Approximate Bayesian Computation with the Sliced-Wasserstein Distance

@article{Nadjahi2019ApproximateBC,
  title={Approximate Bayesian Computation with the Sliced-Wasserstein Distance},
  author={Kimia Nadjahi and Valentin De Bortoli and Alain Durmus and Roland Badeau and Umut Simsekli},
  journal={ICASSP 2020 - 2020 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)},
  year={2019},
  pages={5470-5474}
}
Approximate Bayesian Computation (ABC) is a popular method for approximate inference in generative models with intractable but easy-to-sample likelihood. It constructs an approximate posterior distribution by finding parameters for which the simulated data are close to the observations in terms of summary statistics. These statistics are defined beforehand and might induce a loss of information, which has been shown to deteriorate the quality of the approximation. To overcome this problem… 

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