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ABC in Lapland²

March 16, 2023

On the second day of our workshop, Aki Vehtari gave a short talk about his recent works on speed up post processing by importance sampling a simulation of an imprecise version of the likelihood until the desired precision is attained, importance corrected by Pareto smoothing¹⁵. A very interesting foray into the meaning of practical models […]

ABC in Lapland

March 15, 2023

Greetings from Levi, Lapland! Sonia Petrone beautifully started the ABC workshop with a (the!) plenary Sunday night talk on quasi-Bayes in the spirit of both Fortini & Petrone (2020) and the more recent Fong, Holmes, and Walker (2023). The talk got me puzzled by wondering the nature of convergence, in that it happens no matter […]

ABConic mean evidence approximation

March 7, 2023

Following a question on X validated about evidence approximation in ABC settings, i.e., on returning an approximation of the evidence based on the outputs of parallel ABC runs for the models under comparison, I wondered at the relevance of an harmonic mean estimator in that context. Rather than using the original ABC algorithm that proposes […]

sample-efficient inference for simulators: complex noise models and time-series [One World ABC seminar]

February 18, 2023

The next One World ABC seminar will take place next Thursday, 23 Feb, at 9:30 UK time, with a talk by Alexander Aushev, on the above, based on a paper with Tran, Pesonen, Howes, and Kaski: Simulators are becoming more complex, with their parameter inference requiring as few simulations as possible. This talk will go […]

ABC with path signatures [One World ABC seminar, 2/2/23]

January 29, 2023

The next One World ABC seminar is by Joel Dyer (Oxford) at 1:30pm (UK time) on 02 February. Title: Approximate Bayesian Computation with Path Signatures Abstract: Simulation models often lack tractable likelihood functions, making likelihood-free inference methods indispensable. Approximate Bayesian computation (ABC) generates likelihood-free posterior samples by comparing simulated and observed data through some distance […]