Petar Jovanovski
@pjovanovski1
PhD student in Mathematical Statistics @StatsChalmersGU | Stochastic Differential Equations, Sequential Monte Carlo, ABC.
ID: 1046344312034906112
30-09-2018 10:21:38
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To summarise or not to summarise in likelihood-free inference? Find out in my new pre-print with David T. Frazier . @ACEMathStats QUT Centre for Data Science arxiv.org/abs/2103.02407
if you are at #ISBA2022, check the poster by Petar Jovanovski: he proposes a very efficient sequential ABC algorithm for SDEs, using carefully constructed "lookahead" trajectories+backward smoothing, and sequentially learned summary statistics.