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Rosabeth White

As seen in: Taylor & Francis Online
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Optimal combination of composite likelihoods using approximate Bayesian computation with application to state-space models

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By Wentao Li, Dennis Prangle, Rosabeth White
| Taylor & Francis Online
?Mathematical formulae have been encoded as MathML and are displayed in this HTML version using MathJax in order to improve their display. Uncheck the box to turn MathJax off. This feature requires Javascript. Click on a formula to zoom. Abstract Composite likelihood (CL) combines tractable low-dimensional marginal or conditional likelihoods, but its use is hindered by arbitrary sub-likelihood weights and lack of calibration of CL-based posterior uncertainty.
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