no code implementations • 12 Nov 2020 • Sanjay Chaudhuri, Subhroshekhar Ghosh, David J. Nott, Kim Cuc Pham
The expected log-likelihood is then estimated by an empirical likelihood where the only inputs required are a choice of summary statistic, it's observed value, and the ability to simulate the chosen summary statistics for any parameter value under the model.
no code implementations • 3 Oct 2018 • Sanjay Chaudhuri, Subhro Ghosh, David J. Nott, Kim Cuc Pham
Many scientifically well-motivated statistical models in natural, engineering and environmental sciences are specified through a generative process, but in some cases it may not be possible to write down a likelihood for these models analytically.