English

GLASS: A General Likelihood Approximate Solution Scheme

Instrumentation and Methods for Astrophysics 2017-08-30 v1 Statistics Theory Statistics Theory

Abstract

We present a technique for constructing suitable posterior probability distributions in situations for which the sampling distribution of the data is not known. This is very useful for modern scientific data analysis in the era of "big data", for which exact likelihoods are commonly either unknown, computationally prohibitively expensive or inapplicable because of systematic effects in the data. The scheme involves implicitly computing the changes in an approximate sampling distribution as model parameters are changed via explicitly-computed moments of statistics constructed from the data.

Keywords

Cite

@article{arxiv.1708.08479,
  title  = {GLASS: A General Likelihood Approximate Solution Scheme},
  author = {Steven Gratton},
  journal= {arXiv preprint arXiv:1708.08479},
  year   = {2017}
}

Comments

14 pages, 4 figures

R2 v1 2026-06-22T21:25:34.729Z