Apologies - the subject should read "Friday 22nd March".
> ---------------------------------------
> Statistics seminar
>
> School of Mathematics
>
> The University of Edinburgh
> ---------------------------------------
>
> 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
>
--
The University of Edinburgh is a charitable body, registered in
Scotland, with registration number SC005336.
You may leave the list at any time by sending the command
SIGNOFF allstat
to [log in to unmask], leaving the subject line blank.
|