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stat.CO2024
Saddlepoint Monte Carlo and its Application to Exact Ecological Inference
Théo Voldoire, Nicolas Chopin, Guillaume Rateau +1
Assuming X is a random vector and A a non-invertible matrix, one sometimes need to perform inference while only having access to samples of Y = AX. The corresponding likelihood is…
stat.CO2023
Asymptotics of approximate Bayesian computation when summary statistics converge at heterogeneous rates
Caroline Lawless, Christian P. Robert, Judith Rousseau +1
We consider the asymptotic properties of Approximate Bayesian Computation (ABC) for the realistic case of summary statistics with heterogeneous rates of convergence. We allow some…