Archive for the University life Category

Bayesian Essentials with R [book review]

Posted in Books, R, Statistics, University life with tags , , , , , , , on July 28, 2016 by xi'an

[A review of Bayesian Essentials that appeared in Technometrics two weeks ago, with the first author being rechristened Jean-Michael!]

“Overall this book is a very helpful and useful introduction to Bayesian methods of data analysis. I found the use of R, the code in the book, and the companion R package, bayess, to be helpful to those who want to begin using  Bayesian methods in data analysis. One topic that I would like to see added is the use of Bayesian methods in change point problems, a topic that we found useful in a recent article and which could be added to the time series chapter. Overall this is a solid book and well worth considering by its intended audience.”
David E. BOOTH
Kent State University

Bayes on the beach [and no bogus!]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on July 27, 2016 by xi'an

Bayes on the Beach is a yearly conference taking place in Queensland Gold Coast and organised by Kerrie Mengersen and her BRAG research group at QUT. To quote from the email I just received, the conference will be held at the Mantra Legends Hotel on Surfers Paradise, Gold Coast during November 7 – 9, 2016. The conference provides a forum for discussion on developments and applications of Bayesian statistics, and includes keynote presentations, tutorials, practical problem-based workshops, invited oral presentations, and poster presentations. Abstract submissions are now open until September 2.

another bogus conference [AISTATS copycat]

Posted in University life with tags , , , , on July 27, 2016 by xi'an


catz4Aki Vehtari spotted a bogus conference on human computer interaction and artificial intelligence that had copied the entire scientific committee of AISTATS 2016! The copy of the committee has now disappeared, but the list of topics is very similar to AISTATS 2016. (And Arthur Gretton is still the contact on this other site.) The conference was indicated as run by the Manchester International College, but this presumably is yet another usurpation of names… For instance, the conference is supposed to take place at a local hotel rather than in the College. And the reference has now disappeared. Almost simultaneously, we also received a request to edit the proceedings of this “conference” on Computers, which is a (free?) open access journal I know nothing about. (Except that it is listed as predatory by Jeffrey Beall.)

While it is of course very easy to set a webpage and a registration site for bogus conferences, it is sad that no action can be engaged against such fraudsters!

asymptotic properties of Approximate Bayesian Computation

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , on July 26, 2016 by xi'an

Street light near the St Kilda Road bridge, Melbourne, July 21, 2012With David Frazier and Gael Martin from Monash University, and with Judith Rousseau (Paris-Dauphine), we have now completed and arXived a paper entitled Asymptotic Properties of Approximate Bayesian Computation. This paper undertakes a fairly complete study of the large sample properties of ABC under weak regularity conditions. We produce therein sufficient conditions for posterior concentration, asymptotic normality of the ABC posterior estimate, and asymptotic normality of the ABC posterior mean. Moreover, those (theoretical) results are of significant import for practitioners of ABC as they pertain to the choice of tolerance ε used within ABC for selecting parameter draws. In particular, they [the results] contradict the conventional ABC wisdom that this tolerance should always be taken as small as the computing budget allows.

Now, this paper bears some similarities with our earlier paper on the consistency of ABC, written with David and Gael. As it happens, the paper was rejected after submission and I then discussed it in an internal seminar in Paris-Dauphine, with Judith taking part in the discussion and quickly suggesting some alternative approach that is now central to the current paper. The previous version analysed Bayesian consistency of ABC under specific uniformity conditions on the summary statistics used within ABC. But conditions for consistency are now much weaker conditions than earlier, thanks to Judith’s input!

There are also similarities with Li and Fearnhead (2015). Previously discussed here. However, while similar in spirit, the results contained in the two papers strongly differ on several fronts:

  1. Li and Fearnhead (2015) considers an ABC algorithm based on kernel smoothing, whereas our interest is the original ABC accept-reject and its many derivatives
  2. our theoretical approach permits a complete study of the asymptotic properties of ABC, posterior concentration, asymptotic normality of ABC posteriors, and asymptotic normality of the ABC posterior mean, whereas Li and Fearnhead (2015) is only concerned with asymptotic normality of the ABC posterior mean estimator (and various related point estimators);
  3. the results of Li and Fearnhead (2015) are derived under very strict uniformity and continuity/differentiability conditions, which bear a strong resemblance to those conditions in Yuan and Clark (2004) and Creel et al. (2015), while the result herein do not rely on such conditions and only assume very weak regularity conditions on the summaries statistics themselves; this difference allows us to characterise the behaviour of ABC in situations not covered by the approach taken in Li and Fearnhead (2015);

common derivation for Metropolis–Hastings and other MCMC algorithms

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on July 25, 2016 by xi'an

Khoa Tran and Robert Kohn from UNSW just arXived a paper on a comprehensive derivation of a large range of MCMC algorithms, beyond Metropolis-Hastings. The idea is to decompose the MCMC move into

  1. a random completion of the current value θ into V;
  2. a deterministic move T from (θ,V) to (ξ,W), where only ξ matters.

If this sounds like a new version of Peter Green’s completion at the core of his 1995 RJMCMC algorithm, it is bedowntown Sydney from under Sydney Harbour bridge, July 15, 2012cause it is indeed essentially the same notion. The resort to this completion allows for a standard form of the Metropolis-Hastings algorithm, which leads to the correct stationary distribution if T is self-inverse. This representation covers Metropolis-Hastings algorithms, Gibbs sampling, Metropolis-within-Gibbs and auxiliary variables methods, slice sampling, recursive proposals, directional sampling, Langevin and Hamiltonian Monte Carlo, NUTS sampling, pseudo-marginal Metropolis-Hastings algorithms, and pseudo-marginal Hamiltonian  Monte Carlo, as discussed by the authors. Given this representation of the Markov chain through a random transform, I wonder if Peter Glynn’s trick mentioned in the previous post on retrospective Monte Carlo applies in this generic setting (as it could considerably improve convergence…)

freedom of speech in Turkey

Posted in Travel, University life with tags , , , , , on July 21, 2016 by xi'an

“EUA condemns strongly and unconditionally this action against universities and university staff, and expresses its heartfelt support for the higher education community in Turkey at this time.”

Following the failed attempt at a military coup in Turkey last week, Erdoğan’s government has sacked a huge number of public workers, including all Deans of Turkey’s universities and 15,200 education staff so far. Plus barring all academics from travelling abroad. Although Erdoğan’s government has been democratically elected and while the Turkish people’s actions against the military coup led it to fail, the current purge of the public sector does not proceed from democratic principles and the current Turkish constitution and laws. Further, it sounds like the crackdown is aimed at all forms of opposition rather than at those responsible for the coup, as illustrated by the closure of websites like WikiLeaks, journals and other media.

and another position in Oxford

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , on July 20, 2016 by xi'an

St. Edmund Hall, Oxford, Feb. 01, 2016After a position in Bristol advertised a few days ago, I want to point out there also is a position opening in Oxford, Department of Statistics, in conjunction with a fellowship from University College. The deadline is August 26, 2016, and applicants should contact Professor Arnaud Doucet for details.


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