Archive for EasyABC

ABC with no prior

Posted in Books, Kids, pictures with tags , , , , , , on April 30, 2018 by xi'an

“I’m trying to fit a complex model to some data that take a large amount of time to run. I’m also unable to write down a Likelihood function to this problem and so I turned to approximate Bayesian computation (ABC). Now, given the slowness of my simulations, I used Sequential ABC (…) In fact, contrary to the concept of Bayesian statistics (new knowledge updating old knowledge) I would like to remove all the influence of the priors from my estimates. “

A question from X validated where I have little to contribute as the originator of the problem had the uttermost difficulties to understand that ABC could not be run without a probability structure on the parameter space. Maybe a fiducialist in disguise?! To this purpose this person simulated from a collection of priors and took the best 5% across the priors, which is akin to either running a mixture prior or to use ABC for conducting prior choice, which reminds me of a paper of Toni et al. Not that it helps removing “all the influence of the priors”, of course…

An unrelated item of uninteresting trivia is that a question I posted in 2012 on behalf of my former student Gholamossein Gholami about the possibility to use EM to derive a Weibull maximum likelihood estimator (instead of sheer numerical optimisation) got over the 10⁴ views. But no answer so far!