Do you have a moment? Bayesian inference using estimating equations via empirical likelihood Speaker: Professor Howard Bondell, University of Melbourne Time: 2-3PM Friday 21 Oct Zoom link at https://uni-sydney.zoom.us/j/89779295453 Bayesian inference typically relies on specification of a likelihood as a key ingredient. Recently, likelihood-free approaches have become popular to avoid specification of potentially intractable likelihoods. Alternatively, in the Frequentist context, estimating equations are a popular choice for inference corresponding to an assumption on a set of moments (or expectations) of the underlying distribution, rather than its exact form. Common examples are in the use of generalised estimating equations with correlated responses, or in the use of M-estimators for robust regression avoiding the distributional assumptions on the errors. In this talk, I will discuss some of the motivation behind empirical likelihood, and how it can be used to incorporate a fully
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