作者
Lampros Bouranis, Nial Friel, Florian Maire
发表日期
2018/7/3
期刊
Journal of Computational and Graphical Statistics
卷号
27
期号
3
页码范围
516-528
出版商
Taylor & Francis
简介
Models with intractable likelihood functions arise in areas including network analysis and spatial statistics, especially those involving Gibbs random fields. Posterior parameter estimation in these settings is termed a doubly intractable problem because both the likelihood function and the posterior distribution are intractable. The comparison of Bayesian models is often based on the statistical evidence, the integral of the un-normalized posterior distribution over the model parameters which is rarely available in closed form. For doubly intractable models, estimating the evidence adds another layer of difficulty. Consequently, the selection of the model that best describes an observed network among a collection of exponential random graph models for network analysis is a daunting task. Pseudolikelihoods offer a tractable approximation to the likelihood but should be treated with caution because they can lead to an …
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