ABC [PhD] course

As mentioned in the latest post on ABC, I am giving a short doctoral course on ABC methods and convergence at CREST next week. I have now made a preliminary collection of my slides (plus a few from Jean-Michel Marin’s), available on slideshare (as ABC in Roma, because I am also giving the course in Roma, next month, with an R lab on top of it!):

and I did manage to go over the book by Gouriéroux and Monfort on indirect inference over the weekend. I still need to beef up the slides before the course starts next Thursday! (The core version of the slides is actually from the course I gave in Wharton more than a year ago.)

7 Responses to “ABC [PhD] course”

  1. […] will give more background on ABC, mostly in connection with the econometric methods I mentioned in my ABC tutorial in Roma and at CREST. I presume I will skip this part in Rutgers as biologists and geneticists are […]

  2. […] has been a wonderful week in Roma, a mix of pleasant work and enjoyable free-time! I gave the ABC advanced course for the second time in a month so it did not require much in terms of preparation and there was a […]

  3. […] I am going to Rome for a week, teaching my PhD course on ABC I first gave in Paris. The course takes place in La Sapienza Università di Roma, from Monday till […]

  4. […] the ABC PhD course at CREST is about to start (!), I am thinking of setting a few on-line papers to read. Since the […]

  5. Excellent!

    It reminds me of a preface to the second edition of a certain book “It is a tribute to our profession that a textbook that was current in 1999 is starting to feel old.” …

  6. Christian

    It would be great to have a textbook on ABC in the style of Bayesian Core.

    Any plans for this?


    • Thanks, Marco. I do not feel the need for a book at a stage where both theory and methodology are in constant evolution. Bayesian Core is about the whole of (Bayesian) statistics. Now, we are including ABC methods in the new edition of Bayesian Core!

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