2 papers
stat.ME2026
Approximate Bayesian Computation with Statistical Distances for Model Selection
Clara Grazian
Model selection in the presence of intractable likelihoods remains a central challenge in Bayesian inference. Approximate Bayesian computation (ABC) provides a flexible likelihood-…
stat.ME2024
Novel Bayesian algorithms for ARFIMA long-memory processes: a comparison between MCMC and ABC approaches
James Cohen Gabor, Clara Grazian
This paper presents a comparative study of two Bayesian approaches - Markov Chain Monte Carlo (MCMC) and Approximate Bayesian Computation (ABC) - for estimating the parameters of a…