| Type de publication : |
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Articles dans des revues avec comité de lecture |
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| Domaine : |
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Statistiques/Calcul
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| Titre : |
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Approximate Bayesian Computational methods |
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| Auteur(s) : |
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Jean-michel MARIN ( ) 1, Pierre Pudlo 1, Christian Robert (,  ) 2, 3, 4, Robin Ryder 2, 3 |
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| Laboratoire : |
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| Résumé : |
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Also known as likelihood-free methods, approximate Bayesian computational (ABC) methods have appeared in the past ten years as the most satisfactory approach to untractable likelihood problems, first in genetics then in a broader spectrum of applications. However, these methods suffer to some degree from calibration difficulties that make them rather volatile in their implementation and thus render them suspicious to the users of more traditional Monte Carlo methods. In this survey, we study the various improvements and extensions made to the original ABC algorithm over the recent years. |
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Langue du texte
intégral : |
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Anglais |
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Date de production,
écriture : |
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05/01/2011 |
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| Journal : |
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| Statistics and Computing |
| Publisher |
Springer Verlag (Germany) |
| ISSN |
0960-3174 (eISSN : 1573-1375) |
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| Audience : |
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non spécifiée |
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| Date de publication : |
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2012 |
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| Volume : |
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22 |
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| Numéro : |
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6 |
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| Page, identifiant, ... : |
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1167-1180 |
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| Commentaire : |
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7 figures |
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| Projet ANR : |
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| Référence du projet |
EMILE |
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