ABC

ABC model choice not to be trusted [2]

January 27, 2011 | xi'an

As we were completing our arXiv summary about ABC model choice, we were helpfully pointed to a recent CRiSM tech. report by X. Didelot, R. Everitt, A. Johansen and D. Lawson on Likelihood-free estimation of model evidence. This paper is quite related to our study of the performances of the ...

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ABC model choice not to be trusted

January 26, 2011 | xi'an

This may sound like a paradoxical title given my recent production in this area of ABC approximations, especially after the disputes with Alan Templeton, but I have come to the conclusion that ABC approximations to the Bayes factor are not to be trusted. When working one afternoon in Park City ...

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a survey on ABC

January 6, 2011 | xi'an

With Jean-Michel Marin, Pierre Pudlo and Robin Ryder, we just completed a survey on the ABC methodology. It is now both arXived and submitted to Statistics and Computing. Rather interestingly, our first draft was written in Jean-Michel’s office in Montpelier by collating the ‘Og posts surveying new ABC papers! (...

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Disas-tea-R at dawn

December 16, 2010 | xi'an

This was bound to happen sooner or later, given my addiction to tea and sleepless nights, so I eventually managed to spill a cup of tea over my Mac… I had been working for a few hours in my hotel room in Philadelphia, completing an ABC paper with Jean-Michel Marin ... [Read more...]

ABC lectures [finale]

October 31, 2010 | xi'an

The latest version of my ABC slides is on slideshare. To conclude with a pun, I took advantage of the newspaper clipping generator once pointed out by Andrew. (Note that nothing written in the above should be taken seriously.) On the serious side, I managed to cover most of the 300 ... [Read more...]

abc

October 21, 2010 | xi'an

Michael Blum and Olivier François, along with Katalin Csillery, just released an R package entitled abc. (I am surprised the name was not already registered!) Its aim is obviously to implement ABC approximations for Bayesian inference: Description The ’abc’ package provides various functions for parameter estimation and model selection ... [Read more...]

Recent arXiv postings

August 4, 2010 | xi'an

With too little time, too many things to do on my plate, here are some recent arXiv postings I won’t have time to comment: Adaptive Monte Carlo on multivariate binary sampling spaces. (arXiv:1008.0055v1) Mixture Decomposition of Distributions using a Decomposition of the Sample Space. (arXiv:1008.0204v1) Bayesian Model ... [Read more...]

JSM 2010 [day 1]

August 2, 2010 | xi'an

The first day at JSM is always a bit sluggish, as people slowly drip in and get their bearings. Similar to last year in Washington D.C., the meeting takes place in a huge conference centre and thus there is no feeling of overcrowded [so far]. It may also be ...

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CoRe in CiRM [end]

July 17, 2010 | xi'an

Back home after those two weeks in CiRM for our “research in pair” invitation to work on the new edition of Bayesian Core, I am very grateful for the support we received from CiRM and through it from SMF and CNRS. Being “locked” away in such a remote place brought ...

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CoRe in CiRM [6]

July 15, 2010 | xi'an

This is the last day at CiRM for our “research in pair” working on the new edition of Bayesian Core. I mostly completed the revision of the chapter on Bayesian imaging, including stuff on Markov random fields and mainly on ABC algorithms. All that remains to be done about this ...