Approximate Bayesian Computation (ABC) is a likelihood‐free inference methodology that has revolutionised the way researchers tackle complex problems where the likelihood function is difficult or ...

Proceedings of the National Academy of Sciences of the United States of America, Vol. 108, No. 37 (September 13, 2011), pp. 15112-15117 (6 pages) Approximate Bayesian computation (ABC) have become an ...

The paper presents a Bayesian framework for the calibration of financial models using neural stochastic differential equations (neural SDEs), for which we also formulate a global universal ...

“Bayesian Statistics the Fun Way: Understanding Statistics and Probability with Star Wars, Lego, and Rubber Ducks,” by Will Kurt (2019 No Starch Press) is an excellent introduction to subjects ...