High-dimensional ABC

02/27/2018

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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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High-dimensional ABC

Overview of Approximate Bayesian Computation

Computation of Centroidal Voronoi Tessellations in High Dimensional spaces

Bayesian Classification and Regression with High Dimensional Features

Higher Dimensional Graphics: Conceiving Worlds in Four Spatial Dimensions and Beyond

ABC and Indirect Inference

High-dimensional dynamic factor models: a selective survey and lines of future research

Fast Automatic Bayesian Cubature Using Matching Kernels and Designs

High-dimensional ABC

Related Research

Overview of Approximate Bayesian Computation

Computation of Centroidal Voronoi Tessellations in High Dimensional spaces

Bayesian Classification and Regression with High Dimensional Features

Higher Dimensional Graphics: Conceiving Worlds in Four Spatial Dimensions and Beyond

ABC and Indirect Inference

High-dimensional dynamic factor models: a selective survey and lines of future research

Fast Automatic Bayesian Cubature Using Matching Kernels and Designs