Archive for University of Warwick
Next week is my week at the University of Warwick, where I will give a seminar at the CRiSM seminar on Thursday. Along with my friend Olli Ratmann. Except that I also got invited at the Luxembourg annual statistics conference the same week, meaning I will travel to Luxembourg on Wednesday to give my talk. (First time ever.) And the easiest way from Coventry is to fly thru Paris. In preparation for this travelling schedule bordering the insane, I printed a whole heap of arXiv publications… Keep posted!
Last evening, I attended the RSS Midlands seminar here in Warwick. The theme was chain event graphs (CEG), As I knew nothing about them, it was worth my time listening to both speakers and discussing with Jim Smith afterwards. CEGs are extensions of Bayes nets with originally many more nodes since they start with the probability tree involving all modalities of all variables. Intensive Bayesian model comparison is then used to reduce the number of nodes by merging modalities having the same children or removing variables with no impact on the variable of interest. So this is not exactly a new Bayes net based on modality dummies as nodes (my original question). This is quite interesting, esp. in the first talk illustration of using missing value indicators as a supplementary variable (to determine whether or not data is missing at random). I also wonder how much of a connection there is with variable length Markov chains (either as a model or as a way to prune the tree). A last vague idea is a potential connection with lumpable Markov chains, a concept I learned from Kemeny & Snell (1960): a finite Markov chain is lumpable if by merging two or more of its states it remains a Markov chain. I do not know if this has ever been studied from a statistical point of view, i.e. testing for lumpability, but this sounds related to the idea of merging modalities of some variables in the probability tree…
Today, as I was around (!), I attended the launch of the new Warwick research project EQUIP (which stands for Enabling quantification of uncertainty for inverse problems). This is an EPSRC funded project merging mathematics, numerical analysis, statistics and geophysics, with a primary target application [alas!] in the oil industry. It will start hiring four (4!) postdocs pretty soon. The talks were all interesting, but I particularly liked the idea that they were addressed primarily to students who were potentially interested in the positions. In addition, Mark Girolami gaves a most appreciated insight on the modelling of uncertainty in PDE models, connecting with earlier notions set by Tony O’Hagan, modelling that I hope we can discuss further when both in Warwick!
When visiting Warwick last week, I stayed in one of the “houses for visiting mathematicians”, built in the late 1960′s for this purpose by architect William Howell and now listed. I particularly liked the 60′s functional-minimalist design of the house, all bricks and curves and flat roof, the structure of the five houses around the central oak, in relative isolation from the rest of the campus, and the blackboards in the “working” bedroom… And I hope I can stay there again on my next visits.