Approximate Bayesian Computation (ABC) is a likelihood‐free inference methodology that has revolutionised the way researchers tackle complex problems where the likelihood function is difficult or ...
Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 76, No. 5 (NOVEMBER 2014), pp. 833-859 (27 pages) The choice of the summary statistics that are used in Bayesian ...
Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and ...
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