Fiducial Matching for the Approximate Posterior: F-ABC

07/12/2020

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by   Yannis G. Yatracos, et al.

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F-ABC is introduced, using universal sufficient statistics, unlike previous ABC papers, e.g. Bernton et al. (2019), and avoiding in the approximate posterior artifacts due to a Kernel. The nature of matching tolerance is examined and indications for determining its values are presented. F-ABC does not face concerns associated with ABC. Asymptotics and simulation results are also presented.