A Note on Using Discretized Simulated Data to Estimate Implicit Likelihoods in Bayesian Analyses

التفاصيل البيبلوغرافية
العنوان: A Note on Using Discretized Simulated Data to Estimate Implicit Likelihoods in Bayesian Analyses
المؤلفون: Hamada, M. S., Graves, T. L., Hengartner, N. W., Higdon, D. M., Huzurbazar, A. V., Lawrence, E. C., Linkletter, C. D., Reese, C. S., Scott, D. W., Sitter, R. R., Warr, R. L., Williams, B. J.
سنة النشر: 2020
المجموعة: Statistics
مصطلحات موضوعية: Statistics - Methodology
الوصف: This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a Bayesian analysis employing a Markov chain Monte Carlo algorithm. Three examples are presented as well as a small study on some of the method's properties.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2008.02926
رقم الأكسشن: edsarx.2008.02926
قاعدة البيانات: arXiv