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...
| Главные авторы: | , , , |
|---|---|
| Формат: | Journal article |
| Опубликовано: |
Oxford University Press
2018
|