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ABCDay [arXivals]

March 2, 2018

A bunch of ABC papers on arXiv yesterday, most of them linked to the incoming Handbook of ABC: Overview of Approximate Bayesian Computation S. A. Sisson, Y. Fan, M. A. Beaumont Kernel Recursive ABC: Point Estimation with Intractable Likelihood Takafumi Kajihara, Keisuke Yamazaki, Motonobu Kanagawa, Kenji Fukumizu High-dimensional ABC D. J. Nott, V. M.-H. Ong, Y. Fan, […]

ABCDE for approximate Bayesian conditional density estimation

February 26, 2018

Another arXived paper I surprisingly (?) missed, by George Papamakarios and Iain Murray, on an ABCDE (my acronym!) substitute to ABC for generative models. The paper was reviewed [with reviews made available!] and accepted by NIPS 2016. (Most obviously, I was not one of the reviewers!) “Conventional ABC algorithms such as the above suffer from […]

ABC in Edinburgh

January 25, 2018

As mentioned earlier on the ‘Og, there will be a satellite workshop ABC in Edinburgh, prior to the main ISBA meeting, taking place on Sunday, 24 June, 2018. The workshop is the last item of a series of “ABC in…” workshops on approximate Bayesian computation (ABC) and likelihood-free inference, which started with ABC in Paris […]

ABC forecasts

January 9, 2018

My friends and co-authors David Frazier, Gael Martin, Brendan McCabe, and Worapree Maneesoonthorn arXived a paper on ABC forecasting at the turn of the year. ABC prediction is a natural extension of ABC inference in that, provided the full conditional of a future observation given past data and parameters is available but the posterior is […]

delayed acceptance ABC-SMC

December 11, 2017

Last summer, during my vacation on Skye,  Richard Everitt and Paulina Rowińska arXived a paper on delayed acceptance associated with ABC. ArXival that I missed, then! In order to decrease the number of simulations from the likelihood. As in our own delayed acceptance paper (without ABC), a cheap alternative generator is used to first reject […]