A Comparative Review of Dimension Reduction Methods in Approximate Bayesian Computation

@inproceedings{Blum2013ACR,
title={A Comparative Review of Dimension Reduction Methods in Approximate Bayesian Computation},
author={Michael G. B. Blum and Miguel Nunes and Dennis Prangle and Scott A. Sisson},
year={2013}
}

Approximate Bayesian computation (ABC) methods make use of comparisons between simulated and observed summary statistics to overcome the problem of computationally intractable likelihood functions. As the practical implementation of ABC requires computations based on vectors of summary statistics, rather than full data sets, a central question is how to… CONTINUE READING