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ISBA Accenture

Important deadlines:

Submission (closed)
May 11, 2014
Acceptance notification
June 15, 2014
Payment of fee
July 10, 2014

Last modified:
July 20, 2015 12:36:24 (gk)

Christian Robert: My Life as a Mixture (Keynote Talk A, Thursday, 9:15)

Mixtures of distributions are fascinating objects for statisticians in that they both constitute a straightforward extension of standard distributions and offer a complex benchmark for evaluating statistical procedures, with a likelihood both computable in a linear time and enjoying an exponential number of local models (and sometimes infinite modes). This fruitful playground appeals in particular to Bayesians as it constitutes an easily understood challenge to the use of improper priors and of objective Bayes solutions. This talk will review some ancient and some more recent works of mine on mixtures of distributions, from the 1990 Gibbs sampler to the 2000 label switching and to later studies of Bayes factor approximations, nested sampling performances, improper priors, improved importance samplers, ABC, and a inverse perspective on the Bayesian approach to testing of hypotheses.