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近似贝叶斯计算(ABC):进展和问题

Approximate Bayesian computation (ABC): advances and questions
课程网址: http://videolectures.net/isba2012_robert_bayesian_computation/  
主讲教师: Christian P. Robert, Peter Mueller
开课单位: 巴黎多芬大学
开课时间: 2012-08-22
课程语种: 英语
中文简介:
多年来贝叶斯计算的缺失一直是封闭形式可能性的缺陷,并且在引入MCMC方法之前,贝叶斯范式的传播受到严重阻碍。我们现在正面临着这样的模式,其中MCMC完成模型以实现封闭形式似然是无法实现的,并且进一步的近似程度似乎不可避免。在本教程中,我将介绍近似贝叶斯计算(ABC)方法的动机,当前文献中的各种实现,以及这些方法设置的推理而非计算挑战。
课程简介: The lack of closed formlikelihoods has been the bane of Bayesian computation for many years and, prior to the introduction of MCMC methods, a strong impediment to the propagation of the Bayesian paradigm. We are now facing models where an MCMC completion of the model towards closed-formlikelihoods seems unachievable and where a further degree of approximation appears unavoidable. In this tutorial, I will present the motivation for approximative Bayesian computation (ABC) methods, the various implementations found in the current literature, as well as the inferential, rather than computational, challenges set by these methods.
关 键 词: 贝叶斯计算; 封闭形式; 贝叶斯范式
课程来源: 视频讲座网
最后编审: 2020-07-31:yumf
阅读次数: 282