ABC in Les Diablerets
Since I could not download the slides of my ABC course in Les Diablerets in one go, I broke them by chapters as follows. (Warning: there is very little novelty in those slides, except for the final part on consistency.)
Although I did not do it on purpose (!), starting with indirect inference and other methods inspired from econometrics induced some discussion in the first hour of the course with econometricians in the room. Including Elvezio Ronchetti.
I also regretted piling too much material in the alphabet soup, as it was too widespread for a new audience. And as I could not keep the coherence of the earlier parts by going thru so many papers at once. Especially since I was a bit knackered after a day of skiing….
I managed to get to the final convergence chapter on the last day, even though I had to skip some of the earlier material. Which should be reorganised anyway as the parts between model choice with random forests and inference with random forests are not fully connected!
Related
This entry was posted on February 14, 2017 at 12:17 am and is filed under Statistics with tags ABC, ABC convergence, CUSO, indirect inference, Les Diablerets, likelihood-free methods, PhD course, random forest, short course, slideshare, Switzerland. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.
This site uses Akismet to reduce spam. Learn how your comment data is processed.
Leave a Reply