Asymptotics of Approximate Bayesian Computation

Image credit: John Moeses Bauan

For the better part of four years, I've been working on and off on understanding and describing the asymptotic properties of various approximate Bayesian computational (ABC) proceures. In this post, I'm going to attempt to classify the different types of results that exist in the literature and what remains to be done (in my view). Stay tuned.

David T. Frazier
DECRA Fellow and Associate Professor in Econometrics and Statistics

My research interests include simulation-based statistical theory and inference, approximate Bayesian analysis, forecasting and scoring rules.