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The New England Journal of Statistics in Data Science
Article . 2023 . Peer-reviewed
License: CC BY
Data sources: Crossref
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https://dx.doi.org/10.48550/ar...
Article . 2022
License: CC BY
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Approximate Confidence Distribution Computing

Authors: Thornton, Suzanne; Li, W.; Xie, M.;

Approximate Confidence Distribution Computing

Abstract

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 three 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.

Keywords

Statistics and Probability, Methodology (stat.ME), FOS: Computer and information sciences, Approximate Bayesian inference, Confidence distribution, Computational inference, FOS: Mathematics, Mathematics - Statistics Theory, Statistics Theory (math.ST), Statistics - Methodology

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citations
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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