Archive for England

Warwickshire sunrise

Posted in pictures, Running, Travel, University life with tags , , , , , on November 30, 2013 by xi'an

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snapshot from Newcastle (#2)

Posted in pictures, Travel with tags , , , , , on September 4, 2013 by xi'an

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London herons (just for one day)

Posted in pictures, Running, Travel with tags , , , , , on June 25, 2013 by xi'an

heron in Regent Park, June 20, 2013. (You can be herons, just for one day!, to borrow from David Bowie's song and the Courants de La Liberté motto)IMG_0147

London pubs

Posted in pictures, Statistics, Travel, University life, Wines with tags , , , , on June 20, 2013 by xi'an

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summary statistics for ABC model choice

Posted in Statistics with tags , , , , , , , , , on March 11, 2013 by xi'an

countryside near Kenilworth, England, March 5, 2013A few days ago, Dennis Prangle, Paul Fernhead, and their co-authors from New Zealand have posted on arXiv their (long-awaited) study of the selection of summary statistics for ABC model choice. And I read it during my trip to England, in trains and planes, if not when strolling in the beautiful English countryside as above.

As posted several times on this ‘Og, the crux of the analysis is that the Bayes factor is a good type of summary when comparing two models, this result extending to more model by considering instead the vector of evidences. As in the initial Read Paper by Fearnhead and Prangle, there is no true optimality in using the Bayes factor or vector of evidences, strictly speaking, besides the fact that the vector of evidences is minimal sufficient for the marginal models (integrating out the parameters). (This was a point made in my discussion.) The implementation of the principle is similar to this Read Paper setting as well: run a pilot ABC simulation, estimate the vector of evidences, and re-run the main ABC simulation using this estimate as the summary statistic. The paper contains a simulation study using some of our examples (in Marin et al., 2012), as well as an application to genetic bacterial data. Continue reading

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