Regression approaches for Approximate Bayesian Computation
| Autor: | Blum, Michael GB |
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| Rok vydání: | 2017 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | This book chapter introduces regression approaches and regression adjustment for Approximate Bayesian Computation (ABC). Regression adjustment adjusts parameter values after rejection sampling in order to account for the imperfect match between simulations and observations. Imperfect match between simulations and observations can be more pronounced when there are many summary statistics, a phenomenon coined as the curse of dimensionality. Because of this imperfect match, credibility intervals obtained with regression approaches can be inflated compared to true credibility intervals. The chapter presents the main concepts underlying regression adjustment. A theorem that compares theoretical properties of posterior distributions obtained with and without regression adjustment is presented. Last, a practical application of regression adjustment in population genetics shows that regression adjustment shrinks posterior distributions compared to rejection approaches, which is a solution to avoid inflated credibility intervals. Comment: Book chapter, published in Handbook of Approximate Bayesian Computation 2018 |
| Databáze: | arXiv |
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