Approximate Bayesian computation with composite score functions

DOI10.1007/s11222-015-9551-zzbMath1505.62348arXiv1311.7286OpenAlexW1978556363MaRDI QIDQ294244

Laura Ventura, Erlis Ruli, Nicola Sartori

Publication date: 10 June 2016

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1311.7286

zbMATH Keywords

likelihood-free inferencepairwise likelihoodcomplex modelcomposite marginal likelihoodtangent exponential modelunbiased estimating function

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15)

Related Items (11)

Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework ⋮ Asymptotic expansion of the posterior based on pairwise likelihood ⋮ An approximate likelihood perspective on ABC methods ⋮ Approximate Bayesian Computation: A Survey on Recent Results ⋮ Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC ⋮ Pseudo-Likelihoods for Bayesian Inference ⋮ Unnamed Item ⋮ Objective Bayesian inference with proper scoring rules ⋮ A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models ⋮ ABC model selection for spatial extremes models applied to south Australian maximum temperature data ⋮ Robust approximate Bayesian inference

Uses Software

• SpatialExtremes

Cites Work

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