AMSI Lecturer: ABC methods for Bayesian model choice

Host Institution:

University of New South Wales

Title of Seminar:

ABC methods for Bayesian model choice

Speaker's Name:

Professor Christian Robert

Speaker's Institution:

Université Paris-Dauphine

Time and Date:

Monday 16 July 2012, 2:00pm (AEST)

Seminar Abstract:

Approximate Bayesian computation (ABC) have become a essential tool for the analysis of complex stochastic models. Having implemented ABC-based model choice in a wide range of phylogenetic models in the DIY-ABC software (Cornuet et al., 2008), we first present theoretical background as to why a generic use of ABC for model choice is ungrounded, since it depends on an unknown amount of information loss induced by the use of a summary statistic (Robert et al., 2011). We then present necessary and sufficient conditions on the summary statistics for ABC based model choice procedure to be consistent, a solution that avoids the call to additional empirical verifications of the performances of the ABC procedure as those available in DIYABC and advocated in Ratman et al. (2011).

These are joint works with J.M. Cornuet (CBGP, Montpellier), J.M. Marin (Montpellier), N. Pillai (Harvard) and J. Rousseau (Paris-Dauphine & CREST), available as:

http://arxiv.org/abs/1101.0955
http://arxiv.org/abs/1102.4432
http://arxiv.org/abs/1110.4700

A related presentation is available as http://www.slideshare.net/xianblog/seminar-at-princeton-university

This talk is part of the 2012 AMSI Lecture tour. For further details of the tour, please visit www.amsi.org.au/robert.php

Seminar Convenor:

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