论文标题
近似置信分布计算
Approximate confidence distribution computing
论文作者
论文摘要
近似置信分布计算(ACDC)为从频繁框架内的无似然推理迅速发展的领域提供了新的看法。这种计算方法对统计推断的吸引力取决于置信分布的概念,置信分布的概念是一种特殊类型的估计器,该估计量是根据重复采样原理定义的。 ACDC方法为未知或棘手的可能性问题的计算推断提供了常见的验证。这项工作的主要理论贡献是鉴定该方法的频繁推理有效性所必需的匹配条件。除了提供一个对置信分布理论的现代理解如何连接贝叶斯和频繁的推论范式之外,我们提出了一个案例,以扩大所谓的近似贝叶斯推论的当前范围,以包括置信度分布而不是后部置信。这项工作的主要实际贡献是开发数据驱动的方法,以驱动ACDC在贝叶斯或频繁的环境中。 ACDC算法是由数据依赖数据依赖性建议函数的数据驱动的,该算法的结构相当一般并且适合许多设置。我们探讨了两个数值示例,既验证了ACDC开发中的理论论证,又提出了ACDC在计算上优于近似贝叶斯计算方法的实例。
Approximate confidence distribution computing (ACDC) offers a new take on the rapidly developing field of likelihood-free inference from within a frequentist framework. The appeal of this computational method for statistical inference hinges upon the concept of a confidence distribution, a special type of estimator which is defined with respect to the repeated sampling principle. An ACDC method provides frequentist validation for computational inference in problems with unknown or intractable likelihoods. The main theoretical contribution of this work is the identification of a matching condition necessary for frequentist validity of inference from this method. In addition to providing an example of how a modern understanding of confidence distribution theory can be used to connect Bayesian and frequentist inferential paradigms, we present a case to expand the current scope of so-called approximate Bayesian inference to include non-Bayesian inference by targeting a confidence distribution rather than a posterior. The main practical contribution of this work is the development of a data-driven approach to drive ACDC in both Bayesian or frequentist contexts. The ACDC algorithm is data-driven by the selection of a data-dependent proposal function, the structure of which is quite general and adaptable to many settings. We explore two numerical examples that both verify the theoretical arguments in the development of ACDC and suggest instances in which ACDC outperform approximate Bayesian computing methods computationally.