A Comparison of Kernels for ABC-SMC

Dennis Prangle,Cecilia Viscardi,Sammy Ragy

Published 2025 in Unknown venue

ABSTRACT

A popular method for likelihood-free inference is approximate Bayesian computation sequential Monte Carlo (ABC-SMC) algorithms. These approximate the posterior using a population of particles, which are updated using Markov kernels. Several such kernels have been proposed. In this paper we review these, highlighting some less well known choices, and proposing some novel options. Further, we conduct an extensive empirical comparison of kernel choices. Our results suggest using a one-hit kernel with a mixture proposal as a default choice.

PUBLICATION RECORD

  • Publication year

    2025

  • Venue

    Unknown venue

  • Publication date

    2025-11-09

  • Fields of study

    Mathematics, Computer Science

  • Identifiers
  • External record

    Open on Semantic Scholar

  • Source metadata

    Semantic Scholar

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