Related papers: Some discussions of D. Fearnhead and D. Prangle's …
In Templeton (2010), the Approximate Bayesian Computation (ABC) algorithm (see, e.g., Pritchard et al., 1999, Beaumont et al., 2002, Marjoram et al., 2003, Ratmann et al., 2009) is criticised on mathematical and logical grounds: "the…
In this review, we examine the recent progress in saliency prediction and proposed several avenues for future research. In spite of tremendous efforts and huge progress, there is still room for improvement in terms finer-grained analysis of…
This habilitation thesis is cumulative and, therefore, is collecting and connecting research that I (together with several co-authors) have conducted over the last few years. Thus, the absolute core of the work is formed by the ten…
Some of my previous publications were incomplete in the sense that non trivial zeros belonging to a particular type of fundamental domain have been inadvertently ignored. Due to this fact, I was brought to believe that computations done by…
Approximate Bayesian computation allows for statistical analysis in models with intractable likelihoods. In this paper we consider the asymptotic behaviour of the posterior distribution obtained by this method. We give general results on…
This paper has been withdrawn by the author; a revised version is part of the author's phd-thesis "Quasi-logarithmic structures" (Zurich, 2007).
We discuss an approach for deriving robust posterior distributions from $M$-estimating functions using Approximate Bayesian Computation (ABC) methods. In particular, we use $M$-estimating functions to construct suitable summary statistics…
The convergence theory for the set of simultaneously $\psi$-approximable points lying on a planar curve is established. Our results complement the divergence theory developed in `Diophantine approximation on planar curves and the…
The paper by Bowen, Mancini, Fessatidis, and Murawski (2012 Phys. Scr. {\bf 85}, 065005) demonstrates in a dramatic fashion the serious difficulties that can arise when one rushes to perform numerical studies before understanding the…
This is an overview of the area of Stochastic Portfolio Theory, and can be seen as an updated and extended version of the survey paper by Fernholz and Karatzas (Handbook of Numerical Analysis Vol.15:89-167, 2009).
These notes discuss, in a style intended for physicists, how to average data and fit it to some functional form. I try to make clear what is being calculated, what assumptions are being made, and to give a derivation of results rather than…
Our objective in this note is to comment briefly on the newly emerging literature on computer-aided proofs in Social Choice Theory. We shall specifically comment on two papers, one by Tang and Lin (2009) and another by Geist and Endriss…
This document is an internet supplement to my book "Partially Observed Markov Decision Processes - From Filtering to Controlled Sensing" published by Cambridge University Press in 2016. This internet supplement contains exercises, examples…
Comment an the recent Letter [Phys. Rev. Lett. 86, 2050 (2001)] by F.Wang and D. P. Landau.
In this paper, we are interested in the estimates of the Dunkl Kernel on some special sets, following the work of M.F.E. de Jeu and M. R\"{o}sler in \cite{R3}.
Exponential random graph models are an important tool in the statistical analysis of data. However, Bayesian parameter estimation for these models is extremely challenging, since evaluation of the posterior distribution typically involves…
We present asymptotic results for the regression-adjusted version of approximate Bayesian computation introduced by Beaumont(2002). We show that for an appropriate choice of the bandwidth, regression adjustment will lead to a posterior…
In this article, we present data-subsetting algorithms that allow for the approximate and scalable implementation of the Bayesian bootstrap. They are analogous to two existing algorithms in the frequentist literature: the bag of little…
Rejoinder of "Impact of Frequentist and Bayesian Methods on Survey Sampling Practice: A Selective Appraisal" by J. N. K. Rao [arXiv:1108.2356]
Presentation for a talk "Two betting strategies that predict all compressible sequences" given at Seventh International Conference on Computability, Complexity and Randomness (CCR 2012)…