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Recent advances in ABC (Approximate Bayesian Computation) methodology

le 23 mars 2011

14H - Groupe de travail "Applications des Mathématiques"

ENS Rennes Bâtiment Sauvy, Salle 5 (rdc)

Séminaire de Jean-Michel Marin (Université Montpellier 2) au groupe de travail "Applications des mathématiques"

Lien vers la page Web de l'orateur Résumé : In the Bayesian paradigm, when the likelihood function is expensive or impossible to calculate, it is almost impossible to sample from the posterior distribution. Approximate Bayesian Computation (ABC) is a recent and very promising technique that only requires being able to sample from the likelihood. In this talk, we will survey the flurry of recent results on the ABC that have appeared in the literature, including our own.

Recherche - Valorisation
Erwan Faou et Yannick Privat

Mise à jour le 15 mars 2011