Archive for ABC in Edinburgh

ISBA 2018 provisional program is now on!

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , on April 26, 2018 by xi'an

The program of the incoming 2018 ISBA World Meeting in Edinburgh, Scotland, is now on line. Predicting a fairly intense week, from 9am till 7pm, with five parallel sessions at time, and a fairly dense poster session list from 20:30 till 23:00. (The Objective Bayes session I helped organise will take place on the Wednesday morn.)

ABC and ISBA in Edinburgh [early registration deadline]

Posted in Books, Mountains, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , on April 6, 2018 by xi'an

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 plummet at $1,1000 for registering on site!!), it would be advised to register prior to April 15, if you intend to attend…

(Disclaimer: I am not part of the organising committee of either event. And I have already written several posts here and there complaining on the absurd inflation of conference fees.)

 

ABC in Edinburgh

Posted in Books, Mountains, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on January 25, 2018 by xi'an

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 in 2009! In this iteration, contributed talks and contributed posters can be submitted prior to May 1. (And there is a [extra] registration fee of 50 euros. And the deadline for early registration at ISBA 2018 is March 31, at the rather sharp rate of £380 for ISBA members.)The workshop is aimed at specialists and novices interested in statistical inference with complex models where exact computation of the likelihood function is not possible. The meeting will bring together researchers and practitioners in approximate Bayesian computation, likelihood-free inference, and related methods to discuss recent work on theoretical underpinnings, computational advances, and applications.

The invited speakers are

I am looking forward the workshop, having already booked my accommodation in the good City of Edinburgh.

(Disclaimer: I am not part of the scientific committee this round.)

 

fast ε-free ABC

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on June 8, 2017 by xi'an

Last Fall, George Papamakarios and Iain Murray from Edinburgh arXived an ABC paper on fast ε-free inference on simulation models with Bayesian conditional density estimation, paper that I missed. The idea there is to approximate the posterior density by maximising the likelihood associated with a parameterised family of distributions on θ, conditional on the associated x. The data being then the ABC reference table. The family chosen there is a mixture of K Gaussian components, which parameters are then estimated by a (Bayesian) neural network using x as input and θ as output. The parameter values are simulated from an adaptive proposal that aims at approximating the posterior better and better. As in population Monte Carlo, actually. Except for the neural network part, which I fail to understand why it makes a significant improvement when compared with EM solutions. The overall difficulty with this approach is that I do not see a way out of the curse of dimensionality: when the dimension of θ increases, the approximation to the posterior distribution of θ does deteriorate, even in the best of cases, as any other non-parametric resolution. It would have been of (further) interest to see a comparison with a most rudimentary approach, namely the one we proposed based on empirical likelihoods.

ISBA 2018, Edinburgh, 24-28 June

Posted in Statistics with tags , , , , , , , , , , on March 1, 2017 by xi'an

Edinburgh, Sept. 03, 2011The ISBA 2018 World Meeting will take place in Edinburgh, Scotland, on 24-29 June 2018. (Since there was some confusion about the date, it is worth stressing that these new dates are definitive!) Note also that there are other relevant conferences and workshops in the surrounding weeks:

  • a possible ABC in Edinburgh the previous weekend, 23-24 June [to be confirmed!]
  • the Young Bayesian Meeting (BaYSM) in Warwick, 2-3 July 2018
  • a week-long school on fundamentals of simulation in Warwick, 9-13 July 2018 with courses given by Nicolas Chopin, Art Owen, Jeff Rosenthal and others
  • MCqMC 2018 in Rennes, 1-6 July 208
  • ICML 2018 in Stockholm, 10-15 July 2018
  • the 2018 International Biometrics Conference in Barcelona, 8-13 July 2018