Robust Bayesian synthetic likelihood via a semi-parametric approach

@article{An2020RobustBS,
  title={Robust Bayesian synthetic likelihood via a semi-parametric approach},
  author={Ziwen An and D. Nott and C. Drovandi},
  journal={Statistics and Computing},
  year={2020},
  volume={30},
  pages={543-557}
}
  • Ziwen An, D. Nott, C. Drovandi
  • Published 2020
  • Computer Science, Mathematics
  • Statistics and Computing
  • Bayesian synthetic likelihood (BSL) is now a well-established method for performing approximate Bayesian parameter estimation for simulation-based models that do not possess a tractable likelihood function. BSL approximates an intractable likelihood function of a carefully chosen summary statistic at a parameter value with a multivariate normal distribution. The mean and covariance matrix of this normal distribution are estimated from independent simulations of the model. Due to the parametric… CONTINUE READING
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