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Statistics seminar
School of Mathematics
The University of Edinburgh
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Friday 22st March, 3.10 pm Room 5323, JCMB
Speaker: Christophe Andrieu, University of Bristol
"Statistical inference with noisy likelihoods"
Abstract
As statistical models become ever more complex, evaluating the
likelihood function has become a challenge when carrying out statistical
inference. In recent years various methods which rely on noisy estimates
of the likelihood have been proposed in order to circumvent this
problem. In fact these methods share a common structure, and perhaps
surprisingly lead to correct inference in that they do not lead to
additional approximations when compared to methods which use exact
values of the likelihood---one often uses the term "exact
approximations" to refer to some of the associated algorithms. There is
naturally a price to pay for using such approximations.
In the presentation we will review these methods and discuss some of the
theoretical properties underpinning the associated algorithms and their
implications on the design and expected performance of the algorithms.
This seminar is joint with BioSS and is a part of Maxwell Institute
Statistics seminar.
There will be tea and coffee in the Mathematics Common Room (5212) after
the seminar.
The seminar websites:
http://www.maths.ed.ac.uk/events/statistics (in google calendar)
http://www.maths.ed.ac.uk/~nbochkin/StatisticsSeminar.html
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