Archive for conference

ABC à Montréal

Posted in Kids, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , on December 13, 2014 by xi'an

Montreal1So today was the NIPS 2014 workshop, “ABC in Montréal“, which started with a fantastic talk by Juliane Liepe on some exciting applications of ABC to the migration of immune cells, with the analysis of movies involving those cells acting to heal a damaged fly wing and a cut fish tail. Quite amazing videos, really. (With the great entry line of ‘We have all cut  a finger at some point in our lives’!) The statistical model behind those movies was a random walk on a grid, with different drift and bias features that served as model characteristics. Frank Wood managed to deliver his talk despite a severe case of food poisoning, with a great illustration of probabilistic programming that made me understand (at last!) the very idea of probabilistic programming. And  Vikash Mansinghka presented some applications in image analysis. Those two talks led me to realise why probabilistic programming was so close to ABC, with a programming touch! Hence why I was invited to talk today! Then Dennis Prangle exposed his latest version of lazy ABC, that I have already commented on the ‘Og, somewhat connected with our delayed acceptance algorithm, to the point that maybe something common can stem out of the two notions. Michael Blum ended the day with provocative answers to the provocative question of Ted Meeds as to whether or not machine learning needed ABC (Ans. No!) and whether or not machine learning could help ABC (Ans. ???). With an happily mix-up between mechanistic and phenomenological models that helped generating discussion from the floor.

The posters were also of much interest, with calibration as a distance measure by Michael Guttman, in continuation of the poster he gave at MCMski, Aaron Smith presenting his work with Luke Bornn, Natesh Pillai and Dawn Woodard, on why a single pseudo-sample is enough for ABC efficiency. This gave me the opportunity to discuss with him the apparent contradiction with the result of Kryz Łatunsziński and Anthony Lee about the geometric convergence of ABC-MCMC only attained with a random number of pseudo-samples… And to wonder if there is a geometric versus binomial dilemma in this setting, Namely, whether or not simulating pseudo-samples until one is accepted would be more efficient than just running one and discarding it in case it is too far. So, although the audience was not that large (when compared with the other “ABC in…” and when considering the 2500+ attendees at NIPS over the week!), it was a great day where I learned a lot, did not have a doze during talks (!), [and even had an epiphany of sorts at the treadmill when I realised I just had to take longer steps to reach 16km/h without hyperventilating!] So thanks to my fellow organisers, Neil D Lawrence, Ted Meeds, Max Welling, and Richard Wilkinson for setting the program of that day! And, by the way, where’s the next “ABC in…”?! (Finland, maybe?)

reflections on the probability space induced by moment conditions with implications for Bayesian Inference [slides]

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , on December 4, 2014 by xi'an

defsunset2Here are the slides of my incoming discussion of Ron Gallant’s paper, tomorrow.

big data, big models, it is a big deal! [posters & talks]

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on September 3, 2014 by xi'an

bdbmbdGreat poster session yesterday night and at lunch today. Saw an ABC poster (by Dennis Prangle, following our random forest paper) and several MCMC posters (by Marco Banterle, who actually won one of the speed-meeting mini-project awards!, Michael Betancourt, Anne-Marie Lyne, Murray Pollock), and then a rather different poster on Mondrian forests, that generalise random forests to sequential data (by Balaji Lakshminarayanan).  The talks all had interesting aspects or glimpses about big data and some of the unnecessary hype about it (them?!), along with exposing the nefarious views of Amazon to become the Earth only seller!, but I particularly enjoyed the astronomy afternoon and even more particularly Steve Roberts sweep through astronomy machine-learning. Steve characterised variational Bayes as picking your choice of sufficient statistics, which made me wonder why there were no stronger connections between variational Bayes and ABC. He also quoted the book The Fourth Paradigm: Data-Intensive Scientific Discovery by Tony Hey as putting forward interesting notions. (A book review for the next vacations?!) And also mentioned zooniverse, a citizens science website I was not aware of. With a Bayesian analysis of the learning curve of those annotating citizens (in the case of supernovae classification). Big deal, indeed!!!

big data, big models, it is a big deal!

Posted in pictures, Statistics, University life with tags , , , , , , on September 2, 2014 by xi'an

bdbmbd

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #8)

Posted in Kids, Mountains, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on September 13, 2013 by xi'an

A reposted item of news about MCMSki IV: as posted by Brad Carlin this afternoon to the Biometrics Section and Bayesian Statistical Science Section of the ASA,

The fifth joint international meeting of the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), nicknamed “MCMSki IV”, will be held in Chamonix Mont-Blanc, France, from Monday, January 6 to Wednesday, January 8, 2014.  The meeting, the first for the newly-created BayesComp section of ISBA, will focus on all aspects of MCMC theory and methodology, including related fields like sequential Monte Carlo, approximate Bayesian computation, Hamiltonian Monte Carlo.  In contrast with the earlier meetings, it will merge the satellite Adap’ski workshop into the main meeting by having parallel invited and contributed sessions on those different themes, as well as poster sessions on both Monday and Tuesday nights.  In addition, a one-day post-conference satellite workshop on Bayesian nonparametrics, modelling and computations (“BNPski)” will be held in the same location on January 9th, 2014.

Please see our conference website,

http://www.pages.drexel.edu/~mwl25/mcmski/

for more information, including links to the preliminary program, lodging and travel information, and our conference registration page.  Please note the “early bird” registration deadline of *October 15, 2013*.

Finally (and most importantly for some), we are very pleased to announce that we have received funds from ISBA, SBSS, and other sources sufficient to help support the travel expenses of some junior investigators (defined as current PhD student, or less than 5 years since PhD). Information about how to apply for this support can be found at:

http://www.pages.drexel.edu/~mwl25/mcmski/student.html

Note that to apply you must first register with the ISBA website (if you have not done so already) and submit your abstract to the ISBA Abstract Page.  Full directions are given at the link above.  The deadline to apply for this financial support is also October 15, 2013.

We look forward to welcoming you in Chamonix this January!

Best,

Brad Carlin, Antonietta Mira, and Christian Robert
MCMSki IV conference co-organizers

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