% IMPORTANT: The following is UTF-8 encoded. This means that in the presence
% of non-ASCII characters, it will not work with BibTeX 0.99 or older.
% Instead, you should use an up-to-date BibTeX implementation like “bibtex8” or
% “biber”.
@ARTICLE{Sadegh:187136,
author = {Sadegh, Mojtaba and Vrugt, Jasper A.},
title = {{A}pproximate {B}ayesian {C}omputation using {M}arkov
{C}hain {M}onte {C}arlo simulation: {DREAM} ({ABC})},
journal = {Water resources research},
volume = {50},
number = {8},
issn = {0043-1397},
address = {Washington, DC},
publisher = {AGU},
reportid = {FZJ-2015-00810},
pages = {6767 - 6787},
year = {2014},
abstract = {The quest for a more powerful method for model evaluation
has inspired Vrugt and Sadegh (2013) to introduce
“likelihood-free” inference as vehicle for diagnostic
model evaluation. This class of methods is also referred to
as Approximate Bayesian Computation (ABC) and relaxes the
need for a residual-based likelihood function in favor of
one or multiple different summary statistics that exhibit
superior diagnostic power. Here we propose several
methodological improvements over commonly used ABC sampling
methods to permit inference of complex system models. Our
methodology entitled DREAM(ABC) uses the DiffeRential
Evolution Adaptive Metropolis algorithm as its main building
block and takes advantage of a continuous fitness function
to efficiently explore the behavioral model space. Three
case studies demonstrate that DREAM(ABC) is at least an
order of magnitude more efficient than commonly used ABC
sampling methods for more complex models. DREAM(ABC) is also
more amenable to distributed, multi-processor,
implementation, a prerequisite to diagnostic inference of
CPU-intensive system models.},
cin = {IBG-3},
ddc = {550},
cid = {I:(DE-Juel1)IBG-3-20101118},
pnm = {246 - Modelling and Monitoring Terrestrial Systems: Methods
and Technologies (POF2-246) / 255 - Terrestrial Systems:
From Observation to Prediction (POF3-255)},
pid = {G:(DE-HGF)POF2-246 / G:(DE-HGF)POF3-255},
typ = {PUB:(DE-HGF)16},
UT = {WOS:000342632300031},
doi = {10.1002/2014WR015386},
url = {https://juser.fz-juelich.de/record/187136},
}