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Emille Ishida edited this page Aug 16, 2018 · 5 revisions

References

In astronomy, about precision matrix estimation

Seletin and Heavens, 2016 - Quantifying lost information due to covariance matrix estimation in parameter inference

Statistical reviews

Fan et al., 2015 - An Overview on the Estimation of Large Covariance and Precision Matrices

Blum et al., 2012 - A Comparative Review of Dimension Reduction Methods in Approximate Bayesian Computation

Loosely related

Seletin and Heavens, 2018 - On the insufficiency of arbitrarily precise covariance matrices: non-Gaussian weak lensing likelihoods

General ABC - not at all related, but interesting

In astronomy

Witzel et al., 2018 - Variability Timescale and Spectral Index of Sgr A in the Near Infrared: Approximate Bayesian Computation Analysis of the Variability of the Closest Supermassive Black Hole*

Hsu et al., 2018 - Improving the accuracy of planet occurrence rates from Kepler using Approximate Bayesian Computation

Kacprzak et al., 2017 - Accelerating Approximate Bayesian Computation with Quantile Regression: Application to Cosmological Redshift Distributions

Jennings et al., 2016 - A new approach for obtaining cosmological constraints from type Ia supernovae using Approximate Bayesian Computation

Jennings et al., 2016 - astroABC: An Approximate Bayesian Computation Sequential Monte Carlo sampler for cosmological parameter estimation

Hahn et al., 2016 - Approximate Bayesian Computation in Large Scale Structure: constraining the galaxy-halo connection

Akeret et al.. 2015 - Approximate Bayesian Computation for Forward Modeling in Cosmology

Ishida et al., 2015 - cosmoabc: Likelihood-free inference via Population Monte Carlo Approximate Bayesian Computation

Weyant et al., 2013 - Likelihood-Free Cosmological Inference with Type Ia Supernovae: Approximate Bayesian Computation for a Complete Treatment of Uncertainty

Cameron and Pettitt, 2012 - Approximate Bayesian Computation for Astronomical Model Analysis: A Case Study in Galaxy Demographics and Morphological Transformation at High Redshift

With astronomical examples

Simola et al., 2018 - Approximate Bayesian Computation for Finite Mixture Models

Outside astronomy

Izbicki et al., 2018 - ABC-CDE: Towards Approximate Bayesian Computation with Complex High-Dimensional Data and Limited Simulations

Frazier et al., 2016 - Asymptotic Properties of Approximate Bayesian Computation

Jiang et al., 2015 - Learning Summary Statistic for Approximate Bayesian Computation via Deep Neural Network

Prangle et al., 2013 - Diagnostic tools for approximate Bayesian Computation using the coverage property

Beaumont et al., 2008 - Adaptive approximate Bayesian computation

Chapters of the Handbook of ABC

Chapter 1 - Overview of Approximate Bayesian Computation
Chapter 3 - Regression approaches for Approximate Bayesian Computation
Chapter 5 - Summary Statistics in Approximate Bayesian Computation
Chapter 10 - Approximating the Likelihood in Approximate Bayesian Computation
Appendix - A Guide to General-Purpose Approximate Bayesian Computation Software

Software

Dutta et al., 2017 - ABCpy: A High-Performance Computing Perspective to Approximate Bayesian Computation - code

Csillery et al., 2011 - abc: an R package for Approximate Bayesian Computation (ABC) - code

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