Archive for Christchurch

Posterior expectation of regularly paved random histograms

Posted in Books, Statistics, University life with tags , , , , , , , , , on October 7, 2013 by xi'an

Today, Raazesh Sainudiin from the University of Canterbury, in Christchurch, New Zealand, gave a seminar at CREST in our BIP (Bayesians in Paris) seminar series. Here is his abstract:

We present a novel method for averaging a sequence of histogram states visited by a Metropolis-Hastings Markov chain whose stationary distribution is the posterior distribution over a dense space of tree-based histograms. The computational efficiency of our posterior mean histogram estimate relies on a statistical data-structure that is sufficient for non-parametric density estimation of massive, multi-dimensional metric data. This data-structure is formalized as statistical regular paving (SRP). A regular paving (RP) is a binary tree obtained by selectively bisecting boxes along their first widest side. SRP augments RP by mutably caching the recursively computable sufficient statistics of the data. The base Markov chain used to propose moves for the Metropolis-Hastings chain is a random walk that data-adaptively prunes and grows the SRP histogram tree. We use a prior distribution based on Catalan numbers and detect convergence heuristically. The L1-consistency of the the initializing strategy over SRP histograms using a data-driven randomized priority queue based on a generalized statistically equivalent blocks principle is proved by bounding the Vapnik-Chervonenkis shatter coefficients of the class of SRP histogram partitions. The performance of our posterior mean SRP histogram is empirically assessed for large sample sizes simulated from several multivariate distributions that belong to the space of SRP histograms.

The paper actually appeared in the special issue of TOMACS Arnaud Doucet and I edited last year. It is coauthored by Dominic Lee, Jennifer Harlow and Gloria Teng. Unfortunately, Raazesh could not connect to our video-projector. Or fortunately as he gave a blackboard talk that turned to be fairly intuitive and interactive.

Season’s Greetings from UC, Christchurch

Posted in Statistics with tags , , , on December 25, 2012 by xi'an

UC 2012 Season greeting cardA kind message I received from the University of Canterbury, Christchurch:

On behalf of the University of Canterbury, best wishes for the festive season.

This year has been challenging for UC, as it has for many organisations. But with work on campus remediation well and truly underway, a busy enrolment period and a recent commitment from the Government to support us in our recovery, we can take heart that the University is making good progress following the events of the past couple of years.

We believe that a strong university goes hand in hand with a robust, cohesive and growing economy and community. We are committed to supporting the recovery of Christchurch through closer partnerships with the business sector, secondary schools, Ngai Tahu, partner institutions, other tertiary education providers and crown research institutes.

Another important component of our plan for the future is a commitment to engage in Christchurch´s new central city health precinct, reflecting our vision of a university that isn’t just a place students come to when they want a degree; but a university that is a learning environment well connected with its communities.

I hope you will have the opportunity over the holiday period to relax, reflect on the year and look ahead.

Please accept my personal thanks for your interest in and support for the University this year. It has made a difference.

Dr Rod Carr Vice-Chancellor

quantum forest

Posted in Books, R, Statistics, Travel, University life with tags , , , , , , , , on December 1, 2011 by xi'an

Thanks to a link on R-bloggers, I was introduced to Luis Apiolaza’s blog, Quantum Forest, which covers data analyses and R comments he encounters in his research as a quantitative forester/geneticist. And he works at the University of Canterbury, Christchurch, where I first taught from Bayesian Core in 2006. Which may be why he chose Bayesian Core as one of the three books he is currently reading to understand Bayesian statistics better. (The other two are Jim Albert’s Bayesian computation with R, and Bill Bolstad’s Introduction to Bayesian Statistics, which is not the one I reviewed recently.) Luis has just started the book but he mentions that “the book has managed to capture my interest”, which is real nice, and being annoyed by the self-contained label we put on the back cover. Which is a reaction I also got from some students when teaching the book for a week in Australia, as they thought they could take it without a probability background. Hopefully, we’ll manage to complete our revision before next summer!

Tsunami

Posted in pictures, Running with tags , , , , , , on March 12, 2011 by xi'an

Here are some images of “before” and “after” posted on the NASA website and reproduced by The Guardian. The magnitude of the thing is simply in-human… As in Christchurch three weeks ago and Haiti last year, my thoughts go to the survivors who have to comprehend the disaster before starting their long recovery work. I am sure many supportive initiatives like this one from a runner will show up in the coming days. In the meanwhile, only hope and thoughts…

Earthquake in Christchuch

Posted in Travel, University life with tags , , on September 4, 2010 by xi'an

There has been a major earthquake in Christchuch this morning. Support and best wishes to my friends and former colleagues at the University of Canterbury!

An update on the 5th: the damages are only material and no clear structural damage seems to have imperilled the buildings, but watching the million or so books off their shelves below means there is a substantial effort ahead! (Emails to math.canterbury.ac.nz are still bouncing back…)

València 9 snapshot [4]

Posted in Statistics, University life with tags , , , , , , , , on June 8, 2010 by xi'an

This one-before-last day at València 9 was fairly busy and I skipped the [tantalising] trip back to Sella to attend morning and afternoon talks. The first session involved Nicolas Chopin and Pierre Jacob’s free-energy paper whose earlier version I had heard at CREST, which builds on the earlier paper of Nicolas with Tony Lelièvre and Gabriel Stoltz to build a sequential Monte Carlo sampler that is biased along a preferential direction in order to fight multimodality and label switching in the case of mixtures. Peter Green rightly pointed out the difficulty in building this direction, which appears like a principal component to me, but this may open a new direction for research on a potentially adaptive direction updated with the SMC sampler… Although I always have trouble understanding the gist of causal models, Thomas Richardson’s talk about transparent parameterisation was quite interesting  in its links both with contingency tables and with identifiability issues (should Bayesians care about identifiability?! I did not really understand why the data could help in specifying the unidentified parameter in an empirical Bayes manner, though).

The morning talk by Darren Wilkinson was a particularly enticing talk in that Darren presented in a very articulate manner the specifics of analysing stochastic kinetic models for bacterial regulation and that he also introduced a likelihood-free MCMC that was not ABC-MCMC. (At first sight, it sounds like the auxiliary variable technique of Møller, Pettit, Reeves and Berthelsen, but I want to read the paper to understand better the differences.) Despite the appalling audio and video rendering in the conference room, the filmed discussion by Samuel Kou got into a comparison with ABC. The afternoon non-parametric session left me a bit confused as to the infinite regress on Dirichlet process expansions, but I enjoyed the next talk by Geoff Nicholls on partial ordering inference immensely, even though I missed the bishop example at the beginning because the talks got drifted due to the absence of the first speaker of the session. During the poster session (where again I only saw a fourth of the material!), I had the pleasant surprise to meet a student from the University of Canterbury, Christchurch, who took my Bayesian Core class when I visited in 2006.

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