Approximate Bayesian computation using auxiliary model based estimates


Autoria(s): Pettitt, Anthony N.; Drovandi, Christopher C.; Faddy, Malcolm
Contribuinte(s)

Bowman, Adrian

Data(s)

2010

Resumo

We present a novel approach for developing summary statistics for use in approximate Bayesian computation (ABC) algorithms using indirect infer- ence. We embed this approach within a sequential Monte Carlo algorithm that is completely adaptive. This methodological development was motivated by an application involving data on macroparasite population evolution modelled with a trivariate Markov process. The main objective of the analysis is to compare inferences on the Markov process when considering two di®erent indirect mod- els. The two indirect models are based on a Beta-Binomial model and a three component mixture of Binomials, with the former providing a better ¯t to the observed data.

Formato

application/pdf

Identificador

http://eprints.qut.edu.au/69026/

Publicador

University of Glasgow

Relação

http://eprints.qut.edu.au/69026/1/IWSM_ABC_Paper.pdf

http://www.statmod.org/files/proceedings/iwsm2010_proceedings.pdf

Pettitt, Anthony N., Drovandi, Christopher C., & Faddy, Malcolm (2010) Approximate Bayesian computation using auxiliary model based estimates. In Bowman, Adrian (Ed.) Proceedings of the 25th International Workshop on Statistical Modelling, University of Glasgow, Glasgow, pp. 433-438.

Direitos

Copyright 2010 [please consult the author]

Fonte

Science & Engineering Faculty

Palavras-Chave #010400 STATISTICS #Approximate Bayesian computation #Beta-Binomial model #Binomial mixture model #Indirect inference #Markov process #Sequential Monte Carlo
Tipo

Conference Paper