On Consistency of Approximate Bayesian Computation

journal contribution

posted on 2022-11-09, 01:28 authored by David T. Frazier, Gael M. Martin, Christian P. Robert

Approximate Bayesian computation (ABC) methods have become increasingly prevalent

History

Classification-JEL

C11, C15, C18

Creation date

2015-09-21

Working Paper Series Number

19/15

Length

36

File-Format

application/pdf

Handle

RePEc:msh:ebswps:2015-19

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Keywords

Bayesian consistency likelihood-free methods conditioning auxiliary modelbased ABC ordinary differential equations Lotka-Volterra model.

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