Archive for Paul Fearnhead

plenary speakers for BayesComp 20[20]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on January 29, 2019 by xi'an

As a co-chair of the incoming ISBA BayesComp 2020 in Gainesville, Florida, 7-10 January 2020. I am very glad to broadcast that the four plenary speakers for the conference are

David Blei (Columbia U)

Paul Fearnhead (U Lancaster)

Emily Fox (U Washington)

Sonia Petrone (U Bocconi Milano)

There will soon be a call for contributed sessions, stay tuned! (And remember that the deadline for the posters at O’Bayes 2019 in Warwick is in two days!)

ABC’ptotics on-line

Posted in Statistics with tags , , , , , , , on June 14, 2018 by xi'an

Our paper on Asymptotic properties of ABC with David Frazier, Gael Martin, and Judith Rousseau, is now on-line on the Biometrika webpage. Coincidentally both papers by Wentao Li and Paul Fearnhead on ABC’ptotics are published in the June issue of the journal.

Approximate Bayesian computation allows for statistical analysis using models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on the rate at which the posterior distribution concentrates on sets containing the true parameter, the limiting shape of the posterior distribution, and the asymptotic distribution of the posterior mean. These results hold under given rates for the tolerance used within the method, mild regularity conditions on the summary statistics, and a condition linked to identification of the true parameters. Implications for practitioners are discussed.

Biometrika

Posted in Books, Statistics, University life with tags , , , , , , , on November 29, 2017 by xi'an

After ten years of outstanding dedication to Biometrika, Anthony Davison is retiring as Editor of Biometrika on 31 December. Ten years! Running a top journal like Biometrika is a massive service to the statistics community, especially when considering the painstaking stage of literally editing each paper towards the stylistic requirements of the journal. For which we definitely should all be quite grateful to Anthony. And to the new Editor, Paul Fearnhead, for taking over. I will actually join the editorial board as assistant editor, along with Omiros Papaspiliopoulos, meaning we will share together the task of screening and allocating submissions. A bit daunting given the volume of submissions is roughly similar to the one I was handling for Series B ten years ago. And given the PCI Comput Stat experiment starting soon!