Approximate Bayesian computation with modified log-likelihood ratios

DOI10.1007/s40300-014-0041-4zbMath1316.62043OpenAlexW2031114469MaRDI QIDQ2513697

Nancy Reid, Laura Ventura

Publication date: 28 January 2015

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-014-0041-4

zbMATH Keywords

nuisance parameterLaplace approximationmatching priorsmarginal posterior distributioncredible sethigher-order asymptoticsmodified likelihood roottail area probabilityBayesian simulationPereira-Stern measure of evidenceprecise null hypothesis

Mathematics Subject Classification ID

Bayesian inference (62F15)

Related Items

A matching prior for the product of normal means based on the modified profile likelihood ⋮ Can Bayesian, confidence distribution and frequentist inference agree? ⋮ Pseudo-Likelihoods for Bayesian Inference ⋮ On the validity of the formal Edgeworth expansion for posterior densities ⋮ Higher-order Bayesian Approximations for Pseudo-posterior Distributions ⋮ The \(e\)-value: a fully Bayesian significance measure for precise statistical hypotheses and its research program

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Marginal posterior simulation via higher-order tail area approximations
• Bayesian evidence test for precise hypotheses
• Asymptotics and the theory of inference
• Strong matching of frequentist and Bayesian parametric inference
• Evidence and credibility: Full Bayesian signifiance test for precise hypotheses
• Objective Bayesian higher-order asymptotics in models with nuisance parameters
• A note on approximate Bayesian credible sets based on modified loglikelihood ratios
• Adjustments of the profile likelihood from a new perspective
• Posterior simulation via the signed root log-likelihood ratio
• Likelihood Asymptotics
• Approximations of marginal tail probabilities and inference for scalar parameters
• Modified signed log likelihood ratio
• Assessing Sensitivity to Priors Using Higher Order Approximations
• On probability matching priors
• Accurate Approximations for Posterior Moments and Marginal Densities
• Noninformative priors for one parameter of many
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Stable and invariant adjusted directed likelihoods
• Statistical Models
• A framework for Bayesian and likelihood approximations in statistics
• Higher order asymptotic computation of Bayesian significance tests for precise null hypotheses in the presence of nuisance parameters
• Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters
• Applied Asymptotics
• Can a significance test be genuinely Bayesian?

This page was built for publication: Approximate Bayesian computation with modified log-likelihood ratios