Next statistics seminar at the University of Edinburgh:
(note DIFFERENT TIME)
Friday 6th March *4 p.m.*
JCMB Lecture Theatre C
Christian Robert
(Ceremade - Universite Paris-Dauphine, and CREST )
Computational approaches to Bayesian model choice
Abstract
In this talk, we will cover recent developments of ours in the
computation of marginal distributions for the comparison of
statistical models in a Bayesian framework. While the introduction of
reversible jump MCMC by Green in 1995 is rightly perceived as the
'second MCMC revolution,' its implementation is often too complex for
the problems at stake. When the number of models under study is of a
reasonable magnitude, there exist computational alternatives that
avoid model exploration with a reasonable efficiency and we will
discuss here the pros and cons of several of those methods.
Joint work with Jean-Michel MARIN, Universite Montpelliers 2, and
Nicolas CHOPIN, CREST
--
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