8 citations · 9 across the 4 of their papers we have counts for
5 papers
Parameter Estimation of State Space Models Using Particle Importance Sampling
Yuxiong Gao, Wentao Li, Rong Chen
State-space models have been used in many applications, including econometrics, engineering, medical research, etc. The maximum likelihood estimation (MLE) of the static parameter…
Optimal combination of composite likelihoods using approximate Bayesian computation with application to state-space models
Wentao Li, Rosabeth White, Dennis Prangle
Composite likelihood provides approximate inference when the full likelihood is intractable and sub-likelihood functions of marginal events can be evaluated relatively easily. It h…
Approximate confidence distribution computing
Suzanne Thornton, Wentao Li, Minge Xie
Approximate confidence distribution computing (ACDC) offers a new take on the rapidly developing field of likelihood-free inference from within a frequentist framework. The appeal…
Convergence of Regression Adjusted Approximate Bayesian Computation
Wentao Li, Paul Fearnhead
We present asymptotic results for the regression-adjusted version of approximate Bayesian computation introduced by Beaumont(2002). We show that for an appropriate choice of the ba…
On the Asymptotic Efficiency of Approximate Bayesian Computation Estimators
Wentao Li, Paul Fearnhead
Many statistical applications involve models for which it is difficult to evaluate the likelihood, but from which it is relatively easy to sample. Approximate Bayesian computation…