High-dimensional ABC
arXiv:1802.09725v117 citations
Originality Synthesis-oriented
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This is an incremental contribution, offering a handbook chapter that consolidates existing knowledge for researchers in computational statistics and Bayesian inference.
The paper tackles the challenge of extending Approximate Bayesian Computation (ABC) methods to high-dimensional settings, providing a detailed overview of concepts and examples to support this extension.
This Chapter, "High-dimensional ABC", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind extending ABC methods to higher dimensions, with supporting examples and illustrations.