Learning functions and approximate Bayesian computation design: ABCD

Hainy, M., Müller, W. & Wynn, H. P.ORCID logo (2014). Learning functions and approximate Bayesian computation design: ABCD. Entropy, 16(8), 4353-4374. https://doi.org/10.3390/e16084353
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Interventions aimed at high-need families have difficulty demonstrating short-term impact on child behaviour. A general approach to Bayesian learning revisits some classical results, which study which functionals on a prior distribution are expected to increase, in a preposterior sense. The results are applied to information functionals of the Shannon type and to a class of functionals based on expected distance. A close connection is made between the latter and a metric embedding theory due to Schoenberg and others. For the Shannon type, there is a connection to majorization theory for distributions. A computational method is described to solve generalized optimal experimental design problems arising from the learning framework based on a version of the well-known approximate Bayesian computation (ABC) method for carrying out the Bayesian analysis based on Monte Carlo simulation. Some simple examples are given.

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