Predictive Likelihood: A Review
Open accessAbstract
The concept of predictive likelihood is reviewed and studied. The emphasis is on comparing and clarifying some of the more important predictive likelihoods suggested in the literature. A unified modification and simplification of the sufficiency-based predictive likelihoods is suggested. Other predictive likelihoods discussed include the profile predictive likelihood and various modifications of it.
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MCMC and bootstrap based approaches are numerically demanding and provide only rough approximations for ODE models, making it difficult to control the coverage of prediction confidence intervals.
“Methods for an approximate sampling of the parameter space, e.g. the Markov Chain Monte Carlo (MCMC) methods [11,12], and bootstrap based approaches [4,13] are numerically demanding and provide only rough approximations for ODE models. Therefore, it is difficult to control the coverage of the prediction confidence intervals for such approaches.”
From Likelihood based observability analysis and confidence intervals for predictions of dynamic models (2012) · cites this paper as [13]
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Note: Correction to "Predictive Likelihood"
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Research works printed but not linked: 1
- Rao, C. R. (1977). Prediction of future observations with special reference to linear models. In Multivariate Analysis IV (P. R. Krishnaiah, ed.) 193-208. North-Holland, Amsterdam.
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Likelihood based observability analysis and confidence intervals for predictions of dynamic models
Kreutz, C., Raue, A., & Timmer, J. (2012) · BMC Systems Biology · doi:10.1186/1752-0509-6-120 · Cited by 134 · see citing works
- Authors
- Bjornstad, J. F.
- Venue
- Statistical Science
- Publisher
- Institute of Mathematical Statistics
- Published
- 1990-05-01
- Volume
- 5
- Issue
- 2
- Pages
- 242-254
- ISSN
- 0883-4237 (ISSN-L)
- 2168-8745
- OpenAlex
- W2050190133
- Cited by
- 156
- References
- 20
- Citations by year
- 2026: 1 · 2025: 1 · 2024: 5 · 2022: 5 · 2021: 12 · 2020: 1 · 2019: 5 · 2018: 6 · 2017: 7 · 2016: 4 · 2015: 5 · 2014: 4 · 2013: 8 · 2012: 4
- FWCI
- 2.81
- Type
- journal article
- Language
- en
- Open access
- bronze
- doi.org
- Locations
- Statistical Science (publishedVersion)
- Project Euclid (Cornell University) (submittedVersion)
- Topics
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Bayesian Inference
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Methods and Inference
- Physical Sciences › Mathematics › Statistics and Probability › Statistical Distribution Estimation and Applications
- Keywords
- predictive likelihood, predictive distribution, sufficiency, Bayesian forecasting, likelihood comparison
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