## particular degeneracy in ABC model choice

**I**n one of the presentations by the last cohort of OxWaSP students, the group decided to implement an ABC model choice strategy based on sequential ABC inspired from Toni et al. (2008). and this made me reconsider this approach* (disclaimer: no criticism of the students implied in the following!)*. Indeed, the outcome of the simulation led to the ultimate selection of a single model, exclusive of all other models, corresponding to a posterior probability of one in favour of this model. Which sounds like a drawback of the ABC-SMC model choice approach in this setting, namely that it is quite prone to degeneracy, much more than standard SMC, since once a model vanishes from the list, it can never reappear in the following iterations if I am reading the algorithm correctly. To avoid this degeneracy, one would need to keep a population of particles of a given size, for each model, towards using it as a pool for moves at following iterations… Which also means that running in parallel as many ABC-SMC filters as there are models would be equally or more efficient, a wee bit like parallel MCMC chains may prove more efficient than reversible jump for model comparison. (On the trivial side, the OxWaSP seminar on the same day was briefly interrupted by water leakage caused by Storm Eric and poor workmanship on the new building!)

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