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postdoc at Warwick on robust SMC [call]

January 11, 2020

Here is a call for a research fellow at the University of Warwick to work with Adam Johansen and Théo Damoulas on the EPSRC and Lloyds Register Foundaton funded project “Robust Scalable Sequential Monte Carlo with application to Urban Air Quality”. To quote The position will be based primarily at the Department of Statistics of […]

controlled SMC

December 18, 2017

At the end of [last] August, Jeremy Heng, Adrian Bishop†, George Deligiannidis and Arnaud Doucet arXived a paper on controlled sequential Monte Carlo (SMC). That we read today at the BiPs reading group in Paris-Saclay, when I took these notes. The setting is classical SMC, but with a twist in that the proposals at each […]

delayed acceptance ABC-SMC

December 11, 2017

Last summer, during my vacation on Skye,  Richard Everitt and Paulina Rowińska arXived a paper on delayed acceptance associated with ABC. ArXival that I missed, then! In order to decrease the number of simulations from the likelihood. As in our own delayed acceptance paper (without ABC), a cheap alternative generator is used to first reject […]

SMC on a sequence of increasing dimension targets

February 15, 2017

Richard Everitt and co-authors have arXived a preliminary version of a paper entitled Sequential Bayesian inference for mixture models and the coalescent using sequential Monte Carlo samplers with transformations. The central notion is an SMC version of the Carlin & Chib (1995) completion in the comparison of models in different dimensions. Namely to create auxiliary […]

astroABC: ABC SMC sampler for cosmological parameter estimation

September 6, 2016

“…the chosen statistic needs to be a so-called sufficient statistic in that any information about the parameter of interest which is contained in the data, is also contained in the summary statistic.” Elise Jenningsa and Maeve Madigan arXived a paper on a new Python code they developed for implementing ABC-SMC, towards astronomy or rather cosmology […]