Archive for Approximate Bayesian computation

PhD position for research in ABC in Chalmers University

Posted in Statistics with tags , , , , , , , , , on May 27, 2020 by xi'an

[Posting a call for PhD candidates from Umberto Piccini as the deadline is June 1, next Monday!]

A PhD student position in mathematical statistics on simulation-based inference methods for models with an “intractable” likelihood is available at the Dept. Mathematical Sciences, Chalmers University, Gothenburg (Sweden).

You will be part of an international collaboration to create new methodology bridging between simulation-based inference (such as approximate Bayesian computation and other likelihood-free methods) and deep neuronal networks. The goal is to ease inference for stochastic modelling.

Details on the project and the essential requirements are at https://www.chalmers.se/en/departments/math/research/research-groups/AIMS/Pages/ai-project-5.aspx

The PhD student position is fully funded and is up to 5 years, in the dynamic and international city of Gothenburg, the second largest city in Sweden, https://www.goteborg.com/en/ As a PhD student in Mathematical Sciences you will have opportunities for many inspiring conversations, a lot of autonomous work and some travel.

The position will be supervised by Assoc. Prof. Umberto Picchini.

Apply by 01 June 2020 following the instructions at
https://www.chalmers.se/en/about-chalmers/Working-at-Chalmers/Vacancies/Pages/default.aspx?rmpage=job&rmjob=8556

For informal enquiries, please get in touch with Umberto Picchini

my demonic talk

Posted in Statistics with tags , , , , , , , , , , , on May 13, 2020 by xi'an

from Svalbard [with snow]

Posted in Statistics with tags , , , , , , , , , , , , on April 25, 2020 by xi'an

ABC webinar, first!

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , on April 13, 2020 by xi'an

Screenshot_20200409_122723

The première of the ABC World Seminar last Thursday was most successful! It took place at the scheduled time, with no technical interruption and allowed 130⁺ participants from most of the World [sorry, West Coast friends!] to listen to the first speaker, Dennis Prangle,  presenting normalising flows and distilled importance sampling. And to answer questions. As I had already commented on the earlier version of his paper, I will not reproduce them here. In short, I remain uncertain, albeit not skeptical, about the notions of normalising flows and variational encoders for estimating densities, when perceived as a non-parametric estimator due to the large number of parameters it involves and wonder at the availability of convergence rates. Incidentally, I had forgotten at the remarkable link between KL distance & importance sampling variability. Adding to the to-read list Müller et al. (2018) on neural importance sampling.

Screenshot_20200409_124707

misspecified [but published!]

Posted in Statistics with tags , , , , , on April 1, 2020 by xi'an

research position at Monash

Posted in Statistics, Travel, University life with tags , , , , , , , on March 23, 2020 by xi'an

0d6a2355-30b9-43c0-97b5-0aacf0bb7060

My friends (and coauthors) Gael Martin and David Frazier forwarded me this call for a two-year research research fellow position at Monash. Working with the team there on the most exciting topic of approximate Bayes!

The Research Fellow will conduct research associated with ARC Discovery Grant DP200101414: “Loss-Based Bayesian Prediction”. This project proposes a new paradigm for prediction. Using state-of-the-art computational methods, the project aims to produce accurate, fit for purpose predictions which, by design, reduce the loss incurred when the prediction is inaccurate. Theoretical validation of the new predictive method is an expected outcome, as is extensive application of the method to diverse empirical problems, including those based on high-dimensional and hierarchical data sets. The project will exploit recent advances in Bayesian computation, including approximate Bayesian computation and variational inference, to produce predictive distributions that are expressly designed to yield accurate predictions in a given loss measure. The Research Fellow would be expected to engage in all aspects of the research and would therefore build expertise in the methodological, theoretical and empirical aspects of this new predictive approach.

Deadline is 13 May 2020. This is definitely an offer to consider!

ABC in Svalbard [news #1]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , on March 23, 2020 by xi'an

We [Julien and myself] are quite pleased to announce that

  • the scientific committee for the workshop has been gathered
  • the webpage for the workshop is now on-line (with a wonderful walrus picture whose author we alas cannot identify)
  • the workshop is now endorsed by both IMS and ISBA, which will handle registration (to open soon)
  • the reservation of hotel rooms will be handled by Hurtigruten Svalbard through the above webpage (this is important as we already paid deposit for a certain number of rooms)
  • we are definitely seeking both sponsors and organisers of mirror workshops in more populated locations

As an item of trivia, let me recall that Svalbard stands for the archipelago, while Spitsbergen is the name of the main island, where Longyearbyen is located. (In Icelandic, Svalbarði means cold rim or cold coast.)