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Department of Mathematical Sciences

Seminar Archives

On this page you can find information about seminars in this and previous academic years, where available on the database.

Statistics Seminars: ABC, history matching, and emulation

Presented by Richard Wilkinson, University of Nottingham

12 November 2012 14:00 in CM221

Approximate Bayesian computation (ABC) algorithms are Monte Carlo algorithms that can be used to do Bayesian inference for stochastic models without explicit knowledge of the likelihood function, and in the past decade they have become very popular, particularly in the biological sciences. In this talk I'll describe the basic ABC approach, explain how I believe we should view ABC algorithms, and draw links between ABC and history-matching. Finally, I'll describe a new method for using Gaussian process emulators to speed up ABC algorithms by approximating the likelihood function, based on the synthetic likelihood approach proposed by Wood 2010.

Contact sunil.chhita@durham.ac.uk for more information