We look forward to seeing you on Wednesday!
Best wishes,
Massimiliano on the behalf of the One World ABC Seminar
Organisers.
When: Wednesday May 25, 11.30am UK time
Title: Robust Bayesian Inference for Simulator-based Models via the MMD Posterior Bootstrap
Abstract: Simulator-based models
are models for which the likelihood is intractable but simulation of synthetic data is possible. They are often used to describe complex real-world phenomena, and as such can often be misspecified in practice. In this talk, I will present a novel algorithm
based on the posterior bootstrap and maximum mean discrepancy estimators. This leads to a highly-parallelisable Bayesian inference algorithm with strong robustness properties. This is demonstrated through an in-depth theoretical study which includes generalisation
bounds and proofs of frequentist consistency and robustness of our posterior. The approach is then assessed on a range of examples including a g-and-k distribution and a toggle-switch model.