Approximate Bayesian computational methods

@article{Marin2012ApproximateBC,
  title={Approximate Bayesian computational methods},
  author={Jean-Michel Marin and Pierre Pudlo and Christian P. Robert and Robin J. Ryder},
  journal={Statistics and Computing},
  year={2012},
  volume={22},
  pages={1167-1180}
}
Approximate Bayesian Computation (ABC) methods, also known as likelihood-free techniques, have appeared in the past ten years as the most satisfactory approach to intractable likelihood problems, first in genetics then in a broader spectrum of applications. However, these methods suffer to some degree from calibration difficulties that make them rather volatile in their implementation and thus render them suspicious to the users of more traditional Monte Carlo methods. In this survey, we study… Expand
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