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ABC in Svalbard, April 12-13 2021

November 4, 2019

This post is a very preliminary announcement that Jukka Corander, Judith Rousseau and myself are planning an ABC in Svalbard workshop in 2021, on 12-13 April, following the “ABC in…” franchise that started in 2009 in Paris… It would be great to hear expressions of interest from potential participants towards scaling the booking accordingly. (While […]

ABC-SAEM

October 8, 2019

In connection with the recent PhD thesis defence of Juliette Chevallier, in which I took a somewhat virtual part for being physically in Warwick, I read a paper she wrote with Stéphanie Allassonnière on stochastic approximation versions of the EM algorithm. Computing the MAP estimator can be done via some adapted for simulated annealing versions […]

ABC in Clermont-Ferrand

September 20, 2019

Today I am taking part in a one-day workshop at the Université of Clermont Auvergne on ABC. With applications to cosmostatistics, along with Martin Kilbinger [with whom I worked on PMC schemes], Florent Leclerc and Grégoire Aufort. This should prove a most exciting day! (With not enough time to run up Puy de Dôme in […]

a problem that did not need ABC in the end

August 8, 2019

While in Denver, at JSM, I came across [across validated!] this primarily challenging problem of finding the posterior of the 10³ long probability vector of a Multinomial M(10⁶,p) when only observing the range of a realisation of M(10⁶,p). This sounded challenging because the distribution of the pair (min,max) is not available in closed form. (Although […]

Introductory overview lecture: the ABC of ABC [JSM19 #1]

July 28, 2019

Here are my slides [more or less] for the introductory overview lecture I am giving today at JSM 2019, 4:00-5:50, CC-Four Seasons I. There is obviously quite an overlap with earlier courses I gave on the topic, although I refrained here from mentioning any specific application (like population genetics) to focus on statistical and computational […]