Bayesian composite marginal likelihoods

zbMATH Open1206.62039MaRDI QIDQ3074765FDOQ3074765

Authors: Francesco Pauli, Walter Racugno, Laura Ventura 

Publication date: 10 February 2011

Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J21N1/J21N16/J21N16.html

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zbMATH Keywords

Bayesian inferenceestimating equationpseudo-likelihoodasymptotic theoryextreme value theorypairwise likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

Cited In (32)

• Marginally parameterized spatio-temporal models and stepwise maximum likelihood estimation
• Divide-and-conquer Bayesian inference in hidden Markov models
• An efficient workflow for modelling high-dimensional spatial extremes
• Composite likelihood inference by nonparametric saddlepoint tests
• Bayesian inference from composite likelihoods, with an application to spatial extremes
• Combined composite likelihood
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• Pseudo-Likelihoods for Bayesian Inference
• Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks
• A composite likelihood approach to computer model calibration with high-dimensional spatial data
• On interval and point estimators based on a penalization of the modified profile likelihood
• On the performance of the Bayesian composite likelihood estimation of max-stable processes
• Composite Marginal Likelihoods to the Normal Bradley-Terry Model
• Asymptotic expansion of the posterior based on pairwise likelihood
• Generalized Bayesian likelihood-free inference
• Bayesian Synthetic Likelihood
• Bayesian Additive Machine: classification with a semiparametric discriminant function
• Objective Bayesian inference with proper scoring rules
• Two Bayesian/frequentist challenges for categorical data analyses
• On composite marginal likelihoods
• A matching prior for the shape parameter of the skew-normal distribution
• Composite mixture of log-linear models with application to psychiatric studies
• Statistical corrections of invalid correlation matrices
• Prepivoting composite score statistics by weighted bootstrap iteration
• Enhanced Laplace approximation
• Robust confidence distributions from proper scoring rules
• Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
• Approximate Bayesian computation with composite score functions
• Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
• Bernstein-von Mises theorem and misspecified models: a review
• A Novel Approach for Markov Random Field With Intractable Normalizing Constant on Large Lattices
• 30 years of space-time covariance functions

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