ABC in Lapland²

On the second day of our workshop, Aki Vehtari gave a short talk about his recent works on speed up post processing by importance sampling a simulation of an imprecise version of the likelihood until the desired precision is attained, importance corrected by Pareto smoothing¹⁵. A very interesting foray into the meaning of practical models and the hard constraints on computer precision. Grégoire Clarté (formerly a PhD student of ours at Dauphine) stayed on a similar ground of using sparse GP versions of the likelihood and post processing by VB²³ then stir and repeat!

Riccardo Corradin did model-based clustering when the nonparametric mixture kernel is missing a normalizing constant, using ABC with a Wasserstein distance and an adaptive proposal, with some flavour of ABC-Gibbs (and no issue of label switching since this is clustering). Mixtures of g&k models, yay! Tommaso Rigon reconsidered clustering via a (generalised Bayes à la Bissiri et al.) discrepancy measure rather than a true model, summing over all clusters and observations a discrepancy between said observation and said cluster. Very neat if possibly costly since involving distances to clusters or within clusters. Although she considered post-processing and Bayesian bootstrap, Judith (formerly [?] Dauphine)  acknowledged that she somewhat drifted from the theme of the workshop by considering BvM theorems for functionals of unknown functions, with a form of Laplace correction. (Enjoying Lapland so much that I though “Lap” in Judith’s talk was for Lapland rather than Laplace!!!) And applications to causality.

After the (X country skiing) break, Lorenzo Pacchiardi presented his adversarial approach to ABC, differing from Ramesh et al. (2022) by the use of scoring rule minimisation, where unbiased estimators of gradients are available, Ayush Bharti argued for involving experts in selecting the summary statistics, esp. for misspecified models, and Ulpu Remes presented a Jensen-Shanon divergence for selecting models likelihood-freely²², using a test statistic as summary statistic..

Sam Duffield made a case for generalised Bayesian inference in correcting errors in quantum computers, Joshua Bon went back to scoring rules for correcting the ABC approximation, with an importance step, while Trevor Campbell, Iuri Marocco and Hector McKimm nicely concluded the workshop with lightning-fast talks in place of the cancelled poster session. Great workshop, in my most objective opinion, with new directions!

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