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Approximately Sufficient Statistics and Bayesian Computation

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  • Joyce Paul

    (University of Idaho)

  • Marjoram Paul

    (USC)

Abstract

The analysis of high-dimensional data sets is often forced to rely upon well-chosen summary statistics. A systematic approach to choosing such statistics, which is based upon a sound theoretical framework, is currently lacking. In this paper we develop a sequential scheme for scoring statistics according to whether their inclusion in the analysis will substantially improve the quality of inference. Our method can be applied to high-dimensional data sets for which exact likelihood equations are not possible. We illustrate the potential of our approach with a series of examples drawn from genetics. In summary, in a context in which well-chosen summary statistics are of high importance, we attempt to put the `well' into `chosen.'

Suggested Citation

  • Joyce Paul & Marjoram Paul, 2008. "Approximately Sufficient Statistics and Bayesian Computation," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 7(1), pages 1-18, August.
  • Handle: RePEc:bpj:sagmbi:v:7:y:2008:i:1:n:26
    DOI: 10.2202/1544-6115.1389
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