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Data free inference with processed data products

Authors :
Habib N. Najm
Kenny Chowdhary
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.

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