%0 Journal Article %1 beaumont_adaptive_2009 %A Beaumont, Mark A. %A Cornuet, Jean-Marie %A Marin, Jean-Michel %A Robert, Christian P. %D 2009 %J Biometrika %K Approximate Bayesian Carlo Carlo, Importance Markov Monte Sequential adaptive, chain inference, sampling, %N 4 %P 983--990 %R 10.1093/biomet/asp052 %T Adaptive Approximate Bayesian Computation %U http://biomet.oxfordjournals.org/content/96/4/983 %V 96 %X Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.’s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al. (2006), the application to approximate Bayesian computation results in a bias in the approximation to the posterior. An alternative version based on genuine importance sampling arguments bypasses this difficulty, in connection with the population Monte Carlo method of Cappé et al. (2004), and it includes an automatic scaling of the forward kernel. When applied to a population genetics example, it compares favourably with two other versions of the approximate algorithm.

@article{beaumont_adaptive_2009, abstract = {Sequential techniques can enhance the efficiency of the approximate Bayesian computation algorithm, as in Sisson et al.’s (2007) partial rejection control version. While this method is based upon the theoretical works of Del Moral et al. (2006), the application to approximate Bayesian computation results in a bias in the approximation to the posterior. An alternative version based on genuine importance sampling arguments bypasses this difficulty, in connection with the population Monte Carlo method of Cappé et al. (2004), and it includes an automatic scaling of the forward kernel. When applied to a population genetics example, it compares favourably with two other versions of the approximate algorithm.}, added-at = {2017-01-09T13:57:26.000+0100}, author = {Beaumont, Mark A. and Cornuet, Jean-Marie and Marin, Jean-Michel and Robert, Christian P.}, biburl = {https://www.bibsonomy.org/bibtex/2051e0a4800c354741137ba22f5f5ad01/yourwelcome}, doi = {10.1093/biomet/asp052}, interhash = {1d094656a78e75b00d5f66dd98a11f17}, intrahash = {051e0a4800c354741137ba22f5f5ad01}, issn = {0006-3444, 1464-3510}, journal = {Biometrika}, keywords = {Approximate Bayesian Carlo Carlo, Importance Markov Monte Sequential adaptive, chain inference, sampling,}, language = {en}, month = dec, number = 4, pages = {983--990}, timestamp = {2017-01-09T14:01:11.000+0100}, title = {Adaptive {Approximate} {Bayesian} {Computation}}, url = {http://biomet.oxfordjournals.org/content/96/4/983}, urldate = {2012-05-20}, volume = 96, year = 2009 }