visit at Gatsby
Today I took the Eurostar to London to give a seminar at the Gatsby Computational Neuroscience Unit, UCL. (Just a few blocks from the London School of Hygiene and Tropical Diseases, where I gave an ABC talk last year.) I had great fun, thanks to an uninterrupted sequence of meetings: I got a crash course on RKHS (reproducible kernel Hilbert spaces) by Arthur Gretton, discussed about estimating the number of species, dealing with unknown functions of the parameter in the likelihood, using tests as ABC statistics, and explained how to use empirical likelihoods in non-iid settings. After this full day, we had a superb dinner at St. John, a Michelin starred restaurant with highly enjoyable English cuisine, offering game and offal dishes that reminded me of Le Petit Marguery in Paris… (Not a place for vegetarians, obviously.)
May 10, 2017 at 1:08 pm
[…] Liu, which relates to our population Monte Carlo algorithm, but as a non-parametric version, using RKHS to represent the transforms of the particles at each iteration. The sampling method follows two […]