THE CAMBRIDGE STATISTICS DISCUSSION GROUP
Tuesday 28th October 2008 7:15 for 7:45
Large Lecture Theatre,
Cognition and Brain Sciences Unit,
Chaucer Road, Cambridge
Approximate Bayesian Computation: what, why and how
Simon Tavare
Department of Applied Mathematics & Theoretical Physics
Abstract:
Approximate Bayesian Computation (ABC) arose in response to the difficulty
of simulating observations from posterior distributions determined
by intractable likelihoods. The method exploits the fact that it is
often easy to simulate observations from complex probability models. ABC
in its simplest form proceeds as follows: (i) simulate a parameter
from the prior; (ii) simulate observations from the model with this
parameter; (iii) accept the parameter if the simulated observations
are close enough to the observed data. The magic, and the source of
potential disasters, is in step (iii). This introductory talk will
outline what we know (and don't!) about ABC as well as a number of
applications.
Speaker:
Simon was an undergrad and PhD student in the Department of Probability and
Statistics at the University of Sheffield, and then moved to the US
in 1978. From 1989 to 2006 he was a professor in the Departments of
Mathematics, Biological Sciences and Preventive Medicine at the
University of Southern California. Since 2003 Simon has been a Professor
in DAMTP and the Department of Oncology at the University of
Cambridge, and since 2006 a Senior Group Leader in CRUK's Cambridge
Research Institute. His research interests have focused on statistical
problems arising in molecular biology, human genetics, population genetics,
molecular evolution, bioinformatics and cancer genomics, in stochastic
computation and probabilistic combinatorics.
Annual General Meeting: Simon's talk will be preceded by a brief AGM.
Directions: Chaucer Road is off Trumpington Road - if you are heading
away from the city centre it is the first right after the junction
with Brooklands Avenue. Number 15 is at the end on the left and is a
large Victorian House with a more modern extension to its right.
The entrance is in the porch located in the middle of the older section on
the left as you come in and is accessed by ascending a few steps from the
car park. Cars may be parked there. The outside door will be locked at 7:45.
Arrivals after 7:45 may gain admittance by contacting the secretary on
07761769436.
Next Meetings:
(PLEASE NOTE CHANGE OF NOVEMBER MEETING DATE TO THAT ORIGINALLY LISTED)
25th November - David Spiegelhalter (MRC Biostatistics).
3rd February - Peter Lane (GSK) on 'Meta-analysis of clinical trials,
particularly of rare adverse events.'
5th March - Ben Marchant (Rothamsted Research).
2nd April - Phil Dawid (Statistical Laboratory).
7th May - Jenni Barclay (UEA).
Supper: Some members eat regularly in the University Centre before
each talk meeting in the downstairs bar at 5-45pm. Feel free to join them.
Secretary: Peter Watson, MRC Cognition and Brain Sciences Unit,
15 Chaucer Road, Cambridge CB2 7EF;telephone 01223 355294 Extension 801;
E-mail [log in to unmask]
FOR SECURITY PURPOSES COULD ANYONE INTENDING TO ATTEND THE MEETING PLEASE
LET PETER WATSON KNOW.
Take a look at our website:
http://www.mrc-cbu.cam.ac.uk/~peterw/csdg.htm
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