COMPSTAT²⁰²²

I am taking part in [twice delayed] COMPSTAT 2022 this week, held in Bologna, virtually as my travel agenda is already quite heavy for the coming Fall Term. I sort of lost count but methinks this must be the fourth edition of COMPSTAT I am attending, the first one being Bristol in 1998, then Utrecht in 2000, and Paris in 2010. As it happens, all three plenary speakers are my friends and professional colleagues, namely  Holger Detter, Igor Pruenster, and Jean-Michel Zakoian. I am talking in  an Applied Computational Bayes session organised by Daniele Durante and Giacomo Zanella, although the talk is only remotely connected with my abstract from years ago:

Evidence approximation is a central object of Bayesian inference and despite numerous advances in the past decades, there still remain challenges to be met, especially when the sample size is large. We review here some robust solutions like the reverse logistic regression and a modified harmonic mean estimator, before proposing a related algorithm for Bayesian model choice.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s

This site uses Akismet to reduce spam. Learn how your comment data is processed.

%d bloggers like this: