Discussions on Fernhead and Prangle (2012)
D. J. Nott, Y. Fan, S. A. Sisson
TL;DR
This paper provides a discussion on the methods proposed by Fearnhead and Prangle (2012) for constructing summary statistics in approximate Bayesian computation, highlighting key insights and potential improvements.
Contribution
It offers critical analysis and perspectives on the semi-automatic approach for summary statistic construction in ABC, expanding on the original methodology.
Findings
Highlights strengths and limitations of the semi-automatic ABC method
Suggests potential enhancements for summary statistic selection
Provides insights into the practical application of ABC techniques
Abstract
Two contributions to the discussion of Fearnhead P. and D. Prangle (2012). Constructing summary statistics for approximate Bayesian computation: Semi-automatic approx- imate Bayesian computation, J. Roy. Statist. Soc. B, 74 (3).
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Taxonomy
TopicsMarkov Chains and Monte Carlo Methods