ABC for Climate: Dealing with Expensive Simulators

Authored by: Philip B. Holden , Neil R. Edwards , James Hensman , Richard D. Wilkinson

Handbook of Approximate Bayesian Computation

Print publication date:  August  2018
Online publication date:  August  2018

Print ISBN: 9781439881507
eBook ISBN: 9781315117195
Adobe ISBN:

10.1201/9781315117195-19

 Download Chapter

 

Abstract

One of the primary challenges faced when calibrating a simulator using approximate Bayesian computation (ABC) is overcoming the computational constraints posed by working with limited resource. The requirement to repeatedly simulate from a model can make inference extremely computationally expensive. Consequently, much of the methodological development in ABC has focused on improving computational efficiency, either through the use of more efficient Monte Carlo algorithms or through the use of statistical methods to ameliorate the effect of using a large tolerance.

 Cite
Search for more...
Back to top

Use of cookies on this website

We are using cookies to provide statistics that help us give you the best experience of our site. You can find out more in our Privacy Policy. By continuing to use the site you are agreeing to our use of cookies.