One World Approximate Bayesian Computation (ABC) Seminar
The focus of this seminar series is not limited to ABC. Indeed, it spans over likelihood-free inference, ML related techniques, Approximate Bayesian Inference, etc. Feel free to contact any of the organisers if you want to suggest yourself or someone else for a talk.
How it works and mailing list
Season 3 -- 2021/2022
Next talk: Cosma Shalizi - 23rd June 2022 , 1.30pm UK time
Title: Matching Random FeaturesLink opens in a new window
Abstract: We can do statistical inference on simulation models by adjusting the parameters in the simulation so that the values of randomly chosen functions of the simulation output match the values of those same functions calculated on the data. Results from the ”statespace reconstruction” or “geometry from a time series” literature in nonlinear dynamics indicate that just 2d + 1 such functions will typically suffice to identify a model with a d-dimensional parameter space. Results from the “random features” literature in machine learning suggest that using random functions of the data can be an efficient replacement for using optimal functions. In this talk, I sketch some of the key results, present numerical evidence about the new method’s properties, and lay out an agenda for research.
Reference: C. Shalizi. A Note on Simulation-Based Inference by Matching Random Features. ArXiv:
2111.09220, 2021.
Season 2 -- 2020/2021
In Season 1 and Season 2, Ritabrata Dutta, Link opens in a new windowPaul Fearnhead,Link opens in a new windowGael MartinLink opens in a new windowand Judith Rousseaualso served as One World ABC Organisers.
Season 1 -- 2020
In Season 1 and Season 2, Ritabrata Dutta, Link opens in a new windowPaul Fearnhead,Link opens in a new windowGael MartinLink opens in a new windowand Judith Rousseaualso served as One World ABC Organisers.
Other One World Seminars
- One World Probability SeminarLink opens in a new window
- One World PDE SeminarLink opens in a new window
- Waves in One WorldLink opens in a new window
- One World Mathematical Game Theory SeminarLink opens in a new window
- One World Seminar: Mathematical Methods for Arbitrary Data SourcesLink opens in a new window
- One World Cognitive Psychology SeminarLink opens in a new window
- One World IMAGing and INvErse problems (IMAGINE) SeminarLink opens in a new window
- One World Optimization SeminarLink opens in a new window
- One World Actuarial Research SeminarLink opens in a new window
- One World Mathematics of INformation, Data, and Signals (MINDS) SeminarLink opens in a new window
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One World Stochastic Numerics and Inverse Problems (SNIP) SeminarLink opens in a new window
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Bachelier Finance Society One World SeminarLink opens in a new window
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One World Mathematical Physics SeminarLink opens in a new window
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One World seminar on combinatorics on wordsLink opens in a new window
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One World Seminar Series on the Mathematics of Machine LearningLink opens in a new window