A rare event approach to high-dimensional approximate Bayesian computation
Approximate Bayesian computation (ABC) methods permit approximate inference for intractable likelihoods when it is possible to simulate from the model. However they perform poorly for high dimensional data, and in practice must usually be used in conjunction with dimension reduction methods, resulti...
| Main Authors: | , , |
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| Format: | Article |
| Published: |
Springer
2017
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/44045/ |