Hi all,
Our next event will be a talk by Dr Dennis Prangle from Newcastle
University about approximate bayesian computation entitled "ABC: a
review and some recent developments".
Title "ABC: a review and some recent developments"
Location: Lecture Theatre 2, Appleton Tower,11 Crichton St, Edinburgh
EH8 9LE.
Time: Tuesday 12th November, Talk at 18:00 followed by refreshments
(juice and biscuits)
Abstract:
Many complex statistical models do not allow evalation of the likelihood
function. This makes it hard to apply standard likelihood-based
inference methods, such as maximum likelihood and Markov chain Monte
Carlo. However it is often possible to simulate data from the model.
Approximate Bayesian Computation (ABC) is a family of methods which
bases statistical inference on such simulations.
In this talk I'll review the basics of standard ABC. The main idea is to
simulate data under many parameters and base the inference results on
those parameters giving close matches to the observed data. I'll discuss
the difficulties of scaling up ABC beyond low dimensional observations,
and some recent developments to avoid this problem, generally related to
density estimation. In particular I'll present some recent work I've
done on learning to control the simulation process so it concentrates on
producing data similar to the observations.
Hope to see many of you there! To assist with organisation please
complete the registration form below if you plan to attend
https://forms.gle/ZEGBjFyvMmskeYcP6
Best wishes,
Dave Ewing
RSS Edinburgh Local Group Secretary
--
David Ewing
Biomathematics & Statistics Scotland
JCMB, The King's Buildings
Edinburgh EH9 3JZ, United Kingdom
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