Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework

DOI10.1214/14-BA921zbMath1335.62041arXiv1505.03350MaRDI QIDQ273605

Maria Eugenia Castellanos Nueda, Stefano Cabras, Erlis Ruli

Publication date: 22 April 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1505.03350

zbMATH Keywords

Markov chain Monte Carlopseudo-likelihoodestimating functionlikelihood-free methodsproposal distribution

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15)

Related Items (4)

An approximate likelihood perspective on ABC methods ⋮ Multilevel rejection sampling for approximate Bayesian computation ⋮ Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions ⋮ Robust approximate Bayesian inference

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