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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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1503.07689.pdf (374.0Kb)
Type
Chapitre d'ouvrage
External document link
https://arxiv.org/abs/1503.07689
Date
2018
Book title
Handbook of Approximate Bayesian Computation
Book author
Scott A. Sisson, Yanan Fan, Mark Beaumont
Publisher
CRC Press, Taylor & Francis
ISBN
9781439881507
Number of pages
662
Pages
chapitre 6
Metadata
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Author(s)
Marin, Jean-Michel cc
Institut Montpelliérain Alexander Grothendieck [IMAG]
Pudlo, Pierre
Institut de Mathématiques de Marseille [I2M]
Estoup, Arnaud cc
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; classification

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