flu & Bach

As the cold I caught in England (maybe) last week was getting more severe, I went to see my doctor yesterday and he diagnosed a flu… So expect delays on the ‘Og in the coming days. (Interestingly, I have reached the part in Nate Silver’s book, The Signal and the Noise, about epidemics and the poor predictions related to the swine flu a few years ago.) What about Bach?! Well, my doctor always has classical music in his waiting room and Bach’s 6th Brandenburg concerto was playing while I was waiting, sneezing, and coughing. This piece is associated with my early childhood as it was on the only vinyl record my parents owned for quite a while, so we ended up listening to it very regularly… (In case you wonder, I still enjoy it very much!)

Structure and uncertainty, Bristol, Sept. 25

This was a fairly full day at the Structure and uncertainty modelling, inference and computation in complex stochastic systems workshop! After a good one hour run around the Clifton Down, the morning was organised around likelihood-free methods, mostly ABC, plus Arnaud Doucet’s study of methods based on unbiased estimators of the likelihood (à la Beaumont, with the novelty of assessing the inefficiency due to the estimation, really fascinating..). The afternoon was dedicated to graphical models. Nicolas Chopin gave an updated version of his Kyoto talk on EP-ABC where he resorted to composite likelihoods for hidden Markov models, (I then wondered about the parameterisation and the tolerance determination for this algorithm.) Oliver Ratman presented some of the work he did on the flu while in Duke, then move to a new approach for ABC tolerance based on various kinds of testing (which I found clearer than in Kyoto, maybe because I was not jet-lagged!) And I gave my talk on ABC-EL.I found the afternoon session harder to follow, mostly because I always have trouble understanding the motivations and the notations used on these models, albeit fascinating. I remained intrigued by the bidirectional dependence arrow in those graphs for the whole afternoon (even though I think I get it now!) After looking at the few posters presented this afternoon, I went for another short run in Leigh Woods, before joining a group of friends for an Indian dinner at the Brunel Raj. A very full day…!

#2 blog for the statistics geek?!

Julien pointed out to me that the ‘Og was #2 in this list of “40 fascinating blogs for the ultimate statistics geek“… Dunno how to take it! I also note Statisfaction ranked as #4 and Freakanometrics as #5, which sounds like the ranking is a wee haphazard, the latter blog having at least four times as much trafffic as the ‘Og and focussing solely on statistics, acturial science, R programming, and related scientific questions! (Still, verrry nice to make it to a list!)

No more adds

After being warned by readers that my posts were often terminated by an add, of no immediate connection with the contents and sometimes completely inappropriate (!), I decided to opt for a no-add version of WordPress. This is not intended as a criticism of what I consider to be a great blogging service, as running adds is the natural way to support a free blogging system, however I prefer to pay a moderate fee to avoid ludicrous and unpredictable adds popping in at the end of my posts!

Top ten in 2009

Here are the top ten entries of this ‘Og, in terms of access in 2009:

Of black swans and bleak prospects 991

Tornado in Central Park 908

Bayes’ Theorem 691

ABC in Paris, June 26 418

Solution manual to Bayesian Core on-line 417

Bayesian p-values 341

Reference prior for logistic regression 326

Sequential Monte Carlo without likelihood 287

Bayesian Core under fire! 257

Anomalies in the Iranian election 236

Happy New Year!