Archive for February, 2011

ABC in nine steps

Posted in Statistics with tags , , on February 28, 2011 by xi'an

Bertorelle, Benazzo and Mona have published a nice survey about ABC in Molecular Ecology. It is available on-line and can be downloaded. The nine steps are summarised in the above graph. Step 6 corresponds to ABC model selection, but Step 7 follows the suggestion found in DIYABC to generate pseudo-observed data (pods) to evaluate the “type I – type II” errors of the procedure. In Step 9, a second quality control is proposed via ABC posterior predictive tests. The survey also makes an interesting link with an early version of ABC published by Weiss and von Haessler (1998, Genetics).

My only criticisms are, beyond the lack of confidence in ABC model selection, about an unclear discussion of the “controversial results” about ABC-MCMC and ABC-PMC.  The fact that reference tables as those produced by DIYABC can be recycled with “limited additional effort” is however a good point in favour of Monte Carlo evaluations of estimation and model selection procedures.

ABC in Paris, London, Roma, …

Posted in Statistics, University life with tags , , , on February 27, 2011 by xi'an

Following discussions with friends in Roma, more precisely at Università degli Studi Roma Tre, the next occurrence of “ABC in…” should take place there June of next year, 2012. More exactly at Università degli Studi Roma Tre. Details like date and precise location are not yet settled, but the process is launched! In the meanwhile, ABC in London will take place next May 5 with an already almost full registration.

Art brut

Posted in pictures with tags on February 27, 2011 by xi'an

Timi nornarinnar

Posted in Books with tags , , , on February 26, 2011 by xi'an

I read this mystery by Árni Thórarinsson over last trips to both Montpellier and València. It has been translated into French (Le Temps de la Sorcière) but apparently not into English… As the more famous Indridason I read last summer en route to Vancouver, Timi nornarinnar takes place in contemporary Iceland and brings a similar reflection on the depressed state of (most) Icelandic youths. and the challenges posed by immigration and globalisation… The main investigator in the novel is a now abstinent ex-alcoholic reporter sent to the North as a penance and somehow compelled to solve the mystery of a young actor’s murder. The whole story revolves around a play that should have taken place at the local school of Loftur the Sorcerer (Galdra Loftr) by Jöhan Sigurjönson, whose synopsis seems close to Wilde’s Dorian Gray… The crime elucidation is in the end  and as often less important than the description of the Icelandic society, especially because the solution to the murder is far from convincing. The reporter is sometimes hillarious, often unbearable, and overall unrealistic, but this makes a good read nonetheless, thanks to the secondary characters. (It is easy to find links with Rankin’s Rebus, especially through the relation with the reporter’s daughter and the dependence on alcohol. The subplot about the parakeet is highly silly, though, be warned!)

Thesis defense in València

Posted in Statistics, Travel, University life, Wines with tags , , , , , , on February 25, 2011 by xi'an

On Monday, I took part in the jury of the PhD thesis of Anabel Forte Deltel, in the department of statistics of the Universitat de València. The topic of the thesis was variable selection in Gaussian linear models using an objective Bayes approach. Completely on my own research agenda! I had already discussed with Anabel in Zürich, where she gave a poster and gave me a copy of her thesis, so could concentrate on the fundamentals of her approach during the defense. Her approach extends Liang et al. (2008, JASA) hyper-g prior in a complete analysis of the conditions set by Jeffreys in his book for constructing such priors. She is therefore able to motivate a precise value for most hyperparameters (although some choices were mainly based on computational reasons opposing 2F1 with Appell’s F1 hypergeometric functions). She also defends the use of an improper prior by an invariance argument that leads to the standard Jeffreys’ prior on location-scale. (This is where I prefer the approach in Bayesian Core that does not discriminate between a subset of the covariates including the intercept and the other covariates. Even though it is not invariant by location-scale transforms.) After the defence, Jim Berger pointed out to me that the modelling allowed for the subset to be empty, which would then cancel my above objection! In conclusion, this thesis could well set a reference prior (if not in José Bernardo’s sense of the term!) for Bayesian linear model analysis in the coming years.

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