论文标题

关于使用离散的模拟数据来估计贝叶斯分析中隐性似然的注释

A Note on Using Discretized Simulated Data to Estimate Implicit Likelihoods in Bayesian Analyses

论文作者

Hamada, M. S., Graves, T. L., Hengartner, N. W., Higdon, D. M., Huzurbazar, A. V., Lawrence, E. C., Linkletter, C. D., Reese, C. S., Scott, D. W., Sitter, R. R., Warr, R. L., Williams, B. J.

论文摘要

本文提出了一种贝叶斯推论方法,其中模型的可能性未知,但是可以轻松地从模型中模拟数据。我们将模拟(连续)数据离散,以估算使用Markov链蒙特卡洛算法的贝叶斯分析中的隐式可能性。提供了三个示例,以及有关该方法的某些特性的一项小型研究。

This article presents a Bayesian inferential method where the likelihood for a model is unknown but where data can easily be simulated from the model. We discretize simulated (continuous) data to estimate the implicit likelihood in a Bayesian analysis employing a Markov chain Monte Carlo algorithm. Three examples are presented as well as a small study on some of the method's properties.

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