Although the tutorials of O’Bayes 2019 of yesterday were poorly attended, albeit them being great entries into objective Bayesian model choice, recent advances in MCMC methodology, and the multiple layers of BART, for which I have to blame myself for sticking the beginning of O’Bayes too closely to the end of BNP as only the […]
Category: ABC algorithm
O’Bayes 19/1 [snapshots]
Although the tutorials of O’Bayes 2019 of yesterday were poorly attended, albeit them being great entries into objective Bayesian model choice, recent advances in MCMC methodology, and the multiple layers of BART, for which I have to blame myself for sticking the beginning of O’Bayes too closely to the end of BNP as only the […]
selecting summary statistics [a tale of two distances]
As Jonathan Harrison came to give a seminar in Warwick [which I could not attend], it made me aware of his paper with Ruth Baker on the selection of summaries in ABC. The setting is an ABC-SMC algorithm and it relates with Fearnhead and Prangle (2012), Barnes et al. (2012), our own random forest approach, […]