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On asymptotic validity of naive inference with an approximate likelihood

Authors :
Helen Ogden
Source :
Biometrika. 104:153-164
Publication Year :
2017
Publisher :
Oxford University Press (OUP), 2017.

Abstract

Many statistical models have likelihoods which are intractable: it is impossible or too expensive to compute the likelihood exactly. In such settings, a common approach is to replace the likelihood with an approximation, and proceed with inference as if the approximate likelihood were the exact likelihood. In this paper, we describe conditions on the approximate likelihood which guarantee that this naive inference with an approximate likelihood has the same first-order asymptotic properties as inference with the exact likelihood. We investigate the implications of these results for inference using a Laplace approximation to the likelihood in a simple two-level latent variable model, and using reduced dependence approximations to the likelihood in an Ising model on a lattice.<br />Updated to add an additional example (inference for an Ising model on a lattice using reduced dependence approximations to the likelihood)

Details

ISSN :
14643510 and 00063444
Volume :
104
Database :
OpenAIRE
Journal :
Biometrika
Accession number :
edsair.doi.dedup.....787c1f06009edffbccaa540bf042453c