A few more comments on the specific entry on ABC written by Mikael Sunnåker et al…. The entry starts with the representation of the posterior probability of an hypothesis, rather than with the posterior density of a model parameter, which seems to lead the novice reader astray. After all, (... [Read more...]

Fig. 4 – Boxplots of the evolution [against ε] of ABC approximations to the Bayes factor. The representation is made in terms of frequencies of visits to [accepted proposals from] models MA(1) and MA(2) during an ABC simulation when ε corresponds to the 10,1,.1,.01% quantiles on the simulated autocovariance distances. The data is a time [...] [Read more...]