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An extended empirical saddlepoint approximation for intractable likelihoods

Fasiolo, Matteo ; Wood, Simon N. ; Hartig, Florian ; Bravington, Mark V.


The challenges posed by complex stochastic models used in computational ecology, biology and genetics have stimulated the development of approximate approaches to statistical inference. Here we focus on Synthetic Likelihood (SL), a procedure that reduces the observed and simulated data to a set of summary statistics, and quantifies the discrepancy between them through a synthetic likelihood ...


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