Approximate Integrated Likelihood via ABC methods

  title={Approximate Integrated Likelihood via ABC methods},
  author={Clara Grazian and Brunero Liseo},
  journal={arXiv: Computation},
We propose a novel use of a recent new computational tool for Bayesian inference, namely the Approximate Bayesian Computation (ABC) methodology. ABC is a way to handle models for which the likelihood function may be intractable or even unavailable and/or too costly to evaluate; in particular, we consider the problem of eliminating the nuisance parameters from a complex statistical model in order to produce a likelihood function depending on the quantity of interest only. Given a proper prior… Expand
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