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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

… 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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