Improved approximate Bayesian computation methods via empirical likelihood

被引:2
|
作者
Dmitrieva, Tatiana [1 ]
McCullough, Kristin [2 ]
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
关键词
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.
引用
收藏
页码:1533 / 1552
页数:20
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