Xi'an's Og

Just received the great news for the turn of the year that our paper on ABC using Wasserstein distance was accepted in Series B! Inference in generative models using the Wasserstein distance, written by Espen Bernton, Pierre Jacob, Mathieu Gerber, and myself, bypasses the (nasty) selection of summary statistics in ABC by considering the Wasserstein distance between observed and simulated samples. It focuses in particular on non-iid cases like time series in what I find fairly innovative ways. I am thus very glad the paper is going to appear in JRSS B, as it has methodological consequences that should appeal to the community at large.

This entry was posted on January 5, 2019 at 12:19 am and is filed under Books, pictures, Statistics, University life with tags ABC, approximate Bayesian inference, generative model, Journal of the Royal Statistical Society, Olympic National Park, peer review, Series B, sunrise, Wasserstein distance. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.