Improved approximate Bayesian computation methods via empirical likelihood
被引:2
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作者:
Dmitrieva, Tatiana
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机构:
Advocate Aurora Hlth, 3075 Highland Pkwy,Suite 600, Downers Grove, IL 60515 USAAdvocate Aurora Hlth, 3075 Highland Pkwy,Suite 600, Downers Grove, IL 60515 USA
Dmitrieva, Tatiana
[1
]
McCullough, Kristin
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机构:
Grand View Univ, 1200 Grandview Ave, Des Moines, IA 50316 USAAdvocate Aurora Hlth, 3075 Highland Pkwy,Suite 600, Downers Grove, IL 60515 USA
McCullough, Kristin
[2
]
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机构:
Ebrahimi, Nader
[3
]
机构:
[1] Advocate Aurora Hlth, 3075 Highland Pkwy,Suite 600, Downers Grove, IL 60515 USA
[2] Grand View Univ, 1200 Grandview Ave, Des Moines, IA 50316 USA
[3] Northern Illinois Univ, 1425 Lincoln Hwy, De Kalb, IL 60115 USA
Bayesian inference;
ABC;
Likelihood-free methods;
Empirical likelihood ratio test;
D O I:
10.1007/s00180-020-00985-1
中图分类号:
O21 [概率论与数理统计];
C8 [统计学];
学科分类号:
020208 ;
070103 ;
0714 ;
摘要:
Approximate Bayesian Computation (ABC) is a method of statistical inference that is used for complex models where the likelihood function is intractable or computationally difficult, but can be simulated by a computer model. As proposed by Mengersen et al. (Proc Natl Acad Sci 110(4):1321-1326, 2013), when additional information about the parameter of interest is available, empirical likelihood techniques can be used in place of model simulation. In this paper we propose an improvement to Mengersen et al. (2013) ABC via empirical likelihood algorithm through the addition of a testing procedure. We demonstrate the effectiveness of our proposed method through a nanotechnology application where we assess the reliability of nanowires. The efficiency and improved accuracy is shown through simulation analysis.
机构:
Queensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, AustraliaQueensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
Mengersen, Kerrie L.
Pudlo, Pierre
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机构:
INRA, Ctr Biol Gest Populat, F-34988 Montferrier Sur Lez, France
Univ Montpellier 2, Inst Math & Modelisat Montpellier, F-34095 Montpellier 5, France
Inst Biol Computat, Montpellier, FranceQueensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
Pudlo, Pierre
Robert, Christian P.
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机构:
Univ Paris 09, Ctr Rech Math Decis, F-75775 Paris 16, France
Inst Univ France, Paris, France
Ctr Rech Stat & Econ, F-92245 Malakoff, FranceQueensland Univ Technol, Sch Math Sci, Brisbane, Qld 4001, Australia
机构:
Department of Statistics, University of Nebraska-Lincoln, Lincoln,NE, United StatesDepartment of Statistics, University of Nebraska-Lincoln, Lincoln,NE, United States
Chaudhuri, Sanjay
Ghosh, Subhroshekhar
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机构:
Department of Mathematics, National University of Singapore, SingaporeDepartment of Statistics, University of Nebraska-Lincoln, Lincoln,NE, United States
Ghosh, Subhroshekhar
Pham, Kim Cuc
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h-index: 0
机构:
Department of Statistics and Applied Probability, National University of Singapore, Singapore
Department of Statistics and Data Science, National University of Singapore, SingaporeDepartment of Statistics, University of Nebraska-Lincoln, Lincoln,NE, United States
机构:
Univ Paris 11, Dept Math, Inria Saclay Ile de France, F-91405 Orsay, FranceUniv Paris 11, Dept Math, Inria Saclay Ile de France, F-91405 Orsay, France
机构:
Booth School of Business University of Chicago, Chicago,IL,60637, United StatesBooth School of Business University of Chicago, Chicago,IL,60637, United States
Wang, Yuexi
Kaji, Tetsuya
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机构:
Booth School of Business University of Chicago, Chicago,IL,60637, United StatesBooth School of Business University of Chicago, Chicago,IL,60637, United States
Kaji, Tetsuya
Rockova, Veronika
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机构:
Booth School of Business University of Chicago, Chicago,IL,60637, United StatesBooth School of Business University of Chicago, Chicago,IL,60637, United States