On asymptotic validity of naive inference with an approximate likelihood
On asymptotic validity of naive inference with an approximate likelihood
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 true likelihood. In this paper, we describe conditions which guarantee that this naive inference with an approximate likelihood has the same first-order asymptotic properties as that with the true likelihood. We investigate the implications of these results 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.
153-164
Ogden, Helen
78b03322-3836-4d3b-8b84-faf12895854e
March 2017
Ogden, Helen
78b03322-3836-4d3b-8b84-faf12895854e
Ogden, Helen
(2017)
On asymptotic validity of naive inference with an approximate likelihood.
Biometrika, 104 (1), .
(doi:10.1093/biomet/asx002).
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 true likelihood. In this paper, we describe conditions which guarantee that this naive inference with an approximate likelihood has the same first-order asymptotic properties as that with the true likelihood. We investigate the implications of these results 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.
Text
ogden.pdf
- Accepted Manuscript
Text
supplementary.pdf
- Other
More information
Accepted/In Press date: 23 December 2016
e-pub ahead of print date: 18 February 2017
Published date: March 2017
Additional Information:
This is a pre-copyedited, author-produced version of an article accepted for publication in Biometrika following peer review. The version of record [Biometrika (2017) 104 (1): 153-164] is available online at: https://doi.org/10.1093/biomet/asx002.
Organisations:
Statistics
Identifiers
Local EPrints ID: 404352
URI: http://eprints.soton.ac.uk/id/eprint/404352
ISSN: 0006-3444
PURE UUID: 6744df07-d2cb-4c2a-9083-6986e8fa3062
Catalogue record
Date deposited: 06 Jan 2017 11:37
Last modified: 16 Mar 2024 04:17
Export record
Altmetrics
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics
