The following seminars will take place at Imperial College in room 140 of the
Huxley building. This building can be entered at 180, Queen's gate.
(the direction to Huxley Building is given at the end of this file).
FRIDAY, 1st MAY (2pm)
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Directed likelihood methods in Bayesian inference.
Trevor J Sweeting
University of Surrey
Asymptotic approximations are a fast alternative to Monte Carlo and
quadrature methods for Bayesian inference. In particular, the asymptotic
theory of signed roots of log-density ratios provides a framework for
accurate analytic approximation in both Bayesian and frequentist inference.
Following a review of directed likelihood methods, some new ideas will be
described which, for example, provide approximate posterior formulae in the
presence of multimodal likelihoods. Some specific applications and numerical
examples will be given. Technicalities will be avoided as far as possible,
although some basic familiarity with Bayesian statistics will be assumed.
DIRECTION
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You take the tube to South Kensington (on the Picadilly or the district and circle line)
and then go down the tunnel which points to "museums".
If you come out of the tunnel at the end and turn left you'll
be on Exhibition Road. The maths dept is in the Huxley Building
which is 180 Queen's Gate. Queen's Gate is parallel to Exhibition
Road and you reach it by walking through the IC car park which
is about 10 yards from the end of the tunnel on the left (after the
car park).
At the other end of the car park you turn right and the Huxley
Building is on the right about 50 yards away.
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