David T. Frazier

Statistician/Econometrician working on simulation-based inference at @MonashUni (EBS).

[David T. Frazier @dtfraz]

@TakuoMatsubara @fx_briol Well done @TakuoMatsubara!!

[Chris Drovandi @chris_drovandi]

Our paper on improving marginal approximations in likelihood-free inference now online at JCGS. @dtfraz @QUTDataScience

https://t.co/Pw04uzjXDf

[David T. Frazier @dtfraz]

@statsgen Chat GPT knows me not! Internet win!

[David T. Frazier @dtfraz]

@statsgen Haha. A bit scared to see what the supreme intelligence thinks it me?!?

[David T. Frazier @dtfraz]

@JulyanArbel @Science_Academy @robjhyndman Thanks, Julyan!

[David T. Frazier @dtfraz]

I just wanted to thank everyone for all the well-wishes I've received over the last week. I especially want to thank @Science_Academy for awarding me the Moran medal, and @robjhyndman for nominating me. Also, a big congratulations to my co-winner Rachel Wang. Thanks again!

[David T. Frazier @dtfraz]

@MarvinSchmittML @Science_Academy @robjhyndman Thanks, Marvin!

[David T. Frazier @dtfraz]

@AleAviP @Science_Academy @robjhyndman Thanks, Alejandra!

[David T. Frazier @dtfraz]

@SirioLegramanti @Science_Academy @robjhyndman Thanks, Sirio!

[David T. Frazier @dtfraz]

@LauchLab @Science_Academy @robjhyndman Thanks, J!

[David T. Frazier @dtfraz]

@PierreAlquier @Science_Academy @robjhyndman Thanks, Pierre!

[David T. Frazier @dtfraz]

@TresBienHien My brain, my heart, it hurts...

[David T. Frazier @dtfraz]

In short, if your goal is inference, then you probably shouldn't use fixed form VB approximations in SSMs. Even very good ones are inconsistent. However, if your goal is prediction, and you don't have a long time series, then VB is surprisingly accurate.

[David T. Frazier @dtfraz]

Who's interested in a cautionary tale of when you should and shouldn't use VB methods in SSMs? If that's the kinda thing you're into, check out our recent paper in #JCGS with @RubenLoaizaMay1 and Gael Martin: https://t.co/0ofQlFdZtb

[David T. Frazier @dtfraz]

@PierreAlquier @ESSEC_AP @essec Congrats, Pierre!! Best of luck at the new department!!

[David T. Frazier @dtfraz]

@TresBienHien @smallscientist_ @TresBienHien"Canadian" geese, which are absolutely everywhere in the US, are legit scary. They are big and chase you with little warning. "Apparently, they can break a man's arm!"

[David T. Frazier @dtfraz]

Amsterdam is absolutely lovely, how have I never been here before?!?!?

[David T. Frazier @dtfraz]

@PierreAlquier Kingfishers have to be my favourite bird. So delicate looking, yet such adept hunters!

[David T. Frazier @dtfraz]

@SeBayesian Nice to see that this problem is finally getting the recognition it deserves. I'll send you through any comments I have!!

[David T. Frazier @dtfraz]

@pw_cannon @SeBayesian Yes, the answer is yes. The extrapolation problem is alive and well!