# Tagged Questions

ABC stands for Approximate Bayesian Computation. It is a computational technique for approximately simulating from a posterior distribution.

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### ABC model selection

It has been shown that ABC model choice using Bayes factors is not to be recommended due to the presence of an error coming from the use of summary statistics. The conclusion in this paper relies on ...
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### How to choose the scaling matrix in ABC (without cheating!)?

I am doing a numerical experiment involving comparing Approximate Bayesian Computation (ABC) with other methods. I am simulating data $\boldsymbol{y}$ from a model and I'm using ABC to get a sample ...
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### How to choose the tolerance parameter for ABC?

I have the following sorted data (sampling from parametric space [1,5]) with respect to their distances of parameter Theta. i.e., Let say N = 1000, Theta : 1.1, 1.7, 1.9, 2.4, 2.8, . . . , 4.9 ...
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### Modeling prior probability as a delta function

I'm using approximate Bayesian computation to find the true value of a parameter. My prior distribution is uniform over $(0, 1)$. I was watching this video on Bayesian learning and the lecturer ...
I have a discrete time stochastic process, where at each time the state of the system $X_t$ is given by: $$X_t = f_\theta(X_{t-1},\epsilon_t), \; \; \text{for} \; t = 1,\dots,T$$ and, for example, ...