Computational Methods for Bayesian Model Choice

Next Monday, I am starting a series of four (advanced graduate) lectures about computational methods for Bayesian model choice that tries to summarise what we know about Bayes factors and evidence from a computational viewpoint. This is therefore quite related with the seminar I gave in Montréal

and the seminar I gave in Montpellier

The textbook I use as support is Chen, Shao and Ibrahim’s Monte Carlo Methods in Bayesian Computation because it is more focussed on this specific issue than Monte Carlo Statistical Methods or Bayesian Core. The courses will take place at CREST-ENSAE, Monday 3 from 11am to 1pm, Thursday 5 from 10am till 1pm, Monday 9 from 10am till 1pm and Thursday 12 from 11am till 1pm.