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 Travel Category
The CRiSM workshop on estimating constants which took place here in Warwick from April 20 till April 22 was quite enjoyable [says most objectively one of the organisers!], with all speakers present to deliver their talks (!) and around sixty participants, including 17 posters. It remains a exciting aspect of the field that so many and so different perspectives are available on the “doubly intractable” problem of estimating a normalising constant. Several talks and posters concentrated on Ising models, which always sound a bit artificial to me, but also are perfect testing grounds for approximations to classical algorithms.
On top of [clearly interesting!] talks associated with papers I had already read [and commented here], I had not previously heard about Pierre Jacob’s coupling SMC sequence, which paper is not yet out [no spoiler then!]. Or about Michael Betancourt’s adiabatic Monte Carlo and its connection with the normalising constant. Nicolas Chopin talked about the unnormalised Poisson process I discussed a while ago, with this feature that the normalising constant itself becomes an additional parameter. And that integration can be replaced with (likelihood) maximisation. The approach, which is based on a reference distribution (and an artificial logistic regression à la Geyer), reminded me of bridge sampling. And indirectly of path sampling, esp. when Merrilee Hurn gave us a very cool introduction to power posteriors in the following talk. Also mentioning the controlled thermodynamic integration of Chris Oates and co-authors I discussed a while ago. (Too bad that Chris Oates could not make it to this workshop!) And also pointing out that thermodynamic integration could be a feasible alternative to nested sampling.
Another novel aspect was found in Yves Atchadé’s talk about sparse high-dimension matrices with priors made of mutually exclusive measures and quasi-likelihood approximations. A simplified version of the talk being in having a non-identified non-constrained matrix later projected onto one of those measure supports. While I was aware of his noise-contrastive estimation of normalising constants, I had not previously heard Michael Gutmann give a talk on that approach (linking to Geyer’s 1994 mythical paper!). And I do remain nonplussed at the possibility of including the normalising constant as an additional parameter [in a computational and statistical sense]..! Both Chris Sherlock and Christophe Andrieu talked about novel aspects on pseudo-marginal techniques, Chris on the lack of variance reduction brought by averaging unbiased estimators of the likelihood and Christophe on the case of large datasets, recovering better performances in latent variable models by estimating the ratio rather than taking a ratio of estimators. (With Christophe pointing out that this was an exceptional case when harmonic mean estimators could be considered!)
This book by Hannah Kent was published in 2013 and was recommended to me by Peter when we were discussing about our respective trips to Iceland. This is a novelised re-enactment of a historical murder that took place in North-West Iceland in 1828, when a woman convicted of murdering two men is sent to a remote croft to wait for her execution, the last one in Iceland. The novel caries many levels at once, from uncovering the true (?) story behind the murders, to the incredibly harsh life of those Icelandic farmers, to the very rigid religious atmosphere imposed by Lutheran pastors, along with a large degree of superstition to the literacy of even the most remote farmers and the love of sagas and poems, to the savage beauty of the land and of its winter, to the treatment of servants and paupers in those rural communities… It is a beautiful book, if of a definitely dark kind of beauty, The description of the communal life in those crofts, with all members of the household sleeping in the same comes out as very outlandish, until I remembered the common room in Brittany where the only privacy was afforded by the lits-clos, box-beds aligned along the walls with a door turning them into as many tiny alcoves… The book also reminded me at times of [the magnificent] An instance of the fingerpost, where another unusual women again stands accused of a murder, with contradicting statements about her, except that there is nothing Christic about Agnes Magnusdottir (or Jòndóttir). The building of her character tiny piece by tiny piece throughout the book is impressive and touching, and so are the other characters at the farm, forced into partaking in this tragedy just like they are forced in hearing the confession of Agnes to the priest while sharing the common room with her. And eventually accepting her as a whole person rather than a murderess.
“I let my body swing, I let my arms fall. I feel the muscles of my stomach contract and twist. The scythe rises, falls, rises, falls, catches the sun across its blades and flicks the light back into my eyes – a bright wink of God. I watch you, the scythe says, rippling through the green sea, catching the sun, casting it back to me.”
The book is truly telling much (too much?) about the daily life of those farmers, as in the above passage which reminded me of watching my grandfathers cutting hay with their scythe in the summer, with a practice that made them go for hours, only stopping for sharpening the blade… Obviously, I am not fit to judge the historical accuracy of such details, especially in Iceland, but it rings true or true enough to merge with the psychological part of the novel. And I wanted to hear about how Icelanders reacted to this book (since the author is Australian, if clearly in love with Iceland!): as a coincidence, I met with an Icelander in Oxford Royal Oak earlier this week who told me that the book sounded Icelandic to her, so much that the English version read as if it had been translated from Icelandic! [I just found this entry about travelling around the sites appearing in the book. As a last note, some sites and blogs have ranked the book within Icelandic or Scandinavian crime novels: this is completely inappropriate.]