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Some recent advances on Approximate Bayesian Computation techniques Jean-Michel Marin UniversityofMontpellier,CNRS AlexanderGrothendieckMontpellierInstitute 9 December 2017 Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 1/41 (cid:73) Pierre Pudlo (Marseille) (cid:73) Louis Raynal (PhD student Montpellier) (cid:73) Arnaud Estoup (molecular ecologist, Montpellier) (cid:73) Christian Robert (Paris and Warwick) (cid:73) Judith, Natesh, ... Thanks Numerous colleagues participated to parts of this work Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 2/41 (cid:73) Louis Raynal (PhD student Montpellier) (cid:73) Arnaud Estoup (molecular ecologist, Montpellier) (cid:73) Christian Robert (Paris and Warwick) (cid:73) Judith, Natesh, ... Thanks Numerous colleagues participated to parts of this work (cid:73) Pierre Pudlo (Marseille) Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 2/41 (cid:73) Arnaud Estoup (molecular ecologist, Montpellier) (cid:73) Christian Robert (Paris and Warwick) (cid:73) Judith, Natesh, ... Thanks Numerous colleagues participated to parts of this work (cid:73) Pierre Pudlo (Marseille) (cid:73) Louis Raynal (PhD student Montpellier) Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 2/41 (cid:73) Christian Robert (Paris and Warwick) (cid:73) Judith, Natesh, ... Thanks Numerous colleagues participated to parts of this work (cid:73) Pierre Pudlo (Marseille) (cid:73) Louis Raynal (PhD student Montpellier) (cid:73) Arnaud Estoup (molecular ecologist, Montpellier) Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 2/41 (cid:73) Judith, Natesh, ... Thanks Numerous colleagues participated to parts of this work (cid:73) Pierre Pudlo (Marseille) (cid:73) Louis Raynal (PhD student Montpellier) (cid:73) Arnaud Estoup (molecular ecologist, Montpellier) (cid:73) Christian Robert (Paris and Warwick) Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 2/41 Thanks Numerous colleagues participated to parts of this work (cid:73) Pierre Pudlo (Marseille) (cid:73) Louis Raynal (PhD student Montpellier) (cid:73) Arnaud Estoup (molecular ecologist, Montpellier) (cid:73) Christian Robert (Paris and Warwick) (cid:73) Judith, Natesh, ... Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 2/41 Likelihood function f(y|θ) expensive or impossible to calculate Extremelydifficulttosamplefromtheposteriordistribution π(θ|y) ∝ π(θ)f(y|θ) Introduction Bayesian parametric paradigm Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 3/41 Extremelydifficulttosamplefromtheposteriordistribution π(θ|y) ∝ π(θ)f(y|θ) Introduction Bayesian parametric paradigm Likelihood function f(y|θ) expensive or impossible to calculate Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 3/41 Introduction Bayesian parametric paradigm Likelihood function f(y|θ) expensive or impossible to calculate Extremelydifficulttosamplefromtheposteriordistribution π(θ|y) ∝ π(θ)f(y|θ) Jean-MichelMarin (UM,CNRS&IMAG) NIPS17PAC-Bayesworkshop 9December2017 3/41

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Thanks. Numerous colleagues participated to parts of this work. ▷ Pierre Pudlo (Marseille). Jean-Michel Marin (UM, CNRS & IMAG). NIPS 17 PAC-Bayes workshop. 9 December 2017. 2 / 41

Some recent advances on Approximate Bayesian Computation techniques PDF

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Thanks. Numerous colleagues participated to parts of this work. ▷ Pierre Pudlo (Marseille). Jean-Michel Marin (UM, CNRS & IMAG). NIPS 17 PAC-Bayes workshop. 9 December 2017. 2 / 41

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