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Approximate Bayesian Computation

(ABC)
(shortcut method in Bayesian statistics)

Approximate Bayesian Computation (ABC) is a particular mathematical method that trades away complete accuracy of the inference for shorter computation. Bayesian statistics involves considerable computation, in some cases offering advantages to such a tradeoff. ABC is useful both for exploring models (dedicating resources to a quick evaluation of a larger number of models) and for handling inferences due to intractable models. ABC is one particular technique for carrying out such a "fast but imperfect" bayesian inference: it is not the only one but is perhaps a current favorite.


(mathematics,statistics)
Further reading:
http://en.wikipedia.org/wiki/Approximate_Bayesian_computation
http://www.maths.lu.se/fileadmin/maths/forskning_research/InferPartObsProcess/abc_slides.pdf
https://darrenjw.wordpress.com/2013/03/31/introduction-to-approximate-bayesian-computation-abc/
http://membres-timc.imag.fr/Olivier.Francois/CsilleryTREE10.pdf
https://michaelgutmann.github.io/assets/slides/Gutmann-2016-05-16.pdf
https://www.math.u-bordeaux.fr/MAS10/DOC/PDF-PRES/Francois.pdf

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