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Published in 2017 at "Statistics and Computing"
DOI: 10.1007/s11222-016-9640-7
Abstract: We analyze the computational efficiency of approximate Bayesian computation (ABC), which approximates a likelihood function by drawing pseudo-samples from the associated model. For the rejection sampling version of ABC, it is known that multiple pseudo-samples…
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Keywords:
pseudo;
bayesian computation;
approximate bayesian;
single pseudo ... See more keywords