An extended empirical saddlepoint approximation for intractable likelihoods

DOI10.1214/18-EJS1433zbMath1395.62338arXiv1601.01849OpenAlexW2963399751WikidataQ129751550 ScholiaQ129751550MaRDI QIDQ127258

Mark V. Bravington, Matteo Fasiolo, Florian Hartig, Simon N. Wood, Mark V. Bravington, Matteo Fasiolo, Simon N. Wood, Florian Hartig

Publication date: 1 January 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1601.01849

zbMATH Keywords

saddlepoint approximationdensity estimationintractable likelihoodsimulation-based inferenceimplicit statistical modelsynthetic likelihood

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Applications of statistics to biology and medical sciences; meta analysis (62P10)

Related Items (10)

The empirical saddlepoint estimator ⋮ Sequentially guided MCMC proposals for synthetic likelihoods and correlated synthetic likelihoods ⋮ On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective ⋮ Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments ⋮ Variational Bayes with synthetic likelihood ⋮ Unnamed Item ⋮ Robust Bayesian Synthetic Likelihood via a Semi-Parametric Approach ⋮ Likelihood-free inference in high dimensions with synthetic likelihood ⋮ A robust and fast two-sample test of equal correlations with an application to differential co-expression ⋮ esaddle

Uses Software

• R
• CRAN
• copula
• copula
• GPS-ABC

Cites Work

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