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ABC with no prior

April 30, 2018

“I’m trying to fit a complex model to some data that take a large amount of time to run. I’m also unable to write down a Likelihood function to this problem and so I turned to approximate Bayesian computation (ABC). Now, given the slowness of my simulations, I used Sequential ABC (…) In fact, contrary […]

ABC and ISBA in Edinburgh [early registration deadline]

April 6, 2018

Just a reminder that the deadline for early registration at ISBA 2018, and hence at the satellite workshop ABC in Edinburgh, since there is alas no separate access to the later, is drawing near! Given the already rather sharp rates of £380 for ISBA members and £250 at this time, and the incoming rise (to […]

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 […]