Article ID Journal Published Year Pages File Type
1151353 Statistics & Probability Letters 2015 9 Pages PDF
Abstract

The weak convergence of posterior distributions conditional on maximum pseudo-likelihood estimates (MPLE) is studied and exploited to justify the use of MPLE as summary statistics in approximate Bayesian computation (ABC). Our study could be generalized by replacing the pseudo-likelihood by other estimating functions (e.g. quasi-likelihoods and contrasts).

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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