A rare event approach to high-dimensional approximate Bayesian computation.

Dennis Prangle Richard G. Everitt Theodore Kypraios

Published in: Stat. Comput. (2018)

Keyphrases

high dimensional
rare events
importance sampling
fraud detection
bayesian networks
high dimensional data
low dimensional
high dimensionality
bayesian inference
posterior distribution
maximum likelihood
data sets
feature space
dimensionality reduction
class distribution
buffer overflow