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adaptive ABC tolerance

June 2, 2020

“There are three common approaches for selecting the tolerance sequence (…) [they] can lead to inefficient sampling” Umberto Simola, Jessi Cisewski-Kehe, Michael Gutmann and Jukka Corander recently arXived a paper entitled Adaptive Approximate Bayesian Computation Tolerance Selection. I appreciate that they start from our ABC-PMC paper, i.e., Beaumont et al. (2009) [although the representation that […]

ABC in Kuala Lumpur [alas not!]

May 28, 2020

While attending an “ABC in…” conference in Malaysia would have been most exciting, barring the current difficulties with traveling, especially since I had not heard of it at an earlier stage and also had never visited Malaysia (except when considering that Singapore was was one of the 14 states of Malaysia from 1963 to 1965), […]

PhD position for research in ABC in Chalmers University

May 27, 2020

[Posting a call for PhD candidates from Umberto Piccini as the deadline is June 1, next Monday!] A PhD student position in mathematical statistics on simulation-based inference methods for models with an “intractable” likelihood is available at the Dept. Mathematical Sciences, Chalmers University, Gothenburg (Sweden). You will be part of an international collaboration to create […]

stratified ABC [One World ABC webinar]

May 15, 2020

The third episode of the One World ABC seminar (Season 1!) was kindly delivered by Umberto Picchini on Stratified sampling and bootstrapping for ABC which I already if briefly discussed after BayesComp 2020. Which sounds like a million years ago… His introduction on the importance of estimating the likelihood using a kernel, while 600% justified […]

sequential neural likelihood estimation as ABC substitute

May 14, 2020

A JMLR paper by Papamakarios, Sterratt, and Murray (Edinburgh), first presented at the AISTATS 2019 meeting, on a new form of likelihood-free inference, away from non-zero tolerance and from the distance-based versions of ABC, following earlier papers by Iain Murray and co-authors in the same spirit. Which I got pointed to during the ABC workshop […]