Approximately sufficient statistics and bayesian computation.

Abstract excerpt

The analysis of high-dimensional data sets is often forced to rely upon well-chosen summary statistics. A systematic approach to choosing such statistics, which is based upon a sound theoretical framework, is currently lacking. In this paper we develop a sequential scheme for scoring statistics according to whether their inclusion in the analysis will substantially improve the quality of inference. Our method can...

Topics

Share this publication in a Topic to start or enrich a Post.

• Share to Algorithms
• Share to Bayes Theorem
• Share to Computer Simulation