An Introduction to Bayesian Statistics and Approximate Bayesian Computing

In this talk, we will give an introduction to Bayesian statistics and Approximate Bayesian Computing (ABC). Bayesian statistics is a different statical framework from the frequentist framework that is typically presenting in an introduction to statistics course. The Bayesian approach has become more popular in the last decades, primarily to the increased power of computers and the development of simple-to-use software. The Approximate Bayesian Computing (ABC) scheme can be used for inference in a Bayesian model. The ABC scheme is simulation-based, and thus the only requirement on the model, such that we can use ABC for inference, is that we should be able to simulate data from the model. We will in this talk, introduce the Bayesian framework and the ACB scheme using a hands-on approach, and briefly discuss some current developments in the ABC field. We will also provide a small computer exercise.

Speaker: Samuel Wiqvist
Homepage: http://www.maths.lu.se/staff/samuel-wiqvist/