A simple approach to maximum intractable likelihood estimation
نویسندگان
چکیده
منابع مشابه
On Maximum Intractable Likelihood Estimation
Approximate Bayesian Computation (ABC) may be viewed as an analytic approximation of an intractable likelihood coupled with an elementary simulation step. Considering the first step as an explicit approximation of the likelihood allows, also, maximum-likelihood (or maximum-aposteriori) inference to be conducted, approximately, using essentially the same techniques. Such an approach is developed...
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ژورنال
عنوان ژورنال: Electronic Journal of Statistics
سال: 2013
ISSN: 1935-7524
DOI: 10.1214/13-ejs819