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:


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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.

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