The paper on evidence approximation by population Monte Carlo that I mentioned in a previous post is now arXived. (This is the second paper jointly produced by the members of the 2005-2009 ANR Ecosstat.) The full abstract is “We use Bayesian model selection techniques to test extensions of the standard flat ACDM paradigm. Dark-energy and […]

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## Bayesian model comparison in cosmology with population Monte Carlo

December 11, 2009## Population Monte Carlo for cosmologists

March 6, 2009The population Monte Carlo (PMC) study that is the result of an ANR (ANR-05-BLAN-0283-04 “Ecosstat”) collaboration between cosmologists at the Institut d’Astrophysique de Paris (IAP) and statisticians from Telecom Paritech and Dauphine is finally out on arXiv! The main bulk of the work was shared by two postdocs from the project, Darren Wraith and Martin […]

## multilevel Monte Carlo for estimating constants

March 18, 2016Pierre Del Moral, Ajay Jasra, Kody Law, and Yan Zhou just arXived a paper entitled Sequential Monte Carlo samplers for normalizing constants. Which obviously attracted my interest! The context is one of a sequential Monte Carlo problem, with an associated sequence of targets and of attached normalising constants. While the quantity of interest only relates […]

## Sequential Monte Carlo 2015 workshop

January 22, 2015An announcement for the SMC 2015 workshop: Sequential Monte Carlo methods (also known as particle filters) have revolutionized the on-line and off-line analysis of data in fields as diverse as target tracking, computer vision, financial modelling, brain imagery, or population ecology. Their popularity stems from the fact that they have made possible to solve numerically many […]

## ABC by population annealing

January 6, 2015The paper “Bayesian Parameter Inference and Model Selection by Population Annealing in System Biology” by Yohei Murakami got published in PLoS One last August but I only became aware of it when ResearchGate pointed it out to me [by mentioning one of our ABC papers was quoted there]. “We are recommended to try a number […]