
Likelihood-free model choice
Marin, Jean-Michel; Pudlo, Pierre; Estoup, Arnaud; Robert, Christian P. (2018), Likelihood-free model choice, in Scott A. Sisson, Yanan Fan, Mark Beaumont, Handbook of Approximate Bayesian Computation, CRC Press, Taylor & Francis, p. chapitre 6
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Type
Chapitre d'ouvrageExternal document link
https://arxiv.org/abs/1503.07689Date
2018Book title
Handbook of Approximate Bayesian ComputationBook author
Scott A. Sisson, Yanan Fan, Mark BeaumontPublisher
CRC Press, Taylor & Francis
ISBN
9781439881507
Number of pages
662Pages
chapitre 6
Metadata
Show full item recordAuthor(s)
Marin, Jean-Michel
Institut Montpelliérain Alexander Grothendieck [IMAG]
Pudlo, Pierre
Institut de Mathématiques de Marseille [I2M]
Estoup, Arnaud

Centre de Biologie pour la Gestion des Populations [UMR CBGP]
Robert, Christian P.
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
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.Subjects / Keywords
Bayesian model choice; ABC; posterior probability; random forest; classificationRelated items
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