Approximate bayesian computation using auxiliary model based estimates

, , & (2010) Approximate bayesian computation using auxiliary model based estimates. In Bowman, A (Ed.) Proceedings of the 25th International Workshop on Statistical Modelling. The University of Glasgow Print Unit, United Kingdom, pp. 433-438.

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Description

We present a novel approach for developing summary statistics for use in approximate Bayesian computation (ABC) algorithms using indirect infer- ence. We embed this approach within a sequential Monte Carlo algorithm that is completely adaptive. This methodological development was motivated by an application involving data on macroparasite population evolution modelled with a trivariate Markov process. The main objective of the analysis is to compare inferences on the Markov process when considering two di®erent indirect mod- els. The two indirect models are based on a Beta-Binomial model and a three component mixture of Binomials, with the former providing a better ¯t to the observed data.

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ID Code: 69026
Item Type: Chapter in Book, Report or Conference volume (Conference contribution)
ORCID iD:
Drovandi, Chrisorcid.org/0000-0001-9222-8763
Faddy, Malcolmorcid.org/0000-0003-4359-2037
Measurements or Duration: 6 pages
Pure ID: 32148963
Divisions: Past > QUT Faculties & Divisions > Faculty of Science and Technology
Past > QUT Faculties & Divisions > Science & Engineering Faculty
Current > Research Centres > Australian Research Centre for Aerospace Automation
Copyright Owner: Copyright 2010 [please consult the author]
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Deposited On: 23 Mar 2014 23:24
Last Modified: 02 Mar 2024 00:12