Search Results

ABC for repulsive point processes

May 5, 2016

Shinichiro Shirota and Alan Gelfand arXived a paper on the use of ABC for analysing some repulsive point processes, more exactly the Gibbs point processes, for which ABC requires a perfect sampler to operate, unless one is okay with stopping an MCMC chain before it converges, and determinantal point processes studied by Lavancier et al. […]

ABC in Helsinki & Stockholm [deadline looming]

April 1, 2016

In case you have not yet registered for ABC in Helsinki (a.k.a. ABCruise), registration is open for just another week, with the all-inclusive fees of 200 euros for trip, cabin, talks, and meals! When registering you need to buy first a ticket on the Aalto University web shop: at some point, distinguishing between “Maksa” which […]

ABC in Helsinki & Stockholm [registration now open]

February 22, 2016

As announced in earlier posts, ABC in Helsinki (a.k.a. ABCruise) will take place on May 16-18, 2016 on a regular cruise boat going from Helsinki, Finland,  on the 16th to Stockholm, Sweden, and back to Helsinki before noon on the 18th. The workshop takes place from noon on the 16th till noon on the 18th, […]

Bayesian Indirect Inference and the ABC of GMM

February 17, 2016

“The practicality of estimation of a complex model using ABC is illustrated by the fact that we have been able to perform 2000 Monte Carlo replications of estimation of this simple DSGE model, using a single 32 core computer, in less than 72 hours.” (p.15) Earlier this week, Michael Creel and his coauthors arXived a […]

new version of abcrf

February 12, 2016

Version 1.1 of our R library abcrf version 1.1  is now available on CRAN.  Improvements against the earlier version are numerous and substantial. In particular,  calculations of the random forests have been parallelised and, for machines with multiple cores, the computing gain can be enormous. (The package does along with the random forest model choice […]

Follow

Get every new post delivered to your Inbox.

Join 1,022 other followers