Archive for the Mountains Category

ISB@CIRM: through the looking glass

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on May 10, 2021 by xi'an

It’s now official!, thanks to the support of the Société Mathématique de France (SMF), the Centre National de la Recherche Scientifique (CNRS), and the Université Aix-Marseille, we are going to have a mirror workshop at CIRM, Marseille (France, not South Africa or Ohio!) gathering local Bayesians to attend ISBA 2021 together over the week of 28 June – 2 July, and share more than a virtual meeting room, while increasing the motivation to attend all sessions over a five day ultra-marathon! We also hope to have outdoor poster sessions around breaks.There is no registration fee and no support either, the only cost being the full-board on-site accommodation at CIRM to be paid upon arrival. Registration is open. Until we reach the upper limit set by the centre and depending on the dynamics of the pandemic (and of the administration). So feel free to apply if you are reasonably confident to be allowed and able to reach CIRM on the week of 28 June – 2 July. Which means travelling within the EU, at best.

journal of the [second] plague year [con’d]

Posted in Books, Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , on April 24, 2021 by xi'an

Read The Office of Gardens and Ponds (in French), by Didier Decoin [whom John l’Enfer I read more than forty years ago, with no lasting memories!], another random book found in the exchange section of our library!  While a pastiche of Japanese travel novels, the book is quite enjoyable and reminded me of our hike on the Kumano Kodō routes, two years ago. The tale takes place in 12th Century Japan and tells of the epic travel of a widow to the capital, Kyoto, carrying live carps for the gardens of the emperor. While some sections are somewhat encyclopedic on the culture of medieval Japan [and I thus wonder how Japanese readers have reacted to this pastiche], the scenario is rather subtle and the characters have depth, incl. the dead husband. The scene of the perfume competition is particularly well-imagined and worth reading on its own. I figure I will not bring the book back. (Warning: this book was voted a 2019 winner of the Bad Sex Award!). Also read Patti Smith’s Devotion, which was one of my Xmas presents. I had never read anything but Smith’s songs, since 1976 (!) with Horses, missing by little some of her concerts as on the week I was in Rimini… The book is quite light, and not only length-wise, made of two travel diaries in (to?) Paris and in (to?) Southern France, where she visits Camus’ house, and of a short story she writes on the train. While the diaries are mildly interesting, if a bit American-Tourist-in-Paris-cliché (like this insistence to find glamour in having breakfast at Café Flore!), the story comes as a disappointment, both for being unrealistic [in the negative sense] and for reproducing the old trope of the young orphan girl becoming the mistress of a much older man [to continue skating]. The connection with Estonia reminded me of Purge, by Sofi Oksanen, a powerful novel about the occupations of Estonia by Nazis and Soviet troups, an haunting novel of a different magnitude…

Made  soba noodles with the machine, resulting into shorte-than-life noodles, due to the high percentage of buckwheat flour in the dough, still quite enjoyable in a cold salad. Also cooked a roghan josh lamb shack, along with chapatis flavoured with radish leaves [no fire alarm this time] and a vegetable dahl whose recipe I found in Le Monde the same morn. Also took advantage of the few weeks with fresh and tender asparagus sold at the local market to make salads.

Watched a few episodes of Better than Us, Лучше (чем люди), a Russian science-fiction series set in a close future with humanoid robots replacing menial workers, until one rogue version turns uncontrollable, à la Blade Runner. There are appealing aspects to the story, besides the peep into a Russian series and the pleasure of listening to Russian, about the porous frontier between human and artificial intelligence. The scenario however quickly turns into a predictable loop and I eventually lost interest. Even faster did that happen with the Irregulars of Baker Street horror series, which I simply could not stand any further (and which connection with Holmes and Watson is most tenuous).

Having registered for a vaccination to the local pharmacy, I most got surprisingly called a few days later mid-afternoon to come at once for a shot of AstraZeneca, as they had a leftover dose. And a rising share of reluctant candidates for the vaccine!, despite David’s reassurances. I am unsure this shot was done early enough to get abroad for conferences or vacations in July, but it is one thing done anyway. With no side effect so far.

ABC in Svalbard [the day after]

Posted in Books, Kids, Mountains, pictures, R, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , on April 19, 2021 by xi'an

The following and very kind email was sent to me the day after the workshop

thanks once again to make the conference possible. It was full of interesting studies within a friendly environment, I really enjoyed it. I think it is not easy to make a comfortable and inspiring conference in a remote version and across two continents, but this has been the result. I hope to be in presence (maybe in Svalbard!) the next edition.

and I fully agree to the talks behind full of interest and diverse. And to the scheduling of the talks across antipodal locations a wee bit of a challenge, mostly because of the daylight saving time  switches! And to seeing people together being a comfort (esp. since some were enjoying wine and cheese!).

I nonetheless found the experience somewhat daunting, only alleviated by sharing a room with a few others in Dauphine and having the opportunity to react immediately (and off-the-record) to the on-going talk. As a result I find myself getting rather scared by the prospect of the incoming ISBA 2021 World meeting. With parallel sessions and an extensive schedule from 5:30am till 9:30pm (in EDT time, i.e. GMT-4) that nicely accommodates the time zones of all speakers. I am thus thinking of (safely) organising a local cluster to attend the conference together and recover some of the social interactions that are such an essential component of [real] conferences, including students’ participation. It will of course depend on whether conference centres like CIRM reopen before the end of June. And if enough people see some appeal in this endeavour. In the meanwhile, remember to register for ISBA 2021 and for free!, before 01 May.

