Consequences of Model Misspecification in Approximate Bayesian Computation
Consequences of Model Misspecification in Approximate Bayesian Computation
批准号:
DE200101070
负责人:
Prof David Frazier
金额:
$26.42万
依托单位:
依托单位国家:
澳大利亚
项目类别:
Discovery Early Career Researcher Award
财政年份:
2020
资助国家:
澳大利亚
项目状态:
已结题
起止时间:
2020-02-01 至 2024-02-01
中文摘要
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英文摘要
In almost any empirical application, the model the analyst is working with constitutes a misspecified description of the true process that has generated the data. While the method of Approximate Bayesian computation (ABC) is now a staple in the toolkit of the applied modeller, the impact of misspecification in ABC is unknown. This project aims to undertake a rigorous study into the behaviour of ABC under model misspecification. Expected outcomes include new theoretical results for ABC under misspecification and new methods capable of detecting/mitigating model misspecification. This project will provide significant benefits in all spheres where reliable, robust statistical inference methods are required in order to make reliable decisions.
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