Category: central limit theorem

asymptotics of synthetic likelihood [a reply from the authors]

[Here is a reply from David, Chris, and Robert on my earlier comments, highlighting some points I had missed or misunderstood.] Dear Christian Thanks for your interest in our synthetic likelihood paper and the thoughtful comments you wrote about it on your blog.  We’d like to respond to the comments to avoid some misconceptions. Your […]

asymptotics of synthetic likelihood

David Nott, Chris Drovandi and Robert Kohn just arXived a paper on a comparison between ABC and synthetic likelihood, which is both interesting and timely given that synthetic likelihood seems to be lacking behind in terms of theoretical evaluation. I am however as puzzled by the results therein as I was by the earlier paper […]

Fisher’s lost information

After a post on X validated and a good discussion at work, I came to the conclusion [after many years of sweeping the puzzle under the carpet] that the (a?) Fisher information obtained for the Uniform distribution U(0,θ) as θ⁻¹ is meaningless. Indeed, there are many arguments: The lack of derivability of the indicator function […]