Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151353 | Statistics & Probability Letters | 2015 | 9 Pages |
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).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Samuel Soubeyrand, Emilie Haon-Lasportes,