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Non-likelihood Based Statistical Modelling

pano

7-9 September 2015

participants

SCOPE

Likelihood forms the foundation of standard statistical inference, regardless of one’s allegiance to the Bayesian School or the Frequentist School. Its role has rarely been challenged. However, likelihoods are predicated on having at one’s disposal a true data-generating mechanism, commonly called a model. The question can be raised as to whether likelihood-based approaches are fit for purpose when the true model is unavailable. Moreover, the usually unavoidable observation error will add to the difficulties for these approaches. Since many statisticians accept that “all models are wrong” (-usually attributed to the late George Box), it is high time for statisticians to focus on developing statistical methods to deal with the practically most common situation, which is when we know that our model cannot be the true data-generating mechanism.

Format of the event

If you can remember the 1989-Edinburgh Workshop on Nonlinear Time Series, you will know the format, which incidentally has also been adopted by all the Oberwolfach workshops that I have attended since 1989. Basically, I'll look for 'volunteers' for Day 2 and Day 3 at the end of Day 1 and Day 2. This way allows people to respond to and interact with talks given the day(s) before. Speakers on Days 2 and 3 have a fairly free choice of time duration. Their talks can be as short as 15 minutes for example but they will never exceed 25 minutes. Additionally, we allow 5-10 minutes for discussion after each talk, as discussions form an important part of the workshop. In principle, one can volunteer for more than one talk, if time permits. No written contributions are expected but please do feel free to distribute them, if available.

Day 1 Programme

9:00 Welcome

9:30 David Cox

10:30 Tea and coffee break

11:00 Laurie Davies: Data analysis and approximate models (slides revised version 1 Sept)

12:00 Lunch

13:30 John Copas: Likelihood and wrong models

14:15 John Kent: Closed exponential families and composite likelihood

15:00 Tea and coffee break

15:30 Paul Fearnhead: Detecting changepoints in the presence of model error

16:15 Howell Tong: Is likelihood fit for purpose? (backround reading material)

17:00 Free discussion

18:00 Reception drinks and canapés

ORGANISERS

Howell Tong (Scientific Organiser)

Bärbel Finkenstädt (Local Organiser)

Correspondance should be sent to crism at warwick dot ac dot uk

stats

crism

 

 

PARTICIPANTS

  • Wicher Bergsma (LSE, UK)
  • Kung-Sik Chan (Iowa, USA)
  • David Cox (Oxford, UK)
  • John Copas (Warwick, UK)
  • Laurie Davies (Duisburg-Essen, Germany)
  • Mirela Domijan (Cambridge, UK)
  • Paul Fearnhead (Lancaster, UK)
  • Piotr Fryzlewicz (LSE, UK)
  • Zhaoxing Gao (Hong Kong)
  • Simone Giannerini (Bologna, Italy)
  • John Kent (Leeds, UK)
  • Tony Lawrance (Warwick, UK)
  • Dong Li (Beijing, China)
  • Guodong Li (Hong Kong)
  • Wai-Keung Li (Hong Kong)
  • Pak Hang Lo (Kaiserslautern, Germany)
  • Alessandra Luati (Bologna, Italy)
  • Kanchan Mukherjee (Lancaster, UK)
  • David Rand (Warwick, UK)
  • Granville Tunnicliffe-Wilson (Lancaster, UK)
  • Qiwei Yao (LSE, UK)