brief stop in Edinburgh

Yesterday, I was all too briefly in Edinburgh for a few hours, to give a seminar in the School of Mathematics, on the random forests approach to ABC model choice (that was earlier rejected). (The slides are almost surely identical to those used at the NIPS workshop.) One interesting question at the end of the talk was on the potential bias in the posterior predictive expected loss, bias against some model from the collection of models being evaluated for selection. In the sense that the array of summaries used by the random forest could fail to capture features of a particular model and hence discriminate against it. While this is correct, there is no fundamental difference with implementing a posterior probability based on the same summaries. And the posterior predictive expected loss offers the advantage of testing, that is, for representative simulations from each model, of returning the corresponding model prediction error to highlight poor performances on some models. A further discussion over tea led me to ponder whether or not we could expand the use of random forests to Bayesian quantile regression. However, this would imply a monotonicity structure on a collection of random forests, which sounds daunting…

My stay in Edinburgh was quite brief as I drove to the Highlands after the seminar, heading to Fort William, Although the weather was rather ghastly, the traffic was fairly light and I managed to get there unscathed, without hitting any of the deer of Rannoch Mor (saw one dead by the side of the road though…) or the snow banks of the narrow roads along Loch Lubnaig. And, as usual, it still was a pleasant feeling to drive through those places associated with climbs and hikes, Crianlarich, Tyndrum, Bridge of Orchy, and Glencoe. And to get in town early enough to enjoy a quick dinner at The Grog & Gruel, reflecting I must have had half a dozen dinners there with friends (or not) over the years. And drinking a great heather ale to them!