Bayesian composite marginal likelihoods
By Francesco Pauli, Walter Racugno, Laura Ventura. 2011
104 citations recorded by the source corpus.
View Paper: https://www.semanticscholar.org/paper/5a8eb749ff8155f173b961c8820559d71d48ff8d
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
- A. C. Davison
- Mathieu Ribatet
- Hans Van De Vyver
- Raphaël Huser
- Richard S. Zemel
- Han-Jia Ye
- Jake Snell
- Emeric Thibaud
Citations in the corpus
- Bayesian Inference from Composite Likelihoods, with an Application to Spatial Extremes (2009, methodology): “In their investigation of the asymptotic distribution of the the magnitude-adjusted posterior, Pauli et al. [2011, page 8] state that the posterior has approximately the correct variance “by the χ 2 approximation for the null distribution.””
- Bayesian estimation of rainfall intensity-duration-frequency relationships (2015, methodology): “In this paper, we adjust the independence likelihood for appropriate inference, an idea which has been based on recent advances in Bayesian inference from composite likelihoods (Pauli et al., 2011; Ribatet et al., 2012).”
- Bayesian Few-Shot Classification with One-vs-Each Pólya-Gamma Augmented Gaussian Processes (2020, background): “Prior work on Bayesian inference with composite likelihoods has shown that the composite posterior is consistent under fairly general conditions for correctly specified models (Miller, 2019) but can produce overly concentrated posteriors (Pauli et al., 2011; Ribatet et al., 2012) since each componen”