Approximate Bayesian computation using auxiliary model based estimates
Contribuinte(s) |
Bowman, Adrian |
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Data(s) |
2010
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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 | |
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 |