Next Fall, on 15-16 September, I will take part in a CRiSM workshop on hypothesis testing. In our department in Warwick. The registration is now open [until Sept 2] with a moderate registration free of £40 and a call for posters. Jim Berger and Joris Mulder will both deliver a plenary talk there, while Andrew Gelman will alas give a remote talk from New York. (A terrific poster by the way!)
Archive for the pictures Category
With Gael Martin, Brendan McCabe, David T. Frazier, and Worapree Maneesoonthorn, we arXived (and submitted) a strongly revised version of our earlier paper. We begin by demonstrating that reduction to a set of sufficient statistics of reduced dimension relative to the sample size is infeasible for most state-space models, hence calling for the use of partial posteriors in such settings. Then we give conditions [like parameter identification] under which ABC methods are Bayesian consistent, when using an auxiliary model to produce summaries, either as MLEs or [more efficiently] scores. Indeed, for the order of accuracy required by the ABC perspective, scores are equivalent to MLEs but are computed much faster than MLEs. Those conditions happen to to be weaker than those found in the recent papers of Li and Fearnhead (2016) and Creel et al. (2015). In particular as we make no assumption about the limiting distributions of the summary statistics. We also tackle the dimensionality curse that plagues ABC techniques by numerically exhibiting the improved accuracy brought by looking at marginal rather than joint modes. That is, by matching individual parameters via the corresponding scalar score of the integrated auxiliary likelihood rather than matching on the multi-dimensional score statistics. The approach is illustrated on realistically complex models, namely a (latent) Ornstein-Ulenbeck process with a discrete time linear Gaussian approximation is adopted and a Kalman filter auxiliary likelihood. And a square root volatility process with an auxiliary likelihood associated with a Euler discretisation and the augmented unscented Kalman filter. In our experiments, we compared our auxiliary based technique to the two-step approach of Fearnhead and Prangle (in the Read Paper of 2012), exhibiting improvement for the examples analysed therein. Somewhat predictably, an important challenge in this approach that is common with the related techniques of indirect inference and efficient methods of moments, is the choice of a computationally efficient and accurate auxiliary model. But most of the current ABC literature discusses the role and choice of the summary statistics, which amounts to the same challenge, while missing the regularity provided by score functions of our auxiliary models.
This short book is about the equally short life (une vie brève) of the young mathematician Maurice Audin, killed or executed by French special forces (Massu’s paratroopers) in Algiers during the Algerian liberation war. Maurice Audin was 25 when he died and the circumstances of his death remain unknown, since the French army never acknowledged this death and never returned his body to his family, but he presumably died under torture. He was a member of the Algerian communist party which had then been outlawed by the French authorities for supporting Algerian independence. Maurice Audin was arrested on June 11, 1957 for hiding a fugitive and he died in the following days… The book is written by his daughter, Michèle Audin, also a mathematician, and a writer of several novels around mathematics and mathematicians. It does not dwell on the death since so little is known but rather reconstructs the life of Maurice Audin from bits and pieces, family memories, school archives, a few pictures, some grocery bills of the Audin family… The style of Michèle Audin is quite peculiar, almost like written thoughts or half-thoughts at times, with a sort of surgical distanciation that makes the book both strong and touching. Maurice Audin wrote several papers in les Comptes Rendus de l’Académie des Sciences [the French PNAS] but did not live long enough to defend his thesis, which was presented by Laurent Schwartz the following year and defended in absentia… The French State never acknowledged its responsability in Audin’s death. (Another book on this death is L’Affaire Audin by the historian Pierre-Vidal Naquet, which appeared in 1958.)
Following my discussion of Ron Gallant’s paper, I received an email from the Global Journal of Management And Business Research
I came across your research paper entitled, “Comment on: Reflections on the Probability Space Induced by Moment Conditions with Implications for Bayesian Inference” and feel that your research is having a very good impact.
With a view to beginning a fruitful, long-term association with you, I invite you to submit your upcoming research articles/papers for publication in the Global Journal of Management and Business Research (GJMBR), an international, double-blind, peer-reviewed research journal.
Global Journals Inc. (US) is well known – the leading fastest growing research publishing organization in the world. We encourage research activities all around the globe with online, 3D and print versions. We also follow an open journal system.
Dr. R. K. Dixit
Chief Author (Hon.)
(Fellow of Association of Research in Business)
Global Journals Incorporated
While I was not in the least interested in publishing in a journal of management and business, I went and check on the journal website for the small prints and in particular for the cost of publishing there, which was not mentioned in the email. Bingo! The publication charge is listed as $420 for a six page paper. I thus replied politely to this Dr. R.K. Dixit who does not seem to exist anywhere but as a signature for this journal (and neither does the mentioned association!) enquiring about whether publication were waived. The very next day I received a reply offering me a 50% rebate on the cost (which is supposed to cover referees’ fees and hard copy printing). Most revealing, in that getting even a mere $210 seems enough to make a profit for such predatory journals (referring to the list set by Jeffrey Beall).