Dr. Anton Westveld, Australian National University presents Bayesian Melding: Deterministic to the Stochastic Case

Date: Thursday, November 9, 2023

Start time: 3:00 pm

End time: 4:00 pm

Location: Harris Hall room 4119

Audience: All are welcome to attend

Mathematical models are widely employed across scientific disciplines, especially when field data are sparse. Where field data are available, they are often used informally as “ground truth” for model calibration. Formal incorporation of theoretical relationships with data via a likelihood can be formulated as, say, a statespace model that gives rise to a well-defined likelihood, or a black-box model that renders the likelihood intractable. In contrast, Bayesian melding (Poole Raftery, 2000 in JASA) regards the theoretical model (black-box or otherwise) as part of the prior distribution, formulated as the “melded prior.” Literature on Bayesian melding is well-established for deterministic mathematical models. For the stochastic case, such as some agent-based models, formal derivation of the melded prior had been lacking. We propose a solution and apply it to an existing stochastic agent-based model on bee social behavior. To allow flexible formulations of likelihoods without sacrificing computational efficiency, we employ an emulator alongside a posterior sampling algorithm that embeds sampling importance resampling within Metropolis-Hastings. The bulk of this joint work (in progress) appears in Dawkins (2017, ANU Honours Thesis (https://hdl.handle.net/1885/147060 )) co-supervised by GS Chiu and AHWestveld.

Bio

Dr Anton Westveld is a Senior Lecturer (AUS system) in Statistics at the Australian National University in the Research School of Finance, Actuarial Studies and Statistics. His research interests span Bayesian methodology and theory with applications and developments for network/relational/interaction data, inference (uncertainty quantification) for agent based stochastic computer simulation models, and statistical causality.

Sponsor(s): SSOR

Event contact: Dr. Ya Su, suyaf@vcu.edu