Xi'an's Og

As the ABC PhD course at CREST is about to start (!), I am thinking of setting a few on-line papers to read. Since the most specific topic is ABC convergence, here is the reading list:

• Blum M.G.B. (2010) Approximate Bayesian Computation: a nonparametric perspective. Journal of the American Statistical Association, 105: 1178-1187
• Dean, T.A., Sumeetpal, Singh S.S., Jasra, A. and Peters, G.W. (2010) Parameter Estimation for Hidden Markov Models with Intractable Likelihoods. Cambridge University Engineering Department Technical Report 66,  arXiv:1103.5399v1
• Fearnhead, P. and Prangle, D. (2012) Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. J. Royal Statistical Society (Series B)
• Marin, J.-M., Pillai, N., Robert, C.P. and Rousseau, J. (2011) Relevant statistics for Bayesian model choice. arXiv:1110.4700
• Robert, C.P., Cornuet, J.-M., Marin, J.-M. and  Pillai, N.S. (2011) Lack of confidence in approximate Bayesian computational (ABC) model choice. PNAS (Open Access). 108(37), 15112-15117, arXiv:1102.4432
• Wilkinson, R. (2008) Approximate Bayesian computation (ABC) gives exact results under the assumption of model error. arXiv:0811.3355

This entry was posted on February 3, 2012 at 12:12 pm and is filed under pictures, Statistics, University life with tags ABC, CREST, Paris, PhD course, reading list. 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.