ABC in Svalbard [#2]

Posted in Books, Mountains, pictures, R, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , on April 14, 2021 by xi'an

The second day of the ABC wwworkshop got a better start than yesterday [for me] as I managed to bike to Dauphine early enough to watch the end of Gael’s talk and Matias Quiroz’ in full on the Australian side (of zoom). With an interesting take on using frequency-domain (pseudo-)likelihoods in complex models. Followed by two talks by David Frazier from Monash and Chris Drovandi from Brisbane on BSL, the first on misspecification with a finer analysis as to why synthetic likelihood may prove worse: the Mahalanobis distance behind it may get very small and the predictive distribution of the distance may become multimodal. Also pointing out the poor coverage of both ABC and BSL credible intervals. And Chris gave a wide-ranging coverage of summary-free likelihood-free approaches, with examples where they were faring well against some summary-based solutions. Olivier from Grenoble [with a co-author from Monash, keeping up the Australian theme] discussed dimension reductions which could possibly lead to better summary statistics, albeit unrelated with ABC!

Riccardo Corradin considered this most Milanese problem of all problems (!), namely how to draw inference on completely random distributions. The clustering involved in this inference being costly, the authors using our Wasserstein ABC approach on the partitions, with a further link to our ABC-Gibbs algorithm (which Grégoire had just presented) for the tolerance selection. Marko Järvenpää presented an approach related with a just-published paper in Bayesian Analysis. with a notion of noisy likelihood modelled as a Gaussian process. Towards avoiding evaluating the (greedy) likelihood too often, as in the earlier Korrakitara et al. (2014). And coining the term of Bayesian Metropolis-Hastings sampler (as the regular Metropolis (Rosenbluth) is frequentist)! And Pedro Rodrigues discussed using normalising flows in poorly identified (or inverse) models. Raising the issue of validating this approximation to the posterior and connecting with earlier talks.

The afternoon session was a reply of the earliest talks from the Australian mirrors. Clara Grazian gave the first talk yesterday on using and improving a copula-based ABC, introducing empirical likelihood, Gaussian processes and splines. Leading to a question as to whether or not the copula family could be chosen by ABC tools. David Nott raised the issue of conflicting summary statistics. Illustrated by a Poisson example where using the pair made by the empirical mean and the empirical variance  as summary: while the empirical mean is sufficient, conditioning on both leads to a different ABC outcome. Which indirectly relates to a work in progress in our Dauphine group. Anthony Ebert discussed the difficulty of handling state space model parameters with ABC. In an ABCSMC² version, the likelihood is integrated out by a particle filter approximation but leading to difficulties with the associated algorithm, which I somewhat associate with the discrete nature of the approximation, possibly incorrectly. Jacob Priddle’s talked about a whitening version of Bayesian synthetic likelihood. By arguing that the variance of the Monte Carlo approximation to the moments of the Normal synthetic likelihood is much improved when assuming that the components of the summary statistic are independent. I am somewhat puzzled by the proposal, though, in that the whitening matrix need be estimated as well.

Thanks to all colleagues and friends involved in building and running the mirrors and making some exchanges possible despite the distances and time differences! Looking forward a genuine ABC meeting in a reasonable future, and who knows?!, reuniting in Svalbard for real! (The temperature in Longyearbyen today was -14⁰, if this makes some feel better about missing the trip!!!) Rather than starting a new series of “ABC not in…”

ABC in Svalbard [#1]

Posted in Books, Mountains, pictures, R, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , on April 13, 2021 by xi'an

It started a bit awkwardly for me as I ran late, having accidentally switched to UK time the previous evening (despite a record-breaking biking-time to the University!), then the welcome desk could not find the key to the webinar room and I ended up following the first session from my office, by myself (and my teapot)… Until we managed to reunite in the said room (with an air quality detector!).

Software sessions are rather difficult to follow and I wonder what the idea on-line version should be. We could borrow from our teaching experience new-gained from the past year, where we had to engage students without the ability to roam the computer lab and look at their screens to force engage them into coding. It is however unrealistic to run a computer lab, unless a few “guinea pigs” could be selected in advance and show their progress or lack thereof during the session. In any case, thanks to the speakers who made the presentations of

  1. BSL(R)
  2. ELFI (Python)
  3. ABCpy (Python)

this morning/evening. (Just taking the opportunity to point out the publication of the latest version of DIYABC!).

Florence Forbes’ talk on using mixture of experts was quite alluring (and generated online discussions during the break, recovering some of the fun in real conferences), esp. from my longtime interest normalising flows in mixtures of regression (and more to come as part of our biweekly reading group!). Louis talked about gaining efficiency by not resampling the entire data in large network models. Edwin Fong brought martingales and infinite dimension distributions to the rescue, generalising Polya urns! And Justin Alsing discussed the advantages of estimating the likelihood rather than estimating the posterior, which sounds counterintuitive. With a return to mixtures as approximations, using instead normalising flows. With the worth-repeating message that ABC marginalises over nuisance parameters so easily! And a nice perspective on ABayesian decision, which does not occur that often in the ABC literature. Cecilia Viscardi made a link between likelihood estimation and large deviations à la Sanov, the rare event being associated with the larger distances, albeit dependent on a primary choice of the tolerance. Michael Gutmann presented an intringuing optimisation Monte Carlo approach from his last year AISTATS 2020 paper, the simulated parameter being defined by a fiducial inversion. Reweighted by the prior times a Jacobian term, which stroke me as a wee bit odd, ie using two distributions on θ. And Rito concluded the day by seeking approximate sufficient statistics by constructing exponential families whose components are themselves parameterised as neural networks with neural parameter ω. Leading to an unnormalised model because of the energy function, hence to the use of inference techniques on ω that do not require the constant, like Gutmann & Hyvärinen (2012). And using the (pseudo-)sufficient statistic as ABCsummary statistic. Which still requires an exchange MCMC step within ABC.