Structure and uncertainty, Bristol, Sept. 25
This was a fairly full day at the Structure and uncertainty modelling, inference and computation in complex stochastic systems workshop! After a good one hour run around the Clifton Down, the morning was organised around likelihood-free methods, mostly ABC, plus Arnaud Doucet’s study of methods based on unbiased estimators of the likelihood (à la Beaumont, with the novelty of assessing the inefficiency due to the estimation, really fascinating..). The afternoon was dedicated to graphical models. Nicolas Chopin gave an updated version of his Kyoto talk on EP-ABC where he resorted to composite likelihoods for hidden Markov models, (I then wondered about the parameterisation and the tolerance determination for this algorithm.) Oliver Ratman presented some of the work he did on the flu while in Duke, then move to a new approach for ABC tolerance based on various kinds of testing (which I found clearer than in Kyoto, maybe because I was not jet-lagged!) And I gave my talk on ABC-EL.I found the afternoon session harder to follow, mostly because I always have trouble understanding the motivations and the notations used on these models, albeit fascinating. I remained intrigued by the bidirectional dependence arrow in those graphs for the whole afternoon (even though I think I get it now!) After looking at the few posters presented this afternoon, I went for another short run in Leigh Woods, before joining a group of friends for an Indian dinner at the Brunel Raj. A very full day…!