/abc2018

My notes, presentation and project for the ABC course I took at Chalmers University of Technology during spring 2018.

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Approximate Bayesian Computation Course 2018

My notes, presentation and project for the ABC course I took at Chalmers during spring 2018.

I chose to present about Expectation Propagation in the context of approximate Bayesian computation. My presentation was mainly based on the paper

Barthelmé, Simon, and Nicolas Chopin. 2014. “Expectation Propagation for Likelihood-Free Inference.” Journal of the American Statistical Association 109 (505): 315–33. doi:10.1080/01621459.2013.864178.

It is an interesting approach how a unimodal Bayesian posterior distribution can be approximated in an efficient way.