Xi'an's Og

There was yet another post on arXiv of an ABC paper, this time by Michael Blum. The paper is entitled Approximate Bayesian Computation: a non-parametric perspective and it does provide a good review on the nonparametric side of ABC, which I find is underexploited and underrepresented. The true difficulty is with the dimension curse of course, but mixing dimension reduction with recycling by shrinking as in Beaumont et al. (2002) may help fight this problem.

This entry was posted on April 8, 2009 at 1:15 am and is filed under Statistics with tags ABC, Bayesian statistics, non-parametrics, simulation. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.