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arXiv · 1909.02736

A review of Approximate Bayesian Computation methods via density estimation: inference for simulator-models

Clara Grazian·Yanan Fan
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Abstract

This paper provides a review of Approximate Bayesian Computation (ABC) methods for carrying out Bayesian posterior inference, through the lens of density estimation. We describe several recent algorithms and make connection with traditional approaches. We show advantages and limitations of models based on parametric approaches and we then draw attention to developments in machine learning, which we believe have the potential to make ABC scalable to higher dimensions and may be the future direction for research in this area.

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Clara Grazian, Yanan Fan. 2019-09-06. A review of Approximate Bayesian Computation methods via density estimation: inference for simulator-models. https://arxiv.org/abs/1909.02736

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