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Approximate Bayesian computation can be understood as a kind of Bayesian version of [[indirect inference]].<ref>Drovandi, Christopher C. "ABC and indirect inference." Handbook of Approximate Bayesian Computation (2018): 179-209. https://arxiv.org/abs/1803.01999</ref><ref>{{Cite journal |last=Peters |first=Gareth |date=2009 |title=Advances in Approximate Bayesian Computation and Trans-Dimensional Sampling Methodology |url=https://www.ssrn.com/abstract=3785580 |journal=SSRN Electronic Journal |language=en |doi=10.2139/ssrn.3785580 |issn=1556-5068}}</ref>
Several efficient Monte Carlo based approaches have been developed to perform sampling from the ABC posterior distribution for purposes of estimation and prediction problems. A popular choice is the SMC Samplers algorithim <ref>{{Cite journal |last1=Del Moral |first1=Pierre |last2=Doucet |first2=Arnaud |last3=Jasra |first3=Ajay |date=2006 |title=Sequential Monte Carlo Samplers |url=https://www.jstor.org/stable/3879283 |journal=Journal of the Royal Statistical Society. Series B (Statistical Methodology) |volume=68 |issue=3 |pages=411–436 |doi=10.1111/j.1467-9868.2006.00553.x |jstor=3879283 |issn=1369-7412|arxiv=cond-mat/0212648 }}</ref><ref>{{Cite journal |last1=Del Moral |first1=Pierre |last2=Doucet |first2=Arnaud |last3=Peters |first3=Gareth |date=2004 |title=Sequential Monte Carlo Samplers CUED Technical Report |url=https://www.ssrn.com/abstract=3841065 |journal=SSRN Electronic Journal |language=en |doi=10.2139/ssrn.3841065 |issn=1556-5068}}</ref><ref>{{Cite journal |last=Peters |first=Gareth |date=2005 |title=Topics in Sequential Monte Carlo Samplers |url=https://www.ssrn.com/abstract=3785582 |journal=SSRN Electronic Journal |language=en |doi=10.2139/ssrn.3785582 |issn=1556-5068}}</ref> adapted to the ABC context in the method (SMC-ABC).<ref>{{Cite journal |last1=Sisson |first1=S. A. |last2=Fan |first2=Y. |last3=Tanaka |first3=Mark M. |date=2007-02-06 |title=Sequential Monte Carlo without likelihoods |journal=Proceedings of the National Academy of Sciences |language=en |volume=104 |issue=6 |pages=1760–1765 |doi=10.1073/pnas.0607208104 |doi-access=free |issn=0027-8424 |pmc=1794282 |pmid=17264216|bibcode=2007PNAS..104.1760S }}</ref><ref>{{Cite journal |last=Peters |first=Gareth |date=2009 |title=Advances in Approximate Bayesian Computation and Trans-Dimensional Sampling Methodology |url=https://www.ssrn.com/abstract=3785580 |journal=SSRN Electronic Journal |language=en |doi=10.2139/ssrn.3785580 |issn=1556-5068}}</ref><ref>{{Cite journal |last1=Peters |first1=G. W. |last2=Sisson |first2=S. A. |last3=Fan |first3=Y. |date=2012-11-01 |title=Likelihood-free Bayesian inference for α-stable models |url=https://www.sciencedirect.com/science/article/pii/S0167947310003786 |journal=Computational Statistics & Data Analysis |series=1st issue of the Annals of Computational and Financial Econometrics |volume=56 |issue=11 |pages=3743–3756 |doi=10.1016/j.csda.2010.10.004 |issn=0167-9473}}</ref><ref>{{Cite journal |last1=Peters |first1=Gareth W. |last2=Wüthrich |first2=Mario V. |last3=Shevchenko |first3=Pavel V. |date=2010-08-01 |title=Chain ladder method: Bayesian bootstrap versus classical bootstrap |url=https://www.sciencedirect.com/science/article/pii/S0167668710000351 |journal=Insurance: Mathematics and Economics |volume=47 |issue=1 |pages=36–51 |doi=10.1016/j.insmatheco.2010.03.007 |arxiv=1004.2548 |issn=0167-6687}}</ref>
==Method==
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