A comparative review of dimension reduction methods in approximate bayesian computation

Statistical Science

Volumn 28, Issue 2, 2013, Pages 189-208

  Blum, M G B ^a   Nunes, M A ^b   Prangle, D ^b   Sisson, S A ^c  

^a UNIV GRENOBLE ALPES   (France)

^b LANCASTER UNIVERSITY   (United Kingdom)

^c UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Approximate Bayesian computation; Dimension reduction; Likelihood free inference; Regularization; Variable selection

Indexed keywords

EID: 84878991573     PISSN: 08834237     EISSN: None     Source Type: Journal    
DOI: 10.1214/12-STS406     Document Type: Article

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