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ABC in Clermont-Ferrand

September 20, 2019

Today I am taking part in a one-day workshop at the Université of Clermont Auvergne on ABC. With applications to cosmostatistics, along with Martin Kilbinger [with whom I worked on PMC schemes], Florent Leclerc and Grégoire Aufort. This should prove a most exciting day! (With not enough time to run up Puy de Dôme in […]

a problem that did not need ABC in the end

August 8, 2019

While in Denver, at JSM, I came across [across validated!] this primarily challenging problem of finding the posterior of the 10³ long probability vector of a Multinomial M(10⁶,p) when only observing the range of a realisation of M(10⁶,p). This sounded challenging because the distribution of the pair (min,max) is not available in closed form. (Although […]

ABC in Grenoble, 19-20 March 2020

May 22, 2019

The next occurrence of the “ABC in…” workshops will take place in Grenoble, France, on 19-20 March 2020. Both local organising and international scientific committees have been constituted and the program should soon be constructed, along with calls to contributions launched at the same time. As in most earlier versions of the workshops (ABC in […]

auxiliary likelihood ABC in print

March 1, 2019

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 […]

ABC intro for Astrophysics

October 15, 2018

Today I received in the mail a copy of the short book published by edp sciences after the courses we gave last year at the astrophysics summer school, in Autrans. Which contains a quick introduction to ABC extracted from my notes (which I still hope to turn into a book!). As well as a longer […]