Questions tagged [pseudo-likelihood]
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3 questions
3 votes
1 answer
265 views
Pseudolikelihood compared to likelihood
Lets assume we have a discrete multivariate probability distribution with density $f_{\theta}(X=(x_1,\ldots,x_n))=\frac{g_{\theta}(X=(x_1,\ldots,x_n))}{Z}$ depending on some parameter $\theta$. I have ...
- 141
2 votes
0 answers
85 views
Bias in unbiased pseudo-marginal estimation?
In the Pseudo-marginal Metropolis-Hastings algorithm exact sampling of a posterior distribution is performed when using an unbiased estimate of the marginal likelihood. However, I am having problems ...
- 566
1 vote
0 answers
62 views
Can use pseudo maximum likelihood method with mixed continuous and discret data in copula
For copula models there are different estimation ways. One of them, is Pseudo maximum likelihood method. In this method, the margins are estimated using empirical cumulative density function. Then ...
- 690