Archive for Scott Sisson

ABC in print

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , on September 5, 2018 by xi'an

The 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 on-line.)

ABCDay [arXivals]

Posted in Books, Statistics, University life with tags , , , , , , on March 2, 2018 by xi'an

A bunch of ABC papers on arXiv yesterday, most of them linked to the incoming Handbook of ABC:

    1. Overview of Approximate Bayesian Computation S. A. Sisson, Y. Fan, M. A. Beaumont
    2. Kernel Recursive ABC: Point Estimation with Intractable Likelihood Takafumi Kajihara, Keisuke Yamazaki, Motonobu Kanagawa, Kenji Fukumizu
    3. High-dimensional ABC D. J. Nott, V. M.-H. Ong, Y. Fan, S. A. Sisson
    4. ABC Samplers Y. Fan, S. A. Sisson

 

ABC in Sydney [guest post]

Posted in pictures, Statistics, University life with tags , , , on July 18, 2014 by xi'an

[Scott Sisson sent me this summary of the ABC in Sydney meeting that took place two weeks ago.]

ABC speakersFollowing on from ABC in Paris (2009), ABC in London (2011) and ABC in Rome (2013), the fourth instalment of the international workshops in Approximate Bayesian Computation (ABC) was held at UNSW in Sydney on 3rd-4th July 2014. The first antipodean workshop was held as a satellite to the huge (>550 registrations) IMS-ASC-2014 International Conference, also held in Sydney the following week.

ABC in Sydney was created in two parts. The first, on the Thursday, was held as an “introduction to ABC” for people who were interested to find out more about the subject, but who had not particularly been exposed to the area before. Rather than have a single brave individual give the introductory course over several hours, the expository presentation was “crowdsourced” from several experienced researchers in the field, with each being given 30 minutes to present on a particular aspect of ABC. In this way, Matthew Moores (QUT), Dennis Prangle (Reading), Chris Drovandi (QUT), Zach Aandahl (UNSW) and Scott Sisson (UNSW) covered the ABC basics over the course of 6 presentations and 3 hours.

The second part of the workshop, on Friday, was the more usual collection of research oriented talks. In the morning session, Dennis Prangle spoke about “lazy ABC,” a method of stopping the generation of computationally demanding dataset simulations early, and Chris Drovandi discussed theoretical and practical aspects of Bayesian indirect inference. This was followed by Brenda Nho Vo (QUT) presenting an application of ABC in stochastic cell spreading models, and by Pierre Del Moral (UNSW) who demonstrated many theoretical aspects of ABC in interacting particle systems. After lunch Guilherme Rodrigues (UNSW) proposed using ABC for Gaussian process density estimation (and introduced the infinite-dimensional functional regression adjustment), and Gael Martin (Monash) spoke on the issues involved in applying ABC to state space models. The final talk of the day was given by Matthew Moores who discussed how online ABC dataset generation could be circumvented by pre-computation for particular classes of models.

In all, over 100 people registered for and attended the workshop, making it an outstanding success. Of course, this was helped by the association with the following large conference, and the pricing scheme — completely free! — following the tradition of the previous workshops. Morning and afternoon teas, described as “the best workshop food ever!” by several attendees, was paid for by the workshop sponsors: the Bayesian Section of the Statistical Society of Australia, and the ARC Centre of Excellence in Mathematical and Statistical Frontiers.

Here’s looking forward to the next workshop in the series!

ABC on wordpress

Posted in R, Statistics, University life with tags , , , , on November 8, 2011 by xi'an

Erkan Buzbas sent me an email about his webpage (operated as a wordpress blog) on ABC. It contains different items of information on ABC research and an hopefully growing list of references. After Scott Sisson’s tweet on ABC_research (latest news: two ABC sessions in ISBA 20122, Kyoto),  here comes another way to keep posted about the on-going research in this area.