Corpus ID: 88518423

Constructing Summary Statistics for Approximate Bayesian Computation: Semi-automatic ABC

@article{Fearnhead2010ConstructingSS,
  title={Constructing Summary Statistics for Approximate Bayesian Computation: Semi-automatic ABC},
  author={Paul Fearnhead and Dennis Prangle},
  journal={arXiv: Methodology},
  year={2010}
}
Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for such models. It replaces calculation of the likelihood by a step which involves simulating artificial data for different parameter values, and comparing summary statistics of the simulated data to summary statistics of the observed data. Here we show how to… Expand
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