• français
    • English
  • English 
    • français
    • English
  • Login
JavaScript is disabled for your browser. Some features of this site may not work without it.
BIRD Home

Browse

This CollectionBy Issue DateAuthorsTitlesSubjectsJournals BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesSubjectsJournals

My Account

Login

Statistics

View Usage Statistics

Adaptive approximate Bayesian computation

Thumbnail
Date
2009
Notes
Le lien ci-dessous donne accès à la version working paper, intitulée "Adaptivity for ABC algorithms: the ABC-PMC scheme"
Link to item file
http://hal.archives-ouvertes.fr/hal-00280461/en/
Dewey
Probabilités et mathématiques appliquées
Sujet
Importance sampling; Markov chain Monte Carlo; Partial rejection control; Sequential Monte Carlo
Journal issue
Biometrika
Volume
96
Number
4
Publication date
10-2009
Article pages
983-990
Publisher
Oxford University Press
DOI
http://dx.doi.org/10.1093/biomet/asp052
URI
https://basepub.dauphine.fr/handle/123456789/3221
Collections
  • CEREMADE : Publications
Metadata
Show full item record
Author
Robert, Christian P.
Marin, Jean-Michel
Cornuet, Jean-Marie
Beaumont, Mark A.
Type
Article accepté pour publication ou publié
Abstract (EN)
Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.’s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al. (2006), the application to approximate Bayesian computation results in a bias in the approximation to the posterior. An alternative version based on genuine importance sampling arguments bypasses this difficulty, in connection with the population Monte Carlo method of Cappé et al. (2004), and it includes an automatic scaling of the forward kernel. When applied to a population genetics example, it compares favourably with two other versions of the approximate algorithm.

  • Accueil Bibliothèque
  • Site de l'Université Paris-Dauphine
  • Contact
SCD Paris Dauphine - Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16

 Content on this site is licensed under a Creative Commons 2.0 France (CC BY-NC-ND 2.0) license.