Adaptive approximate Bayesian computation

  title={Adaptive approximate Bayesian computation},
  author={Mark A. Beaumont and Jean-Marie Cornuet and Jean-Michel Marin and Christian P. Robert},
Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.'s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al. (2006), the application to approximate Bayesian computation results in a bias in the approximation to the posterior. An alternative version based on genuine importance sampling arguments bypasses this difficulty, in connection with the population Monte Carlo… 

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