Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC

DOI10.1016/J.SPL.2015.08.003MaRDI QIDQ900925zbMATH OpenOpenAlexWikidataFDO

Authors Emilie Haon-Lasportes, S. Soubeyrand

Publication date 23 December 2015

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2015.08.003

zbMATH Keywords

approximate Bayesian computationweak convergenceBernstein-von Mises theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

Recommendations

• The rate of convergence for approximate Bayesian computation
• Asymptotic properties of approximate Bayesian computation
• New insights into approximate Bayesian computation
• Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
• A simple approach to maximum intractable likelihood estimation

Cites work

• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 1912119 (Why is no real title available?)
• scientific article; zbMATH DE number 3282322 (Why is no real title available?)
• scientific article; zbMATH DE number 3200152 (Why is no real title available?)
• A comparative review of dimension reduction methods in approximate Bayesian computation
• A semiparametric Bernstein-von Mises theorem for Gaussian process priors
• Approximate Bayesian computation with composite score functions
• Approximate Bayesian computation: a nonparametric perspective
• Approximate Bayesian computational methods
• Approximately sufficient statistics and Bayesian computation
• Bernstein-von Mises theorem for linear functionals of the density
• Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
• Choice of summary statistic weights in approximate Bayesian computation
• Considerate approaches to constructing summary statistics for ABC model selection
• Consistent and robust Bayes procedures for location based on partial information
• Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation. With discussion and authors' reply
• Inference with a contrast-based posterior distribution and application in spatial statistics
• Modeling and spatial statistics
• Nonparametric Bernstein-von Mises theorems in Gaussian white noise
• On optimal selection of summary statistics for approximate Bayesian computation
• On the Bernstein-von Mises theorem with infinite-dimensional parameters
• Pseudo Maximum Likelihood Methods: Theory
• Semiparametric Bernstein-von Mises theorem and bias, illustrated with Gaussian process priors
• The Bernstein-Von Mises Theorem for Markov Processes
• The Bernstein-von Mises theorem and nonregular models
• The Bernstein-von Mises theorem under misspecification
• The semiparametric Bernstein-von Mises theorem

Cited in

(4)

• High-dimensional modeling of spatial and spatio-temporal conditional extremes using INLA and Gaussian Markov random fields
• An approximate likelihood perspective on ABC methods
• A calibrated Bayesian method for the stratified proportional hazards model with missing covariates
• Robust approximate Bayesian inference

This page was built for publication: Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q900925)