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

Autor: 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.
Rok vydání: 2020
Předmět:
Druh dokumentu: Working Paper
Popis: 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.
Databáze: arXiv