Announcing the November 2024 meeting of the WA Branch of the Statistical Society of Australia. Our guest speaker is Adam Bretherton who is studying at the Queensland Institute of Technology.

Date: Tuesday, 12 November 2024
Time: 6:00PM
Location: Room 002 (Innovation Hub), Building 360 (Boola Katitjin), Murdoch University

Presentation

Flexible Transformations for Bayesian Score Calibration

Adam Bretherton, Queensland Institute of Technology

To represent real world systems more accurately we often require complex mathematical models.  Unfortunately, such mathematical models often utilise likelihood functions that are either intractable or computationally prohibitive.  As such, approximate models or simulation-based inference (SBI) techniques are often required.  Approximate models use a simpler model so that the likelihood is tractable. Unfortunately, these cheap approximate models typically incur the cost of increased model misspecification through bias or induced errors. Alternatively, SBI techniques attempt to circumvent the intractability problem by utilising the data-generating process (DGP) for the complex model of interest. The DGP generates outputs that are compared against the observed data, thus avoiding explicit evaluations of the likelihood function.  However, the required volume of simulations from the DGP can be computationally costly. We extend the Bayesian score calibration method developed by Bon et al., (2022) which optimises a transform of the approximate posterior by maximising a scoring rule. This approach requires only a small number of complex model simulations.

About the Speaker

Adam is a research statistician undertaking his PhD at Queensland University of Technology. His main area of interest is Bayesian computation, particularly sequential Monte Carlo and calibration techniques. He enjoys developing new algorithms for use in complex statistical problems.

Meeting directions

The meeting will be held at the Perth campus of Murdoch University which can be reached via the Kwinana Freeway, exiting on South Street, and heading west towards Fremantle.

Parking is free on the Murdoch Perth campus after 5:00PM in red and green zones.  A convenient carpark is Car Park 2 accessible from Entry C off South Street.

Innovation Hub (Room 002) is found on level 3 of Building 360, also known as Boola Katitjin. From the northern main entrance of the building head south along the length of the building until you reach the lifts, then head right through double doors and find the Innovation Hub on your left. See: Murdoch Map.

Refreshments

Members, visitors, and guests are invited to mingle over wine and cheese from 5:30PM. These will be served in the scenic staff area accessed through the back door of the meeting venue.

Dinner

Following the meeting everyone is invited to dine with the speaker and fellow attendees at Bateman Chinese Eating House (6/22 Parry Avenue, Bateman), booked for 7:30PM.

Directions: From Car Park 2, exit the campus turning right onto South Street and at the first set of traffic lights turn left onto Murdoch Drive. At the large roundabout turn right onto Hawke Pass which becomes Parry Avenue. Continue along Parry Avenue until reaching the Bateman Commercial Centre on the right where the restaurant is located.

For further information please contact the WA Branch Secretary (ssa.wa.secretary@gmail.com).