Synthetic Likelihood in Misspecified Models
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Cites work
- A General Framework for Updating Belief Distributions
- An investigation of the moments of the sample autocovariances and autocorrelations for general arma processes
- Approximate Bayesian computational methods
- Asymptotic properties of approximate Bayesian computation
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Asymptotic Statistics
- Bayesian fractional posteriors
- Bayesian Inference Using Synthetic Likelihood: Asymptotics and Adjustments
- Bayesian Synthetic Likelihood
- Efficient Bayesian Synthetic Likelihood With Whitening Transformations
- Inconsistency of Bayesian inference for misspecified linear models, and a proposal for repairing it
- Model Misspecification in Approximate Bayesian Computation: Consequences and Diagnostics
- On the asymptotic efficiency of approximate Bayesian computation estimators
- Relevant statistics for Bayesian model choice
- Robust Approximate Bayesian Inference With Synthetic Likelihood
- Robust Bayesian inference via coarsening
- Robust Bayesian synthetic likelihood via a semi-parametric approach
- Strictly Proper Scoring Rules, Prediction, and Estimation
- The Bernstein-von Mises theorem under misspecification
- The pseudo-marginal approach for efficient Monte Carlo computations
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