Approximate Bayesian Computation and Bayes’ Linear Analysis: Toward High-Dimensional ABC

@article{Nott2011ApproximateBC,
  title={Approximate Bayesian Computation and Bayes’ Linear Analysis: Toward High-Dimensional ABC},
  author={D. Nott and Y. Fan and L. Marshall and S. Sisson},
  journal={Journal of Computational and Graphical Statistics},
  year={2011},
  volume={23},
  pages={65 - 86}
}
  • D. Nott, Y. Fan, +1 author S. Sisson
  • Published 2011
  • Mathematics, Computer Science
  • Journal of Computational and Graphical Statistics
Bayes’ linear analysis and approximate Bayesian computation (ABC) are techniques commonly used in the Bayesian analysis of complex models. In this article, we connect these ideas by demonstrating that regression-adjustment ABC algorithms produce samples for which first- and second-order moment summaries approximate adjusted expectation and variance for a Bayes’ linear analysis. This gives regression-adjustment methods a useful interpretation and role in exploratory analysis in high-dimensional… Expand
43 Citations

Paper Mentions

Extending approximate Bayesian computation methods to high dimensions via a Gaussian copula model
  • 35
  • PDF
Approximate Bayesian computation via regression density estimation
  • 50
  • PDF
A rare event approach to high-dimensional approximate Bayesian computation
  • 11
  • PDF
Predictive Approximate Bayesian Computation via Saddle Points
  • 1
  • PDF
Improved Convergence of Regression Adjusted Approximate Bayesian Computation
  • 9
  • PDF
Likelihood-free approximate Gibbs sampling
  • 5
  • PDF
On Consistency of Approximate Bayesian Computation
  • 4
  • PDF
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
  • 10
  • Highly Influenced
  • PDF
...
1
2
3
4
5
...

References

SHOWING 1-10 OF 55 REFERENCES
Approximate Bayesian Computation: A Nonparametric Perspective
  • 200
  • Highly Influential
  • PDF
Approximate Bayesian Computation: a non-parametric perspective
  • 33
  • Highly Influential
A comparative review of dimension reduction methods in approximate Bayesian computation
  • 285
  • PDF
Non-linear regression models for Approximate Bayesian Computation
  • 405
  • Highly Influential
  • PDF
Approximate Bayesian computation in population genetics.
  • 2,419
  • Highly Influential
  • PDF
abc: an R package for approximate Bayesian computation (ABC)
  • 480
  • PDF
Approximate Bayesian computation scheme for parameter inference and model selection in dynamical systems
  • 1,142
  • PDF
Bayesian Computation and Model Selection Without Likelihoods
  • 193
  • PDF
ABC: a useful Bayesian tool for the analysis of population data.
  • J. Lopes, M. Beaumont
  • Biology, Medicine
  • Infection, genetics and evolution : journal of molecular epidemiology and evolutionary genetics in infectious diseases
  • 2010
  • 71
...
1
2
3
4
5
...