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Likelihood-free model choice

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1503.07689.pdf (374.0Kb)
Date
2018
Link to item file
https://arxiv.org/abs/1503.07689
Dewey
Analyse
Sujet
Bayesian model choice; ABC; posterior probability; random forest; classification
Book title
Handbook of Approximate Bayesian Computation
Author
Scott A. Sisson, Yanan Fan, Mark Beaumont
Publisher
CRC Press, Taylor & Francis
Year
08-2018
Pages number
662
ISBN
9781439881507
URI
https://basepub.dauphine.fr/handle/123456789/18581
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Marin, Jean-Michel
424479 Institut Montpelliérain Alexander Grothendieck [IMAG]
Pudlo, Pierre
241321 Institut de Mathématiques de Marseille [I2M]
Estoup, Arnaud
12765 Centre de Biologie pour la Gestion des Populations [UMR CBGP]
Robert, Christian P.
60 CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Type
Chapitre d'ouvrage
Item number of pages
chapitre 6
Abstract (EN)
This document is an invited chapter covering the specificities of ABC model choice, intended for the incoming Handbook of ABC by Sisson, Fan, and Beaumont (2017). Beyond exposing the potential pitfalls of ABC based posterior probabilities, the review emphasizes mostly the solution proposed by Pudlo et al. (2016) on the use of random forests for aggregating summary statistics and and for estimating the posterior probability of the most likely model via a secondary random fores.

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