auxiliary likelihood ABC in print

Our paper with Gael Martin, Brendan McCabe , David Frazier and Worapree Maneesoonthorn, with full title Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models, has now appeared in JCGS. To think that it started in Rimini in 2009, when I met Gael for the first time at the Rimini Bayesian Econometrics conference, although we really started working on the paper in 2012 when I visited Monash makes me realise the enormous investment we made in this paper, especially by Gael whose stamina and enthusiasm never cease to amaze me!

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