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Springer, Computational Statistics, 6(28), p. 2777-2796, 2013

DOI: 10.1007/s00180-013-0428-3

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Adaptive approximate Bayesian computation for complex models

Journal article published in 2013 by Maxime Lenormand, Franck Jabot, Guillaume Deffuant
This paper is available in a repository.
This paper is available in a repository.

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Abstract

Approximate Bayesian computation (ABC) is a family of computational techniques in Bayesian statistics. These techniques allow to fi t a model to data without relying on the computation of the model likelihood. They instead require to simulate a large number of times the model to be fi tted. A number of re finements to the original rejection-based ABC scheme have been proposed, including the sequential improvement of posterior distributions. This technique allows to de- crease the number of model simulations required, but it still presents several shortcomings which are particu- larly problematic for costly to simulate complex models. We here provide a new algorithm to perform adaptive approximate Bayesian computation, which is shown to perform better on both a toy example and a complex social model. ; Comment: 14 pages, 5 figures