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Likelihood-free model choice

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Marin, Jean-Michel, Pudlo, Pierre, Estoup, Arnaud and Robert, Christian P. (2018) Likelihood-free model choice. In: Sisson, Scott A. and Fan, Yanan and Beaumont, Mark, (eds.) Handbook of Approximate Bayesian Computation. Handbooks of Modern Statistical Methods . Boca Raton, Florida: Chapman and Hall/CRC , pp. 1-21. ISBN 9781439881507

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Abstract

Fan, and Beaumont (2017). Beyond exposing the potential pitfalls of ABC approximations to posterior probabilities, the review emphasizes mostly the solution proposed by [25] on the use of random forests for aggregating summary statistics and for estimating the posterior probability of the most likely model via a secondary random forest.

Item Type: Book Item
Subjects: Q Science > QA Mathematics
Divisions: Faculty of Science > Statistics
Library of Congress Subject Headings (LCSH): Bayesian statistical decision theory
Series Name: Handbooks of Modern Statistical Methods
Publisher: Chapman and Hall/CRC
Place of Publication: Boca Raton, Florida
ISBN: 9781439881507
Book Title: Handbook of Approximate Bayesian Computation
Editor: Sisson, Scott A. and Fan, Yanan and Beaumont, Mark
Official Date: 10 August 2018
Dates:
DateEvent
10 August 2018Published
Number of Pages: 662
Page Range: pp. 1-21
Status: Peer Reviewed
Publication Status: Published
Publisher Statement: "This is an Accepted Manuscript of a book chapter published by Routledge/CRC Press inHandbook of Approximate Bayesian Computation on 10/08/2018, available online: "http://www.crcpress.com/9781439881507
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