Archive for Read paper

Statistics and Computing special MCMSk’issue [call for papers]

Posted in Books, Mountains, R, Statistics, University life with tags , , , , , , , , , , , on February 7, 2014 by xi'an

moonriseFollowing the exciting and innovative talks, posters and discussions at MCMski IV, the editor of Statistics and Computing, Mark Girolami (who also happens to be the new president-elect of the BayesComp section of ISBA, which is taking over the management of future MCMski meetings), kindly proposed to publish a special issue of the journal open to all participants to the meeting. Not only to speakers, mind, but to all participants.

So if you are interested in submitting a paper to this special issue of a computational statistics journal that is very close to our MCMski themes, I encourage you to do so. (Especially if you missed the COLT 2014 deadline!) The deadline for submissions is set on March 15 (a wee bit tight but we would dearly like to publish the issue in 2014, namely the same year as the meeting.) Submissions are to be made through the Statistics and Computing portal, with a mention that they are intended for the special issue.

An editorial committee chaired by Antonietta Mira and composed of Christophe Andrieu, Brad Carlin, Nicolas Chopin, Jukka Corander, Colin Fox, Nial Friel, Chris Holmes, Gareth Jones, Peter Müller, Antonietta Mira, Geoff Nicholls, Gareth Roberts, Håvård Rue, Robin Ryder, and myself, will examine the submissions and get back within a few weeks to the authors. In a spirit similar to the JRSS Read Paper procedure, submissions will first be examined collectively, before being sent to referees. We plan to publish the reviews as well, in order to include a global set of comments on the accepted papers. We intend to do it in The Economist style, i.e. as a set of edited anonymous comments. Usual instructions for Statistics and Computing apply, with the additional requirements that the paper should be around 10 pages and include at least one author who took part in MCMski IV.

changing focus is not an option!

Posted in Statistics, University life with tags , , , , , , on October 11, 2013 by xi'an

Here is a quote from Mervyn Stone’s discussion of the DIC paper in Series B

“The paper is rather economical with the ‘truth’. The truth of pt(Y) corresponds fixedly to the conditions of the experimental or observational set-up that ensures independent future replication Yrep or internal independence of y = (y1,…,yn) (not excluding an implicit concomitant x). For pt(Y) ≈ p(Y|θt), θt must parameterize a scientifically plausible family of alternative distributions of Y under those conditions and is therefore a necessary ‘focus’ if the ‘good [true] model’ idea is to be invoked: think of tossing a bent coin. Changing focus is not an option.”

that I found most amusing (and relevant)! Elías Moreno and I wrote our discussions from Newcastle-upon-Tyne  for Series B (and arXived them as well, with a wee bit of confusion when I listed the affiliations: I am not [yet] associated with la Universidad de Las Palmas de Gran Canaria..!).

re-read paper

Posted in Books, Statistics, Travel, University life with tags , , , , , , , on September 3, 2013 by xi'an

Today, I attended the RSS Annual Conference in Newcastle-upon-Tyne. For one thing, I ran a Memorial session in memory of George Casella, with my (and his) friends Jim Hobert and Elias Moreno as speakers. (The session was well-attended if not overwhelmingly so.) For another thing, the RSS decided to have the DIC Read Paper by David Spiegelhalter, Nicky Best, Brad Carlin and Angelika van der Linde Bayesian measures of model complexity and fit re-Read, and I was asked to re-discuss the 2002 paper. Here are the slides of my discussion, borrowing from the 2006 Bayesian Analysis paper with Gilles Celeux, Florence Forbes, and Mike Titterington where we examined eight different versions of DIC for mixture models. (I refrained from using the title “snow white and the seven DICs” for a slide…) I also borrowed from our recent discussion of Murray Aitkin’s (2009) book. The other discussant was Elias Moreno, who focussed on consistency issues. (More on this and David Spiegelhalter’s defence in a few posts!) This was the first time I was giving a talk on a basketball court (I once gave an exam there!)

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

ISBA 2012 [#1]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , on June 26, 2012 by xi'an

The empirical likelihood session was the first one I attended in the morning. As I had slept fairly little the past night, I had alas trouble (more than usual!) to stay awake during the talks! They covered the application of a mix of empirical likelihood and Bayesian tools to missing data and survey data. My overall impression is however that there was not much and not enough discussion about the validation of the approach, i.e.~in connection with my lecture of the previous day, whether or not it was Bayesian, and whether or not it leads to a coherent type of inference, albeit asymptotically.

