High-dimensional ABC

Nott, D. J., Ong, V. M. -H., Fan, Y., Sisson, S. A.

arXiv.org Machine Learning 

This Chapter, "High-dimensional ABC", is to appear in the forthcoming Handbook of Approximate Bayesian Computation (2018). It details the main ideas and concepts behind extending ABC methods to higher dimensions, with supporting examples and illustrations.

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