summary statistics for ABC model choice

A 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.

The Hobbit (3 hours long and it’s only the start..)

On X’mas evening, I went to the movies with both my kids, such a rare event it deserves a special mention! Unsurprisingly, the common denominator for the three of us was The Hobbit (I), on its second week. The small Norman cinema where we went was far from packed, no wonder for a X’mas evening, and it reminded me of the time I took my brother-in-laws to see Time Bandits in the same room, with a crowd close to 12 people total! (Yes, it was a while ago, as Time Bandits came out about 1981…!)

Anyway, we watched the movie together and came out with divided opinions! My daughter liked it, my son thought it was not as good as the Lord of the Rings, not enough fighting maybe?, or simply less convincing orcs, and above all a missing Legolas!, and I considered the whole affair just ridiculous! I had misgivings from the start as Tolkien’s Hobbit is a kids book, which does not make for a proper setting for Jackson’s usually grandiose fantasy operas… It is also a short book and I could not see why it required three movies altogether! Well, I still do not see, except for providing the producers with more revenues.

Season’s Greetings from UC, Christchurch

A 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

Bayesian ideas and data analysis

Here is [yet!] another Bayesian textbook that appeared recently. I read it in the past few days and, despite my obvious biases and prejudices, I liked it very much! It has a lot in common (at least in spirit) with our Bayesian Core, which may explain why I feel so benevolent towards Bayesian ideas and data analysis. Just like ours, the book by Ron Christensen, Wes Johnson, Adam Branscum, and Timothy Hanson is indeed focused on explaining the Bayesian ideas through (real) examples and it covers a lot of regression models, all the way to non-parametrics. It contains a good proportion of WinBugs and R codes. It intermingles methodology and computational chapters in the first part, before moving to the serious business of analysing more and more complex regression models. Exercises appear throughout the text rather than at the end of the chapters. As the volume of their book is more important (over 500 pages), the authors spend more time on analysing various datasets for each chapter and, more importantly, provide a rather unique entry on prior assessment and construction. Especially in the regression chapters. The author index is rather original in that it links the authors with more than one entry to the topics they are connected with (Ron Christensen winning the game with the highest number of entries). 

on the way to work

Here are some sights I cross when biking to work. Of course, it is not always that bright and sunny! (Like three days ago when it rained and I fell from my bike and broke another rib…) The sculpture is in fact a phone booth made by Sophie Calle, who is the only one to know the number and who calls at random times… Never happened when I crossed the bridge, so far.And a terrific final today both in black and in white/blue! A game of anthology for both sides. So much the opposite of the semi-final when France should not have won against Wales. (It helps supporting both France and New Zealand! When Scotland is not playing…)