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ABC à Montréal

December 13, 2014

So today was the NIPS 2014 workshop, “ABC in Montréal“, which started with a fantastic talk by Juliane Liepe on some exciting applications of ABC to the migration of immune cells, with the analysis of movies involving those cells acting to heal a damaged fly wing and a cut fish tail. Quite amazing videos, really. […]

another instance of ABC?

December 2, 2014

“These characteristics are (1) likelihood is not available; (2) prior information is available; (3) a portion of the prior information is expressed in terms of functionals of the model that cannot be converted into an analytic prior on model parameters; (4) the model can be simulated. Our approach depends on an assumption that (5) an […]

an ABC experiment

November 24, 2014

  In a cross-validated forum exchange, I used the code below to illustrate the working of an ABC algorithm: Hence I used the median and the mad as my summary statistics. And the outcome is rather surprising, for two reasons: the first one is that the posterior on the mean μ is much wider than […]

reliable ABC model choice via random forests

October 29, 2014

After a somewhat prolonged labour (!), we have at last completed our paper on ABC model choice with random forests and submitted it to PNAS for possible publication. While the paper is entirely methodological, the primary domain of application of ABC model choice methods remains population genetics and the diffusion of this new methodology to […]

insufficient statistics for ABC model choice

October 17, 2014

[Here is a revised version of my comments on the paper by Julien Stoehr, Pierre Pudlo, and Lionel Cucala, now to appear [both paper and comments] in Statistics and Computing special MCMSki 4 issue.] Approximate Bayesian computation techniques are 2000’s successors of MCMC methods as handling new models where MCMC algorithms are at a loss, […]

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