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Approximate Bayesian computation
November 25, 2021 @ 11:00 am - 1:00 pm AEDT
About this event
Many modern statistical settings feature the analysis of data that may arise from unknown generating processes, or processes for which the generative models are computationally infeasible to interact with. Conventional estimation and inference solution methods in such settings may be unwieldy or impossible to implement. The approximate Bayesian computation (ABC) approach is a potent method in such scenarios, since it does not require the knowledge of the underlying generative model in order to perform inference. Furthermore, when combined with sufficiently regular discrepancy measurements such as the energy statistic, ABC can be shown to have desirable asymptotic properties. We provide a concise introduction to the general ABC framework.
Bio
Dr Hien Nguyen is currently a Senior Lecturer at the University of Queensland, and previously a Senior Lecturer and Australian Research Council DECRA Fellow at La Trobe University.
Zoom link – link will be provided by a calendar invite