The following session was ABC #1 that I organised, with Scott Sisson chairing. As a biased organiser, I though it went on well and presented some current viewpoints on model choice and summary statistic selection, all of which have been discussed on this ‘Og! In particular, Dennis Prangle exposed his extension of the Read Paper to the model choice issue, raising interesting questions about the notion of sufficiency in this setting. Similarly, Chris Drovandi discussed the choice of pseudo-model in indirect inference, using a model fit as the selection tool, which does not seem an obvious solution to me as what matters is rather the different behaviour of the corresponding estimator in a collection of models…

After a very pleasant lunch with Ed George in what sounded like a very local and secluded restaurant, where we prepared tomorrow’s memorial session by mostly exchanging stories and memories about George Casella, I went to the adaptive Monte Carlo session, where exhaustion got the better of my genuine interest in the topic (despite Pierre prodding me awake from time to time!)… The more relevant my call for contributions to those impressions of ISBA 2012 from all volunters!

semi-automatic ABC [reply]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on June 5, 2012 by xi'an

When I came back from LGM2012 in Trondheim, I found the latest issue of Series B on my desk. It is much thicker than in “my” days, with about 250 pages in this June 2012 issue! (One reason is that it contains two Read Papers with their discussions, amounting to 110 pages of the journal.) The first Read Paper was “Catching up faster by switching sooner” by van Erven, Grünwald and de Rooij, that we discussed with Nicolas Chopin. There are also comments (among others!) from Stephen Lauritzen, Iain Murray, and Aki Vehtari, who also spoke about Bayesian model evaluation tools at LGM2012. The second Read Paper is Fearnhead’s and Prangle’s semi-automatic ABC that I discussed last December. I have already posted about this Read Paper and used some of the discussion in preparing my ABC PhD class in Roma.  However, the remark we made in our discussion with Jean-Michel Marin that the Bayes factor would not be a pertinent summary statistic for model choice is wrong, as shown by Dennis Prangle in his poster at the workshop in Bristol. And, when reading the reply by Paul Fearnhead and Dennis Prangle, I do not see a satisfactory answer to my demand of more formal conditions for Theorem 2 and its corollary, the convergence of the noisy ABC posterior to the true parameter (page 425), to apply. (Such results exist in indirect inference.)

still confronting intractability in Bristol…

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on April 19, 2012 by xi'an

Another definitely interesting and intense day at the Confronting Intractability in Statistical Inference workshop in Bristol: all talks there had a high informational content for me and even those I had heard previously [in Banff or elsewhere] had a significant impact! (One of the many good points of attending a conference in England is that there is no time difference and hence much less chances of my dozing during talks, which, alas!, now gets into an almost certainty for US conferences!) For instance, I am still coming to terms with Gareth’s importance sampling for continuous diffusions. (This was the first time I was hearing Arnaud’s talk on the estimation of the score vector and I definitely to hear it again, given its technicality!) Sumeet Singh gave a talk mixing ABC with maximum likelihood estimation for HMMS, in connection with his earlier paper, and I got more convince  by the idea of using a sequence of balls for keeping pseudo-data close to the true data when I realised it could be implemented sequentially. Nial Friel’s talk on the double intractable likelihoods was covering graphical models and social network models, maybe calling for a comparison with ABC, as done in the recent paper by Richard Everitt. I had too many slides and thus presumably failed to deliver an intelligible message about the selection of ABC summary statistics for testing, even though the population genetics new illustration presumably helped. In connection with our ABC paper, Dennis Prangle and Paul Fernhead presented a poster on using the Bayes factor as a summary statistics in this setup, in the spirit of their Read Paper of last December. And Richard Wilkinson concluded the day with a more philosophical talk on the dual nature of ABC inference, in a quite pleasant perspective (that related to the way ABC was received by econometricians during my talk in Princeton last week). The day ended up quite pleasantly in a south-Indian thali restaurant, a good preparation for Glasgow’s Ashoka tomorrow night!

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