Section: Highlights of the Year
Highlights of the Year
Frédéric Cérou and Arnaud Guyader have received the prize of the best recent paper published in the journal Annales de l'Institut Henri Poincaré, Probabilités et Statistiques for their joint paper  in collaboration with Gérard Biau (université Pierre et Marie Curie). This paper analyzes ABC (approximate Bayesian computation) — a family of computational techniques which offer an almost automated solution in situations where evaluation of the likelihood is computationally prohibitive, or whenever suitable likelihoods are not available — from the point of view of —nearest neighbor theory and it explores the statistical properties of its outputs. The paper discusses in particular some asymptotic features of the genuine conditional density estimate associated with ABC, which is an interesting hybrid between a –nearest neighbor and a kernel method.