Archive for non-parametrics

ABC as a non-parametric approximation

Posted in Statistics with tags , , , on April 8, 2009 by xi'an

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.