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arXiv · 1802.09650

ABC Samplers

Y. Fan·S. A. Sisson
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Abstract

This Chapter, "ABC Samplers", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and algorithms used to sample from the ABC approximation to the posterior distribution, including methods based on rejection/importance sampling, MCMC and sequential Monte Carlo.

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Y. Fan, S. A. Sisson. 2018-02-26. ABC Samplers. https://arxiv.org/abs/1802.09650

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