Learning functions and approximate Bayesian computation design: ABCD

Hainy, M.; Müller, W.G; and Wynn, Henry P.ORCID logo (2014) Learning functions and approximate Bayesian computation design: ABCD Entropy, 16 (8). pp. 4353-4374. ISSN 1099-4300
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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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