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Goodness-of-fit statistics for ABC

February 1, 2016

“Posterior predictive checks are well-suited to Approximate Bayesian Computation” Louisiane Lemaire and her coauthors from Grenoble have just arXived a new paper on designing a goodness-of-fit statistic from ABC outputs. The statistic is constructed from a comparison between the observed (summary) statistics and replicated summary statistics generated from the posterior predictive distribution. This is a […]

exact ABC

January 21, 2016

Minh-Ngoc Tran and Robert Kohn have devised an “exact” ABC algorithm. They claim therein to remove the error due to the non-zero tolerance by using an unbiased estimator of the likelihood. Most interestingly, they start from the debiasing technique of Rhee and Glynn [also at the basis of the Russian roulette]. Which sums up as […]

weak convergence (…) in ABC

January 18, 2016

Samuel Soubeyrand and Eric Haon-Lasportes recently published a paper in Statistics and Probability Letters that has some common features with the ABC consistency paper we wrote a few months ago with David Frazier and Gael Martin. And to the recent Li and Fearnhead paper on the asymptotic normality of the ABC distribution. Their approach is […]

bootstrap(ed) likelihood for ABC

November 6, 2015

This recently arXived paper by Weixuan Zhu , Juan Miguel Marín, and Fabrizio Leisen proposes an alternative to our empirical likelihood ABC paper of 2013, or BCel. Besides the mostly personal appeal for me to report on a Juan Miguel Marín working [in Madrid] on ABC topics, along my friend Jean-Michel Marin!, this paper is another […]

ABC in Helsinki, Stockholm, and in between [a.k.a., ABCruise]

October 28, 2015

As mentioned in a previous post, I had not pursued actively the organisation of an “ABC in…” workshop this year. I am thus very grateful to Jukka Corander, Samuel Kaski, Ritabrata Dutta, Michael Gutmann, from Helsinki, to have organised the next “ABC in…” workshop in Helsinki in the most possible exotic way, namely aboard a […]

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