Concentration results for approximate Bayesian computation without identifiability

Autor: Nguyen, Hien, Nguyen, Trungtin, Arbel, Julyan, Forbes, Florence
Přispěvatelé: University of Queensland [Brisbane], Modèles statistiques bayésiens et des valeurs extrêmes pour données structurées et de grande dimension (STATIFY), Inria Grenoble - Rhône-Alpes, Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)-Laboratoire Jean Kuntzmann (LJK), Institut National de Recherche en Informatique et en Automatique (Inria)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA)-Centre National de la Recherche Scientifique (CNRS)-Université Grenoble Alpes (UGA)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP ), Université Grenoble Alpes (UGA)
Jazyk: angličtina
Rok vydání: 2023
Předmět:
Popis: We study the large sample behaviors of approximate Bayesian computation (ABC) posterior measures in situations when the data generating process is dependent on non-identifiable parameters. In particular, we establish the concentration of posterior measures on sets of arbitrarily measure that contain the equivalence set of the data generative parameter, when the sample size tends to infinity. Our theory also makes weak assumptions regarding the measurement of discrepancy between the data set and simulations, and in particular, does not require the use of summary statistics and is applicable to a broad class of kernelized ABC algorithms. We provide useful illustrations and demonstrations of our theory in practice, and offer a comprehensive assessment of the nature in which our findings complement other results in the literature.
Databáze: OpenAIRE