auxiliary likelihood ABC in print

Our paper with Gael Martin, Brendan McCabe , David Frazier and Worapree Maneesoonthorn, with full title Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models, has now appeared in JCGS. To think that it started in Rimini in 2009, when I met Gael for the first time at the Rimini Bayesian Econometrics conference, although we really started working on the paper in 2012 when I visited Monash makes me realise the enormous investment we made in this paper, especially by Gael whose stamina and enthusiasm never cease to amaze me!

an endless summer of Bayesian conferences

Another Bayesian conference that could fit the schedule of a few remaining readers of this blog, despite the constant flow of proposals! The 2018 Rimini Bayesian Econometrics Workshop will take place in Rimini, on the Italian Adriatic Sea, on 14-15 June, 2018. With Mike West as the plenary speaker. I attended this conference a few years ago and quite enjoyed its relaxed atmosphere.

The 8th Rimini Bayesian Econometrics Workshop

Just reporting the announcement for the 8th Rimini Bayesian Econometrics Workshop, June 9-10, 2014, in the very pleasant beach resort of Rimini, workshop that I attended a few years ago:

This Workshop is organized by the Rimini Centre for Economic Analysis (RCEA) and will be run within the  RIMINI CONFERENCE in ECONOMICS and FINANCE RCEF-2014 

Call for papers:  Authors should submit an extended abstract of up to 500 words by Monday 31st of March 2014. Please include with the submission JEL classification codes for the paper, keywords as well as JEL classification codes of the author(s) specialization field(s). Complete papers may be submitted but the extended abstract is required. In case of more than one author, please note the corresponding author. Proposals for sessions, consisting of three papers, are particularly welcome. If you are interested in submitting a session please send the session topic, paper titles and names of authors and arrange for the abstracts to be sent to the addresses provided below.

Ritorno da Rimini

Back from the workshop in an uneventful journey where the train was on time, air-conditioned, and with a plug!, and the plane was only slightly delayed by a small storm in Bologna. The meeting was certainly interesting if very confidential (20 to 25 people) and people there quite friendly. The debate went on with no need for shouting or specious arguments, thanks to Russell’s self-confessed agnosticism. The trip also gave me the opportunity to read three short novels by Andrea Camilleri following the suggestion of Alessandra Iacobucci. Those are detective stories taking place in Sicily and I found them quite enjoyable, if not at the level of Fruttero and Lucentini’s novels. (The translation in French also misses the linguistic game between Italian, Sicilian and the intermediate versions…)

In connection with ABC in Paris, Julien Cornebise also posted on the SAMSI website a set of comments on the talks.

3rd Rimini Bayesian workshop (2)

My talk for the 3rd Rimini Bayesian workshop is at last complete, which is just as well since the meeting starts in half an hour! Here are the slides with a (pre-) reply to Russell Davidson’s criticisms.

Not much change compared with the previous version, apart from this reply.

Ps—I actually discovered when entering the room of the conference that I was also supposed to give a regular talk! Thankfully, I had my well-rehearsed talk on computational model choice (available on slideshare) ready.

https://xianblog.wordpress.com/2009/03/05/computational-methods-for-bayesian-model-choice-2/