학술논문

ABC for kids.
Document Type
Article
Source
AIP Conference Proceedings. Oct2012, Vol. 1490 Issue 1, p67-74. 8p. 1 Chart, 3 Graphs.
Subject
*APPROXIMATION theory
*BAYESIAN analysis
*MAXIMUM likelihood statistics
*ALGORITHMS
*STATISTICAL sampling
*DISTRIBUTION (Probability theory)
*GAMMA distributions
Language
ISSN
0094-243X
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]