Optimally-Weighted Estimators of the Maximum Mean Discrepancy for Likelihood-Free Inference

Likelihood-free inference methods typically make use of a distance between simulated and real data. A common example is the maximum mean discrepancy (MMD), which has previously been used for approximate Bayesian computation, minimum distance estimation, generalised Bayesian inference, and within the...

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Hauptverfasser:	Bharti, Ayush, Naslidnyk, Masha, Key, Oscar, Kaski, Samuel, Briol, François-Xavier
Format:	Artikel
Sprache:	eng
Schlagworte:	Statistics - Computation Statistics - Machine Learning Statistics - Methodology
Online-Zugang:	Volltext bestellen
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