Another definitely interesting and intense day at the Confronting Intractability in Statistical Inference workshop in Bristol: all talks there had a high informational content for me and even those I had heard previously [in no time difference and hence much less chances of my dozing during talks, which, alas!, now gets into an almost certainty for US conferences!) For instance, I am still coming to terms with Gareth’s importance sampling for continuous diffusions. (This was the first time I was hearing Arnaud’s talk on the estimation of the score vector and I definitely to hear it again, given its technicality!) Sumeet Singh gave a talk mixing ABC with maximum likelihood estimation for HMMS, in connection with his earlier paper, and I got more convince by the idea of using a sequence of balls for keeping pseudo-data close to the true data when I realised it could be implemented sequentially. Nial Friel’s talk on the double intractable likelihoods was covering graphical models and social network models, maybe calling for a comparison with ABC, as done in the recent paper by Richard Everitt. I had too many slides and thus presumably failed to deliver an intelligible message about the selection of ABC summary statistics for testing, even though the population genetics new illustration presumably helped. In connection with our ABC paper, Dennis Prangle and Paul Fernhead presented a poster on using the Bayes factor as a summary statistics in this setup, in the spirit of their Read Paper of last December. And Richard Wilkinson concluded the day with a more philosophical talk on the dual nature of ABC inference, in a quite pleasant perspective (that related to the way ABC was received by econometricians during my talk in Princeton last week). The day ended up quite pleasantly in a south-Indian thali restaurant, a good preparation for Glasgow’s Ashoka tomorrow night!
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pictures, Running, Statistics, Travel, University life with tags ABC, Bayes factor, Bayesian model choice, bridge sampling, Bristol, Clifton, conferences, Glasgow, importance sampling, intractability, MCMC, Read paper, Royal Statistical Society, SuSTain, workshop on April 19, 2012 by xi'an