1 code implementation • 14 May 2019 • Hien D. Nguyen, Julyan Arbel, Hongliang Lü, Florence Forbes
Furthermore, we propose a consistent V-statistic estimator of the energy statistic, under which we show that the large sample result holds, and prove that the rejection ABC algorithm, based on the energy statistic, generates pseudo-posterior distributions that achieves convergence to the correct limits, when implemented with rejection thresholds that converge to zero, in the finite sample setting.
