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Generalised likelihood profiles for models with intractable likelihoods

DJ Warne, OJ Maclaren, EJ Carr, MJ Simpson… - arXiv preprint arXiv …, 2023 - arxiv.org
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… In this work, we extend the likelihood profiling approach into the simulation-based inference setting where the likelihood cannot be evaluated explicitly. We construct a new estimator, …

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BibTeX

@misc{warne2023generalisedlikelihoodprofilesmodels,
title={Generalised likelihood profiles for models with intractable likelihoods},
author={David J. Warne and Oliver J. Maclaren and Elliot J. Carr and Matthew J. Simpson and Christopher Drovandi},
year={2023},
eprint={2305.10710},
archivePrefix={arXiv},
primaryClass={stat.ME},
doi={https//doi.org/10.1007/s11222-023-10361-w},
url={https//arxiv.org/abs/2305.10710},
}

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