Posts Tagged ‘ sufficient statistics ’

Lack of confidence [revised]

April 21, 2011
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Lack of confidence [revised]

Following the comments on our earlier submission to PNAS, we have written (and re-arXived) a revised version where we try to spell out (better) the distinction between ABC point (and confidence) estimation and ABC model choice, namely that the problem was at another level for Bayesian model choice (using posterior probabilities). When doing point estimation

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ABC model choice not to be trusted [3]

January 30, 2011
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ABC model choice not to be trusted [3]

On Friday, I received a nice but embarrassing email from Xavier Didelot. He indeed reminded me that I attended the talk he gave at the model choice workshop in Warwick last May, as, unfortunately but rather unsurprisingly giving my short span memory!, I had forgotten about it! Looking at the slides he joined to his

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ABC model choice not to be trusted [2]

January 27, 2011
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ABC model choice not to be trusted [2]

As we were completing our arXiv summary about ABC model choice, we were helpfully pointed to a recent CRiSM tech. report by X. Didelot, R. Everitt, A. Johansen and D. Lawson on  Likelihood-free estimation of model evidence. This paper is quite related to our study of the performances of the ABC approximation to the Bayes

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ABC model choice not to be trusted

January 26, 2011
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ABC model choice not to be trusted

This may sound like a paradoxical title given my recent production in this area of ABC approximations, especially after the disputes with Alan Templeton, but I have come to the conclusion that ABC approximations to the Bayes factor are not to be trusted. When working one afternoon in Park City with Jean-Michel and Natesh Pillai

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