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<p><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Dear Colleagues,</span></p>
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<p><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 11pt;"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">The first
<span style="font-family: Arial, Helvetica, sans-serif; font-size: 16px;">(International) Bayes club (</span><a href="https://www.math.vu.nl/thebayesclub/" class="OWAAutoLink" id="LPlnk987560" previewremoved="true" style="font-family: Arial, Helvetica, sans-serif; font-size: 16px;">https://www.math.vu.nl/thebayesclub/</a><span style="font-family: Arial, Helvetica, sans-serif; font-size: 16px;">) </span></span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">meeting
of this semester will take place on the </span></span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 11pt;"><b><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">19th</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">
of </span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">February</span></b></span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 11pt;"><b><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;"> (</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Friday</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">)</span></b></span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;"> from
3 pm until 5 pm. We have two speakers: </span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2" color="#212121"><span style="font-size: 16px;"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">David Rossell</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;"> (Barcelona)</span></span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;"> and </span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2" color="#212121"><span style="font-size: 16px;"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Veronika
Rockova</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;"> (Chicago</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">)</span></span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">,
please find below the titles and the abstracts of the talks</span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">. The seminar will be on zoom:</span></font><br>
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<span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Topic: International Bayes club</span></div>
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<span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Time: Feb 19, 2021 03:00 PM Amsterdam</span></div>
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<span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Join Zoom Meeting</span></div>
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<span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">https://vu-live.zoom.us/j/97567928223?pwd=Vm1SOTRuTzVsbjNrZkdBVHg1MTFrZz09</span></div>
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<span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Meeting ID: 975 6792 8223</span></div>
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<span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Passcode: 504799</span></div>
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<font face="Calibri,Helvetica,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 16px;">The program of the whole semester is available online (<a href="https://www.math.vu.nl/thebayesclub/" class="OWAAutoLink" id="LPlnk797449" previewremoved="true">https://www.math.vu.nl/thebayesclub/</a>).</span></font></div>
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<font face="Calibri,Helvetica,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 16px;"><font face="Helvetica,Arial,sans-serif,serif,EmojiFont"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">3pm Speaker: D</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">a</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">vid
Rossell </span><span style="color: rgb(33, 33, 33); font-family: Arial, Helvetica, sans-serif; font-size: 12pt;">(</span><span style="color: rgb(33, 33, 33); font-family: Arial, Helvetica, sans-serif; font-size: 12pt; font-variant-ligatures: none; white-space: pre-wrap;">Univ.
Pompeu Fabra in Barcelona</span><span style="color: rgb(33, 33, 33); font-family: Arial, Helvetica, sans-serif; font-size: 12pt;">)</span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2" color="#212121"><span style="font-size: 16px;"></span></font></span></font></div>
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<div style="margin: 0px;"><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2" color="#212121"><span style="font-size: 15px;"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Title:
</span><span style="font-family: Arial, Helvetica, sans-serif; font-style: italic; font-size: 12pt;">Approximate Laplace approximation</span></span></font></div>
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<div style="margin: 0px;"><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2" color="#212121"><span style="font-size: 15px;"></span></font><span style="font-family: Arial, Helvetica, sans-serif; font-style: italic; text-align: justify; font-size: 12pt;">Bayesian
model selection has desirable properties to recover structure, e.g. we discuss strong control of frequentist error probabilities in hypothesis tests. However, BMS requires evaluating integrals to assign posterior model probabilities to each candidate model.
The computation is cumbersome when the integral has no closed-form, particularly when the sample size or the number of models are large. We present a simple yet powerful idea based on the Laplace approximation (LA) to an integral. LA uses a quadratic Taylor
expansion at the mode of the integrand and is typically quite accurate, but requires cumbersome likelihood evaluations (for large n) an optimization (for large p). We propose the approximate Laplace approximation (ALA), which uses an Taylor expansion at the
null parameter value. ALA brings significant speed-ups by avoiding optimizations altogether, and evaluating likelihoods via sufficient statistics. ALA is an approximate inference method equipped with strong model selection properties in the family of non-linear
GLMs, attaining comparable rates to exact computation that also hold when all models are misspecified. In fact, it is questionable whether one should target exact calculations when (inevitably) the model is never exactly corret. We show examples in non-linear
Gaussian regression with non-local priors, for which no closed-form integral exists, as well as non-linear logistic, Poisson and survival regression.</span></div>
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<font face="Calibri,Helvetica,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 16px;"><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">4pm Speaker: </span></font><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2" color="#212121"><span style="font-size: 16px;"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Veronika
Rockova</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;"> (</span><span style="color: rgb(33, 33, 33); font-family: Arial, Helvetica, sans-serif; font-size: 12pt;">Univ. Chicago Booth</span><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">)</span></span></font><br>
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<font face="Calibri,Helvetica,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 16px;"><font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2" color="#212121"><span style="font-size: 15px;"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Title:
</span><span style="font-family: Arial, Helvetica, sans-serif; font-style: italic; font-size: 12pt;">Metropolis-Hastings Via Classification</span></span></font><br>
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<font face="Helvetica,Arial,sans-serif,serif,EmojiFont" size="2" color="#212121"><span style="font-size: 15px;"></span></font><span style="font-family: Arial, Helvetica, sans-serif; font-style: italic; text-align: justify; font-size: 12pt;">This paper develops
a Bayesian computational platform at the interface between posterior sampling and optimization in models whose marginal likelihoods are difficult to evaluate. Inspired by adversarial optimization, namely Generative Adversarial Networks (GAN) of Goodfellow
et al. (2014), we reframe the likelihood function estimation problem as a classification problem. Pitting a Generator, who simulates fake data, against a Classifier, who tries to distinguish them from the real data, one obtains likelihood (ratio) estimators
which can be plugged into the Metropolis-Hastings algorithm. The resulting Markov chains generate, at a steady state, samples from an approximate posterior whose asymptotic properties we characterize. Drawing upon connections with empirical Bayes and Bayesian
mis-specification, we quantify the convergence rate in terms of the contraction speed of the actual posterior and the convergence rate of the Classifier. Asymptotic normality results are also provided which justify inferential potential of our approach. We
illustrate the useful- ness of our approach on simulated data. (Joint work with Tetsuya Kaji)</span><br>
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<font face="Calibri,Helvetica,sans-serif,serif,EmojiFont" size="2"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Best wishes,</span></font></div>
<font face="Calibri,Helvetica,sans-serif,serif,EmojiFont" size="2" style="font-family: Calibri, Helvetica, sans-serif, serif, EmojiFont;"><span style="font-size: 12pt; font-family: Arial, Helvetica, sans-serif;">Botond (on behalf of the organising team)</span></font>
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