Archive for ABC model choice

talk in Orsay (message in a beetle)

Posted in Kids, Statistics, Travel, University life with tags , , , , , , , , on April 5, 2014 by xi'an

IMG_0161Yesterday (March 27), I gave a seminar at Paris-Sud University, Orsay, in the stats department, on ABC model choice. It was an opportunity to talk about recent advances we have made with Jean-Michel Marin and Pierre Pudlo on using machine-learning devices to improve ABC. (More to come soon!) And to chat with Gilles Celeux about machine learning and classification. Actually, given that one of my examples was about the Asian lady beetle invasion and that the buildings of the Paris-Sud University have suffered from this invasion, I should have advertised the talk with the more catchy title of “message in a beetle”…

This seminar was also an opportunity to experiment with mixed transportation. Indeed, since I had some errands to run in Paris in morning I decided to bike there (in Paris), work at CREST, and then take my bike in the RER train down to Orsay as I did not have the time and leisure to bike all the 20k there. Since it was the middle of the day, the carriage was mostly empty and I managed to type a blog entry without having to worry about the bike being a nuisance…. The only drag was to enter the platform in Paris (Cité Universitaire) as there was no clear access for bike. Fortunately, a student kindly helped me to get over the gate with my bike, as I could not manage on my own… Nonetheless, I will certainly repeat the experience on my next trip to Orsay (but would not dare take the bike inside/under Paris per se because of the (over-)crowded carriages there).

trip to Montpellier

Posted in pictures, Statistics, Travel, University life, Wines with tags , , , , , , on February 27, 2014 by xi'an

IMG_2477Last week, I flew down to Montpellier for two days of work on ABC model choice with Jean-Michel Marin and Pierre Pudlo. Although we missed the COLT 2014 deadline, we are now close to completing this work that will propose a rather radical change in our advocacy of how ABC model choice should be conducted. We actually spent the second day on the wonderful campus of INRA at Montferrier-sur-Lez, just outside Montpellier, discussing of the implications of this approach with our friends at CBGP, Jean-Marie Cornuet and Arnaud Estoup. With possible impact on the DIYABC software. It was a very profitable trip (not mentioning tasting great Grés de Montpellier wine!) and I hope to manage completing the paper with Pierre during the next week in Banff. Unfortunately, when I came back to my train station, I found some idiots had a go at my bike and bent the back wheel which then needed to be replaced…

travellin’ week ahead

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , on November 24, 2013 by xi'an

London by Delta, Dec. 14, 2011Next week is my week at the University of Warwick, where I will give a seminar at the CRiSM seminar on Thursday. Along with my friend Olli Ratmann. Except that I also got invited at the Luxembourg annual statistics conference the same week, meaning I will travel to Luxembourg on Wednesday to give my talk. (First time ever.) And the easiest way from Coventry is to fly thru Paris. In preparation for this travelling schedule bordering the insane, I printed a whole heap of arXiv publications… Keep posted!

seminars at CMU and University of Toronto

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , on October 29, 2013 by xi'an

IMG_1864Here are the slides for my seminar talks at Carnegie Mellon University (Pittsburgh) and the University of Toronto, tomorrow and the day after, respectively:

 

Bayesian computational tools

Posted in Statistics with tags , , , , , , on April 10, 2013 by xi'an

I just arXived a survey entitled Bayesian computational tools in connection with a chapter the editors of the Annual Review of Statistics and Its Application asked me to write. (A puzzling title, I would have used Applications, not Application. Puzzling journal too: endowed with a prestigious editorial board, I wonder at the long-term perspectives of the review, once “all” topics have been addressed. At least, the “non-profit” aspect is respected: $100 for personal subscriptions and $250 for libraries, plus a one-year complimentary online access to volume 1.) Nothing terribly novel in my review, which illustrates some computational tool in some Bayesian settings, missing five or six pages to cover particle filters and sequential Monte Carlo. I however had fun with a double-exponential (or Laplace) example. This distribution indeed allows for a closed-form posterior distribution on the location parameter under a normal prior, which can be expressed as a mixture of truncated normal distributions. A mixture of (n+1) normal distributions for a sample of size n. We actually noticed this fact (which may already be well-known) when looking at our leading example in the consistent ABC choice paper, but it vanished from the appendix in the later versions. As detailed in the previous post, I also fought programming issues induced by this mixture, due to round-up errors in the most extreme components, until all approaches provided similar answers.

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