Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
Approximate Bayesian computation has become an essential tool for the analysis of complex stochastic models when the likelihood function is numerically unavailable. However, the well-established ...
Recently there has been considerable progress on setting good approximate confidence intervals for a single parameter θ in a multi-parameter family. Here we use these frequentist results as a ...