Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 76, No. 5 (NOVEMBER 2014), pp. 833-859 (27 pages) The choice of the summary statistics that are used in Bayesian ...
Approximate Bayesian Computation (ABC) is a likelihood‐free inference methodology that has revolutionised the way researchers tackle complex problems where the likelihood function is difficult or ...
We show how the notion ofmessage passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, ...