1. ABC for kids.
- Author
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Campos, T. F. and Wechsler, S.
- Subjects
- *
APPROXIMATION theory , *BAYESIAN analysis , *MAXIMUM likelihood statistics , *ALGORITHMS , *STATISTICAL sampling , *DISTRIBUTION (Probability theory) , *GAMMA distributions - Abstract
This work aims to present a simple explanation about the ABC, Approximate Bayesian Computation or likelihood-free methods, a sampler algorithm class made to sampling from a posteriori distribution π(θ|x) in an independent way of the likelihood function. Along of this paper is to present a couple of ABC algorithms such as the ABC Rejection and the ABC MCMC. These algorithms are also applied to the beta model and to the normal-gamma model, in order to generate an univariate posterior distribution and a bivariate distribution, respectively. [ABSTRACT FROM AUTHOR]
- Published
- 2012
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