首页> 外文OA文献 >A Bootstrap Likelihood approach to Bayesian Computation
【2h】

A Bootstrap Likelihood approach to Bayesian Computation

机译:可能性的引导方法来计算贝叶斯

代理获取
本网站仅为用户提供外文OA文献查询和代理获取服务,本网站没有原文。下单后我们将采用程序或人工为您竭诚获取高质量的原文,但由于OA文献来源多样且变更频繁,仍可能出现获取不到、文献不完整或与标题不符等情况,如果获取不到我们将提供退款服务。请知悉。

摘要

Recently, an increasingly amount of literature focused on Bayesian computationalmethods to address problems with intractable likelihood. These algorithms are known asApproximate Bayesian Computational (ABC) methods. One of the problems of thesealgorithms is that the performance depends on the tuning of some parameters, such asthe summary statistics, distance and tolerance level.To bypass this problem, an alternative method based on empirical likelihood wasintroduced by Mengersen et al. (2013), which can be easily implemented when a set ofconstraints, related with the moments of the distribution, is known.However, the choice of the constraints is crucial and sometimes challenging in the sensethat it determines the convergence property of the empirical likelihood. To overcomethis problem, we propose an alternative method based on a bootstrap likelihoodapproach. The method is easy to implement and in some cases it is faster than the otherapproaches. The performance of the algorithm is illustrated with examples in PopulationGenetics, Time Series and a recent non-explicit bivariate Beta distribution. Finally, wetest the method on simulated and real data random fields.
机译:最近,越来越多的文献关注贝叶斯计算方法以难以解决的可能性解决问题。这些算法被称为近似贝叶斯计算(ABC)方法。这些算法的问题之一是性能取决于一些参数的调整,例如汇总统计量,距离和公差水平。为了绕开此问题,Mengersen等人引入了一种基于经验似然性的替代方法。 (2013年),当知道一组与分布时刻有关的约束时,可以很容易地实现。但是,约束的选择是至关重要的,有时在确定经验似然的收敛性方面具有挑战性。为了克服这个问题,我们提出了一种基于自举似然法的替代方法。该方法易于实现,并且在某些情况下比其他方法更快。人口遗传学,时间序列和最近的非显式双变量Beta分布中的示例说明了该算法的性能。最后,我们在模拟和真实数据随机字段上测试该方法。

著录项

相似文献

  • 外文文献
  • 中文文献
  • 专利
代理获取

客服邮箱:kefu@zhangqiaokeyan.com

京公网安备:11010802029741号 ICP备案号:京ICP备15016152号-6 六维联合信息科技 (北京) 有限公司©版权所有
  • 客服微信

  • 服务号