Posts Tagged ‘ ABC ’

structure and uncertainty, Bristol, Sept. 26

September 26, 2012
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structure and uncertainty, Bristol, Sept. 26

Another day full of interesting and challenging—in the sense they generated new questions for me—talks at the SuSTain workshop. After another (dry and fast) run around the Downs; Leo Held started the talks with one of my favourite topics, namely the theory of g-priors in generalized linear models. He did bring a new perspective on

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ISBA towards higher computing goals [yet another new section!!!]

September 19, 2012
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ISBA towards higher computing goals [yet another new section!!!]

Surrounding the great and exciting gathering of Bayesian statisticians in Kyoto last June, several ISBA sections have appeared in the past weeks, as already mentioned on the ‘Og. Along with Anto Mira and Nicolas Chopin (who did most of the organisational work while I was wandering down under!), we discussed about a Bayesian computation section

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Course at Monash (#2)

July 19, 2012
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Course at Monash (#2)

Here are the slides for the second day of my course at Monash University, Melbourne, in the Special Lectures in Econometrics, with a strong strong similarity with the slides of my course in Roma this Spring. (Ah, sunny Roma…) The first day lecture was very well attended and I hope this remains true for the

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Carnon [and Core, end]

June 15, 2012
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Carnon [and Core, end]

Yet another full day working on Bayesian Core with Jean-Michel in Carnon… This morning, I ran along the canal for about an hour and at last saw some pink flamingos close enough to take pictures (if only to convince my daughter that there were flamingos in the area!). Then I worked full-time on the spatial

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PLoS topic page on ABC

June 6, 2012
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PLoS topic page on ABC

A few more comments on the specific entry on ABC written by Mikael Sunnåker et al…. The entry starts with the representation of the posterior probability of an hypothesis, rather than with the posterior density of a model parameter, which seems to lead the novice reader astray. After all, (a) ABC was not introduced for

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ABC+EL=no D(ata)

May 27, 2012
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ABC+EL=no D(ata)

It took us a loooong while but we finally ended up completing a paper on ABC using empirical likelihood (EL) that was started by me listening to Brunero Liseo’s tutorial in O’Bayes-2011 in Shanghai… Brunero mentioned empirical likelihood as a semi-parametric technique w/o much Bayesian connections and this got me thinking

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PLoS computational biology meets wikipedia

May 26, 2012
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PLoS computational biology meets wikipedia

Robin Ryder pointed out to me this new experiment run by PLoS since March 2012, namely the introduction of a new article type, “called “Topic Pages” and written in the style of a Wikipedia article“. Not only this terrific idea gives more credence to Wikipedia biology pages, at least in their early stage, but also

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mad statistic

April 29, 2012
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mad statistic

In the motivating toy example to our ABC model choice paper, we compare summary statistics, mean, median, variance, and… median absolute deviation (mad). The latest is the only one able to discriminate between our normal and Laplace models (as now discussed on Cross Validated!). When rerunning simulations to produce nicer graphical outcomes (for the revision),

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di Roma

March 4, 2012
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di Roma

It has been a wonderful week in Roma, a mix of pleasant work and enjoyable free-time! I gave the ABC advanced course for the second time in a month so it did not require much in terms of preparation and there was a good sized audience with attentive (if too silent!) students and friends as

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ABC in Roma [R lab #2]

March 2, 2012
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ABC in Roma [R lab #2]

Here are the R codes of the second R lab organised by Serena Arima in supplement of my lectures (now completed!). This morning I covered ABC model choice and the following example is the benchmark used in the course (and in the paper) about the impact of summary statistics. (Warning! It takes a while to

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