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Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC.

Authors :
Soubeyrand, Samuel
Haon-Lasportes, Emilie
Source :
Statistics & Probability Letters. Dec2015, Vol. 107, p84-92. 9p.
Publication Year :
2015

Abstract

The weak convergence of posterior distributions conditional on maximum pseudo-likelihood estimates (MPLE) is studied and exploited to justify the use of MPLE as summary statistics in approximate Bayesian computation (ABC). Our study could be generalized by replacing the pseudo-likelihood by other estimating functions (e.g. quasi-likelihoods and contrasts). [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
01677152
Volume :
107
Database :
Academic Search Index
Journal :
Statistics & Probability Letters
Publication Type :
Periodical
Accession number :
110429312
Full Text :
https://doi.org/10.1016/j.spl.2015.08.003