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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Detalhes bibliográficos
Principais autores: Frazier, D, Robert, C, Rousseau, J
Formato: Journal article
Idioma:English
Publicado em: Wiley 2020