Archive for Handbook of Approximate Bayesian computation
Handbooks [not a book review]
Posted in Books, pictures, Statistics, University life with tags ABC, book reviews, CRC Press, Handbook of Approximate Bayesian computation, handbook of mixture analysis, JASA, Journal of the American Statistical Association, mixtures of distributions on October 26, 2021 by xi'ana book and three chapters on ABC
Posted in Statistics with tags ABC, ABC model choice, ABCel, Approximate Bayesian computation, empirical likelihood, Handbook of Approximate Bayesian computation, handbook of mixture analysis, Handbooks of Modern Statistical Methods, likelihoodfree methods, pygmies, Western Africa on January 9, 2019 by xi'anIn connection with our handbook on mixtures being published, here are three chapters I contributed to from the Handbook of ABC, edited by Scott Sisson, Yanan Fan, and Mark Beaumont:
6. Likelihoodfree Model Choice, by J.M. Marin, P. Pudlo, A. Estoup and C.P. Robert
12. Approximating the Likelihood in ABC, by C. C. Drovandi, C. Grazian, K. Mengersen and C.P. Robert
ABC in print
Posted in Books, pictures, Statistics, University life with tags ABC, Approximate Bayesian computation, CRC Press, hanbook, Handbook of Approximate Bayesian computation, handbook of mixture analysis, likelihoodfree methods, Mark Beaumont, Scott Sisson, Yanan Fan on September 5, 2018 by xi'anThe CRC Press Handbook of ABC is now out, after a rather long delay [the first version of our model choice chapter was written in 2015!] due to some late contributors Which is why I did not spot it at JSM 2018. As announced a few weeks ago, our Handbook of Mixture Analysis is soon to be published as well. (Not that I necessarily advocate the individual purchase of these costly volumes!, especially given most chapters are available online.)
ABCDay [arXivals]
Posted in Books, Statistics, University life with tags ABC, Approximate Bayesian computation, arXiv, Handbook of Approximate Bayesian computation, high dimensions, likelihoodfree methods, Scott Sisson on March 2, 2018 by xi'anA bunch of ABC papers on arXiv yesterday, most of them linked to the incoming Handbook of ABC:


Overview of Approximate Bayesian Computation S. A. Sisson, Y. Fan, M. A. Beaumont

Kernel Recursive ABC: Point Estimation with Intractable Likelihood Takafumi Kajihara, Keisuke Yamazaki, Motonobu Kanagawa, Kenji Fukumizu

Highdimensional ABC D. J. Nott, V. M.H. Ong, Y. Fan, S. A. Sisson
 ABC Samplers Y. Fan, S. A. Sisson

likelihoodfree model choice
Posted in Books, pictures, Statistics, University life, Wines with tags ABC, ABC model choice, Handbook of Approximate Bayesian computation, likelihoodfree methods, Montpellier, PNAS, random forests, survey on March 27, 2015 by xi'anJeanMichel Marin, Pierre Pudlo and I just arXived a short review on ABC model choice, first version of a chapter for the incoming Handbook of Approximate Bayesian computation edited by Scott Sisson, Yannan Fan, and Mark Beaumont. Except for a new analysis of a Human evolution scenario, this survey mostly argues for the proposal made in our recent paper on the use of random forests and [also argues] about the lack of reliable approximations to posterior probabilities. (Paper that was rejected by PNAS and that is about to be resubmitted. Hopefully with a more positive outcome.) The conclusion of the survey is that
The presumably most pessimistic conclusion of this study is that the connections between (i) the true posterior probability of a model, (ii) the ABC version of this probability, and (iii) the random forest version of the above, are at best very loose. This leaves open queries for acceptable approximations of (i), since the posterior predictive error is instead an error assessment for the ABC RF model choice procedure. While a Bayesian quantity that can be computed at little extra cost, it does not necessarily compete with the posterior probability of a model.
reflecting my hope that we can eventually come up with a proper approximation to the “true” posterior probability…