Archive for Imperial College London

recents advances in Monte Carlo Methods

Posted in R, Statistics, Travel, University life with tags , , , , , , , , , , , on February 8, 2012 by xi'an

Next Thursday (Feb. 16), at the RSS, there will be a special half-day meeting (afternoon, starting at 13:30) on Recent Advances in Monte Carlo Methods organised by the General Application Section. The speakers are

  • Richard Everitt, University of Oxford, Missing data, and what to do about it
  • Anthony Lee, Warwick University, Auxiliary variables and many-core computation
  • Nicolas Kantas, Imperial College London, Particle methods for computing optimal control inputs
  • Nick Whitely, Bristol University, Stability properties of some particle filters
  • Simon Maskell, QinetiQ & Imperial College London, Using a Probabilistic Hypothesis Density filter to confirm tracks in a multi-target environment

(Note this is not a Read Paper meeting, so there is no paper nor discussion!)

ABC in London [quick recap']

Posted in Statistics, Travel, University life with tags , , , , on May 6, 2011 by xi'an

The meeting yesterday went on very smoothly and nicely. Despite a tight schedule of 12 talks that made the meeting a very full day (and a very early start from Paris),  it did not feel that exhausting, as also shown by the ensuing discussion in the Queens Arm after the talks. (The organisation of the meeting by Michael Stumpf and his group at Imperial was splendid, with plenty of tea and food to sustain the audience, and a very nice conference room.) It obviously helped that I had read a large portion of the papers related to the talks.

The meeting started with David Balding recalling a few quotes from Alan Templeton to stress that ABC was not uniformly well-received in all circles, then Adam Powell gave a fascinating talk about an implementation of ABC on tracking the evolution of dairy farming in Europe. One amazing result in this work was that the whole of European cattle originated from a small herd of a few hundred domesticated aurochs in the Fertile Crescent! Simon Tavaré presented an equally fascinating study on the ancestral tree of primates that used a mix of ABC and MCM, recently published in System Biology, with the age of the common ancestor estimated to be between 80 and 90 million years ago (and an additional estimation of the divergence between humans and chimpanzees to be closer to 8 million years than 5 million years as thought previously). Tina Toni talked about the application of ABC-SMC and ABC model choice to complex biochemical dynamics. Pierre Pudlo and Mohammed Sedki introduced the new ABC-SMC scheme for selecting the tolerance we are developing (with Jean-Michel Marin and Jean-Marie Cornuet), which builds on Del Moral, Doucet and Jasra’s ABC-SMC (and hopefully completed soon to be submitted to Statistics and Computing special ABC issue). Oliver Ratmann showed an implementation of his model assessment to several epidemic data, including a superb influenza sequence. Ajay Jasra explained the main ideas in the ABC HMM paper I recently discussed (even mentioning the post during the talk!). Mark Beaumont started with a recollection of the developments on his GIMH algorithm and illustrated the use of particle MCMC with an ABC target in a dynamic admixture model with a sort of Dirichlet random walk on the admixture parameters. Michael Blum presented his study on the clear estimation error improvement brought by linear and non-linear adjustments to the raw ABC output. Dennis Prangle then followed by a pedagogical introduction to the semi-automated ABC discussed several times on the ‘Og. In the final session on ABC model choice, Xavier Didelot started the discussion by stating the problem about Bayes factor approximation and the resolution in the case of exponential families and Chris Barnes showed us a new method for picking summary statistics by a Kullback-Leibler criterion (Michael Stumpf had sent me the draft of the paper a few days ago and I will comment on the approach once it is available on arXiv).

Again, a very full but exhilarating day! Looking forward the next edition in Roma!

ABC in London

Posted in Statistics, Travel, University life with tags , , , , on May 5, 2011 by xi'an

Today is the day of the ABC in London meeting. As noted by Michael Stumpf on his last mail to the speakers, “because of the impressive list of excellent speakers we could have filled the venue three times over but had to severely limit places…” And indeed the waiting queue for the meeting is quite long, at least crossing once the whole of Hyde Park! Note that all talks will be videoed in order to set up a Collection on Nature Precedings, to keep a record of all presentations.

Here are my slides, pilfered from my longer talk in Zurich and incorporating the latest updates:

Cosmology meets machine learning

Posted in Statistics, Travel, University life with tags , , , , , , , on April 6, 2011 by xi'an

There is a workshop on cosmology and machine learning at UCL on May 3-4, i.e. just before the ABC in London workshop at Imperial! I wish I had heard about it earlier so as to plan my trip accordingly… There is even a talk on ABC in cosmology by Manfred Opper! The next day (during the ABC in London workshop) is an update about the GREAT10 data challenge.

ABC in London

Posted in R, Statistics, Travel, University life with tags , , , , , on February 16, 2011 by xi'an

After the very exciting and I think quite successful ABC in Paris meeting two years ago, Michael Stumpf from Imperial College London suggested a second edition in London along the same lines. Michael kindly associated me with the planning of this meeting. It is (logically) called ABC in London (or ABCiL) and will take place in Imperial on May 5, 2011. The website is now available for registration. Since this is a one-day intense workshop, registration is compulsory and comes on a first-come first-serve basis. You may take a look at the program to realise how much of an exciting and full day this is going to be! Poster sessions will also be an opportunity to discover new packages and softwares, like the incoming second version of DIYABC. (It would be interesting to see if this trend is going to be pursued with another ABC meeting in a European capital, like Berlin, Bern or even Reykjavik!)


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