Asymptotic properties of approximate Bayesian computation

Approximate Bayesian computation allows for statistical analysis using models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on the rate at which the posterior distribution concentrates o...

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Bibliografiske detaljer
Main Authors: Frazier, D, Martin, G, Robert, C, Rousseau, J
Format: Journal article
Udgivet: Oxford University Press 2018