18 citations · 67 across the 26 of their papers we have counts for
3 papers · 1 filter
Approximate Bayesian Forecasting
David T. Frazier, Worapree Maneesoonthorn, Gael M. Martin +1
Approximate Bayesian Computation (ABC) has become increasingly prominent as a method for conducting parameter inference in a range of challenging statistical problems, most notably…
Indirect Inference with a Non-Smooth Criterion Function
David T. Frazier, Tatsushi Oka, Dan Zhu
Indirect inference requires simulating realisations of endogenous variables from the model under study. When the endogenous variables are discontinuous functions of the model param…
Model Misspecification in ABC: Consequences and Diagnostics
David T. Frazier, Christian P. Robert, Judith Rousseau
We analyze the behavior of approximate Bayesian computation (ABC) when the model generating the simulated data differs from the actual data generating process; i.e., when the data…