Stéphane Shao, Pierre Jacob and co-authors from Harvard have just posted on arXiv a new paper on Bayesian model comparison using the Hyvärinen score which thus uses the Laplacian as a natural and normalisation-free penalisation for the score test. (Score that I first met in Padova, a few weeks before moving from X to IX.) […]

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## the Hyvärinen score is back

November 21, 2017## CORE talk at Louvain-la-Neuve

March 16, 2017Tomorrow, I will give a talk at the seminar for econometrics and finance of CORE, in Louvain-la-Neuve, Belgium. Here are my slides, recycled from several earlier talks and from Judith’s slides in Banff:

## ABC with composite score functions

December 12, 2013My friends Erlis Ruli, Nicola Sartori and Laura Ventura from Università degli Studi de Padova have just arXived a new paper entitled Approximate Bayesian Computation with composite score functions. While the paper provides a survey of composite likelihood methods, the core idea of the paper is to use the score function (of the composite likelihood) […]

## Lindley’s paradox(es) and scores

September 13, 2013“In the asymptotic limit, the Bayesian cannot justify the strictly positive probability of H0 as an approximation to testing the hypothesis that the parameter value is close to θ0 — which is the hypothesis of real scientific interest” While revising my Jeffreys-Lindley’s paradox paper for Philosophy of Science, it was suggested (to me) that I […]