David Frazier

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This paper proposes an initial catalog of easy-to-state, relatively simple, and incrementally more and more challenging benchmark problems for the Verified Software Initiative. These benchmarks support assessment of verification tools and techniques to prove total correctness of functionality of sequential object-based and object-oriented software. The(More)
A central objective of the verifying compiler grand challenge is to develop a push-button verifier that generates proofs of correctness in a syntax-driven fashion similar to the way an ordinary compiler generates machine code. The software developer’s role is then to provide suitable specifications and annotated code, but otherwise to have no direct(More)
The standard description of two-step extremum estimation amounts to plugging in a first step estimator of nuisance parameters in order to simplify the optimization problem and then to deduce a user friendly estimator for the parameters of interest. This two-step procedure often induces an e ciency loss with respect to estimation of the parameters of(More)
Approximate Bayesian computation (ABC) methods have become increasingly prevalent of late, facilitating as they do the analysis of intractable, or challenging, statistical problems. With the initial focus being primarily on the practical import of ABC, exploration of its formal statistical properties has begun to attract more attention. The aim of this(More)
We consider consistent estimation of parameters in a structural model by Indirect Inference (II) when the exogenous variables can be missing at random (MAR) endogenously. We demonstrate that II procedures which simply discard sample units with missing observations can yield inconsistent estimates of the true structural parameters. By inverse probability(More)
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