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Approximate Bayesian computational methods

机译:近似贝叶斯计算方法

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摘要

Approximate Bayesian Computation (ABC) methods, also known as likelihood-free techniques, have appeared in the past ten years as the most satisfactory approach to intractable likelihood problems, first in genetics then in a broader spectrum of applications. However, these methods suffer to some degree from calibration difficulties that make them rather volatile in their implementation and thus render them suspicious to the users of more traditional Monte Carlo methods. In this survey, we study the various improvements and extensions brought on the original ABC algorithm in recent years.
机译:近似贝叶斯计算(ABC)方法,也称为无可能性技术,在过去十年中作为解决棘手问题的最令人满意的方法出现,首先在遗传学中,然后在更广泛的应用中。然而,这些方法在一定程度上受到校准困难的困扰,这使得它们在实施中相当不稳定,从而使它们对更传统的蒙特卡洛方法的用户产生怀疑。在这项调查中,我们研究了近年来原始ABC算法带来的各种改进和扩展。

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