Laplace distribution

Selecting statistics for ABC model choice [R code]

November 1, 2011 | xi'an

As supplementary material to the ABC paper we just arXived, here is the R code I used to produce the Bayes factor comparisons between summary statistics in the normal versus Laplace example. (Warning: running the R code takes a while!) Filed under: R, Statistics, University life Tagged: ABC, Bayesian model ... [Read more...]

Normal tail precision

June 25, 2011 | xi'an

In conjunction with the normal-Laplace comparison mentioned in the most recent post about our lack of confidence in ABC model choice, we have been working on the derivation of the exact Bayes factor and I derived an easy formula for the marginal likelihood in the Laplace case that boils down ... [Read more...]

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