[Statlist] Research seminar in statistics WEDNESDAY February 15th 2017, GSEM University of Geneva

[Karen Longden Roure]

Dear All,

We are pleased to invite you to our next Research Seminar -

Looking forward to seeing you

Organisers :
E. Cantoni - D. La Vecchia - E. Ronchetti -
S. Sperlich - F. Trojani - M.-P. Victoria-Feser

Exceptionally taking place on
WEDNESDAY FEBRUARY 15th 2017 at 11h15, Uni-Mail M5220

Asymptotic Properties of Approximate Bayesian Computation
Gael MARTIN - Monash University - Melbourne, Australia

ABSTRACT:
Approximate Bayesian computation (ABC) is becoming an accepted tool for statistical analysis in models with intractable likelihoods. With the initial focus being primarily on the practical import of ABC, exploration of its formal statistical properties has begun to attract more attention. In this paper we consider the asymptotic behavior of the posterior obtained from ABC and the ensuing posterior mean. We give general results on: (i) the rate of concentration of the ABC posterior on sets containing the true parameter (vector); (ii) the limiting shape of the posterior; and (iii) the asymptotic distribution of the ABC posterior mean. These results hold under given rates for the tolerance used within ABC, mild regularity conditions on the summary statistics, and a condition linked to identification of the true parameters. Important implications of the theoretical results for practitioners of ABC are highlighted

Authors: D.T. FRAZIER, G.M. MARTIN (Monash) C.P. ROBERT and J. ROUSSEAU (Dauphine)

Visit the website: http://www.stat-center.unige.ch/ressem.html


Karen Longden
Program Coordinator
MSc. in Management, MSc. in Economics, MSc. in Statistics
Université de Genève, Uni-Mail
Faculté d'Economie & Management, GSEM


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