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Data free inference with processed data products
- Source :
- Statistics and Computing. 26:149-169
- Publication Year :
- 2014
- Publisher :
- Springer Science and Business Media LLC, 2014.
-
Abstract
- We consider the context of probabilistic inference of model parameters given error bars or confidence intervals on model output values, when the data is unavailable. We introduce a class of algorithms in a Bayesian framework, relying on maximum entropy arguments and approximate Bayesian computation methods, to generate consistent data with the given summary statistics. Once we obtain consistent data sets, we pool the respective posteriors, to arrive at a single, averaged density on the parameters. This approach allows us to perform accurate forward uncertainty propagation consistent with the reported statistics.
- Subjects :
- Statistics and Probability
Propagation of uncertainty
business.industry
Principle of maximum entropy
Inference
Machine learning
computer.software_genre
Bayesian inference
01 natural sciences
010305 fluids & plasmas
Theoretical Computer Science
010101 applied mathematics
Bayesian statistics
Computational Theory and Mathematics
Frequentist inference
0103 physical sciences
Artificial intelligence
0101 mathematics
Statistics, Probability and Uncertainty
Approximate Bayesian computation
business
computer
Bayesian average
Algorithm
Mathematics
Subjects
Details
- ISSN :
- 15731375 and 09603174
- Volume :
- 26
- Database :
- OpenAIRE
- Journal :
- Statistics and Computing
- Accession number :
- edsair.doi...........8e9dec6ea0351a259ea430006a115016
- Full Text :
- https://doi.org/10.1007/s11222-014-9484-y