Show simple item record

dc.contributor.authorRousseau, Judith
dc.contributor.authorRobert, Christian P.
dc.contributor.authorPillai, Natesh S.
dc.contributor.authorMarin, Jean-Michel
dc.date.accessioned2012-01-10T14:47:50Z
dc.date.available2012-01-10T14:47:50Z
dc.date.issued2014
dc.identifier.urihttps://basepub.dauphine.fr/handle/123456789/7848
dc.language.isoenen
dc.subjectBayesian model choiceen
dc.subjectGaussianityen
dc.subjectLikelihood-free methodsen
dc.subjectSufficiencyen
dc.subjectBayes factor
dc.subjectAsymptotics
dc.subjectApproximate Bayesian computation
dc.subjectAncillarity
dc.subject.ddc519en
dc.subject.classificationjelC15en
dc.subject.classificationjelC11en
dc.titleRelevant statistics for Bayesian model choiceen
dc.typeArticle accepté pour publication ou publié
dc.contributor.editoruniversityotherInstitut Universitaire de France (IUF) http://iuf.amue.fr/ Ministère de l'Enseignement Supérieur et de la Recherche Scientifique;France
dc.contributor.editoruniversityotherCentre de Recherche en Économie et Statistique (CREST) http://www.crest.fr/ INSEE – École Nationale de la Statistique et de l'Administration Économique;France
dc.contributor.editoruniversityotherHarvard University Statistics Department http://www.stat.harvard.edu/ University of Harvard;Royaume-Uni
dc.contributor.editoruniversityotherDépartement de Mathématiques [Montpellier] http://ens.math.univ-montp2.fr/ Université Montpellier II - Sciences et Techniques du Languedoc;France
dc.description.abstractenThe choice of the summary statistics in Bayesian inference and in particular in ABC algorithms is paramount to produce a valid outcome. We derive necessary and sufficient conditions on those statistics for the corresponding Bayes factor to be convergent, namely to asymptotically select the true model. Those conditions which amount to the means of the summary statistics to asymptotically differ under both models are then usable in ABC settings to determine which summary statistics are appropriate, most generally via a standard Monte Carlo validation.en
dc.relation.isversionofjnlnameJournal of the Royal Statistical Society. Series B, Statistical Methodology
dc.relation.isversionofjnlvol76
dc.relation.isversionofjnlissue5
dc.relation.isversionofjnlissue5
dc.relation.isversionofjnldate2014
dc.relation.isversionofjnlpages833-859
dc.relation.isversionofdoihttp://dx.doi.org/10.1111/rssb.12056
dc.identifier.urlsitehttp://fr.arxiv.org/abs/1110.4700en
dc.description.sponsorshipprivateouien
dc.relation.isversionofjnlpublisherWiley
dc.subject.ddclabelProbabilités et mathématiques appliquéesen


Files in this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record