Olli à/in/im Paris

Warning: Here is an old post from last October I can at last post since Olli just arXived the paper on which this talk was based (more to come, before or after Olli’s talk in Roma!).

Oliver Ratman came to give a seminar today at our Big’MC seminar series. It was an extension of the talk I attended last month in Bristol:

10:45 Oliver Ratmann (Duke University and Imperial College) – “Approximate Bayesian Computation based on summaries with frequency properties”

Approximate Bayesian Computation (ABC) has quickly become a valuable tool in many applied fields, but the statistical properties obtained by choosing a particular summary, distance function and error threshold are poorly understood. In an effort to better understand the effect of these ABC tuning parameters, we consider summaries that are associated with empirical distribution functions. These frequency properties of summaries suggest what kind of distance function are appropriate, and the validity of the choice of summaries can be assessed on the fly during Monte Carlo simulations. Among valid choices, uniformly most powerful distances can be shown to optimize the ABC acceptance probability. Considering the binding function between the ABC model and the frequency model of the summaries, we can characterize the asymptotic consistency of the ABC maximum-likelhood estimate in general situations. We provide examples from phylogenetics and dynamical systems to demonstrate that empirical distribution functions of summaries can often be obtained without expensive re-simulations, so that the above theoretical results are applicable in a broad set of applications. In part, this work will be illustrated on fitting phylodynamic models that capture the evolution and ecology of interpandemic influenza A (H3N2) to incidence time series and the phylogeny of H3N2’s immunodominant haemagglutinin gene.

I however benefited enormously from hearing the talk again and also from discussing the fundamentals of his approach before and after the talk (in the nearest Aussie pub!). Olli’s approach is (once again!) rather iconoclastic in that he presents ABC as a testing procedure, using frequentist tests and concepts to build an optimal acceptance condition. Since he manipulates several error terms simultaneously (as before), he needs to address the issue of multiple testing but, thanks to a switch between acceptance and rejection, null and alternative, the individual α-level tests get turned into a global α-level test.

2 Responses to “Olli à/in/im Paris”

  1. Oliver Ratmann Says:

    Xi’an thanks for posting before ABC in Rome and I hope we ll all have a productive discussion on accurate ABC there. I can see myself that the material is quite a climb, combining several new ideas that involve (1) setting up an appropriate probability space through modelling of summary values (2) close-to-exact ABC inference on this auxiliary space that relies on total positivity (S Karlin everywhere!) and (3) finally indirect inference back to the original parameter space (Gourieroux!).

    The final manuscript is here and we also provide code for everyone to try out that is still under development, hence not yet an R package.

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