecification in approximate Bayesian computation: consequences and diagnostics

We analyse the behaviour of approximate Bayesian computation (ABC) when the model generating the simulated data differs from the actual data‐generating process, i.e. when the data simulator in ABC is misspecified. We demonstrate both theoretically and in simple, but practically relevant, examples th...

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Détails bibliographiques
Auteurs principaux: Frazier, D, Robert, C, Rousseau, J
Format: Journal article
Langue:English
Publié: Wiley 2020