期刊
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
卷 51, 期 1, 页码 376-403出版社
INST MATHEMATICAL STATISTICS
DOI: 10.1214/13-AIHP590
关键词
Approximate Bayesian Computation; Nonparametric estimation; Conditional density estimation; Nearest neighbor methods; Mathematical statistics
资金
- French National Research Agency [ANR-09-BLAN-0051-02]
- Institut universitaire de France
- Agence Nationale de la Recherche (ANR) [ANR-09-BLAN-0051] Funding Source: Agence Nationale de la Recherche (ANR)
Approximate Bayesian Computation (ABC for short) is a family of computational techniques which offer an almost automated solution in situations where evaluation of the posterior likelihood is computationally prohibitive, or whenever suitable likelihoods are not available. In the present paper, we analyze the procedure from the point of view of k-nearest neighbor theory and explore the statistical properties of its outputs. We discuss in particular some asymptotic features of the genuine conditional density estimate associated with ABC, which is an interesting hybrid between a k-nearest neighbor and a kernel method.
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