Summary statistics for ABC model choice
Dennis Prangle, Mathematics and Statistics, Lancaster University (February 23, 2012)
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Dennis Prangle, Mathematics & Statistics, Lancaster University
ABC is a powerful method for inference of statistical models with intractable likelihoods. Recently there has been much interest in using ABC for model choice and concerns have been raised that the results are not robust to summary statistic choice. We propose a method of choosing useful summary statistics and apply the method to population genetic and epidemiological examples.