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stat.ME2015★ 1 cited
A Likelihood-Free Reverse Sampler of the Posterior Distribution
Jean-Jacques Forneron, Serena Ng
This paper considers properties of an optimization based sampler for targeting the posterior distribution when the likelihood is intractable and auxiliary statistics are used to su…
stat.ME2015
The ABC of Simulation Estimation with Auxiliary Statistics
Jean-Jacques Forneron, Serena Ng
The frequentist method of simulated minimum distance (SMD) is widely used in economics to estimate complex models with an intractable likelihood. In other disciplines, a Bayesian a…