ABC as a non-parametric approximation

There was yet another post on arXiv of an ABC paper, this time by Michael Blum. The paper is entitled Approximate Bayesian Computation: a non-parametric perspective and it does provide a good review on the nonparametric side of ABC, which I find is underexploited and underrepresented. The true difficulty is with the dimension curse of course, but mixing dimension reduction with recycling by shrinking as in Beaumont et al. (2002) may help fight this problem.

2 Responses to “ABC as a non-parametric approximation”

  1. […] elaborates on the standard hard-thresholding found in the basic ABC algorithm. The extensions use nonparametric perspectives defended by Blum and Francois that I think are appropriate in this setting. Other major functions […]

  2. […] French position does not stand the comparison!, but then it is in Avignon, Provence. And also about ABC methodology. […]

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