[Statlist] Next talk: Friday, September 23, 2016 with Helen Odgen, University of Southampton, UK

[Maurer Letizia]

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ETH and University of Zurich

Organisers:
Proff. P. Bühlmann - L. Held - T. Hothorn - M. Maathuis -
N. Meinshausen - S. van de Geer - M. Wolf

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We are glad to announce the following talk:

Friday, September 23, 2016 at 15.15h  ETH Zurich HG G 19.1
with Helen Odgen (University of Southampton, UK)                                                ************************************************************************

Title:
Inference with approximate likelihoods <https://www.math.ethz.ch/sfs/news-and-events/research-seminar.html?s=hs16#e_8702>

Abstract:

Many statistical models have likelihoods which are intractable: it is impossible or infeasibly expensive to compute the likelihood exactly. In such settings, a common approach is to replace the likelihood with an approximation, and proceed with inference as if the approximate likelihood were the exact likelihood. For example, in latent variable models, where the likelihood is an integral over the latent variables, a Laplace approximation to the likelihood is often used in place of the exact likelihood to do inference. I will describe general conditions which guarantee that this naive inference with an approximate likelihood has the same first-order asymptotic properties as inference with the exact likelihood, and discuss in detail the implications of these results for inference using a Laplace approximation to the likelihood in generalized linear mixed models.
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This abstract is also to be found under the following link: http://stat.ethz.ch/events/research_seminar
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