Archive for the University life Category

holistic framework for ABC

Posted in Books, Statistics, University life with tags , , , , , , , on April 19, 2019 by xi'an

An AISTATS 2019 paper was recently arXived by Kelvin Hsu and Fabio Ramos. Proposing an ABC method

“…consisting of (1) a consistent surrogate likelihood model that modularizes queries from simulation calls, (2) a Bayesian learning objective for hyperparameters that improves inference accuracy, and (3) a posterior surrogate density and a super-sampling inference algorithm using its closed-form posterior mean embedding.”

While this sales line sounds rather obscure to me, the authors further defend their approach against ABC-MCMC or synthetic likelihood by the points

“that (1) only one new simulation is required at each new parameter θ and (2) likelihood queries do not need to be at parameters where simulations are available.”

using a RKHS approach to approximate the likelihood or the distribution of the summary (statistic) given the parameter (value) θ. Based on the choice of a certain positive definite kernel. (As usual, I do not understand why RKHS would do better than another non-parametric approach, especially since the approach approximates the full likelihood, but I am not a non-parametrician…)

“The main advantage of using an approximate surrogate likelihood surrogate model is that it readily provides a marginal surrogate likelihood quantity that lends itself to a hyper-parameter learning algorithm”

The tolerance ε (and other cyberparameters) are estimated by maximising the approximated marginal likelihood, which happens to be available in the convenient case the prior is an anisotropic Gaussian distribution. For the simulated data in the reference table? But then missing the need for localising the simulations near the posterior? Inference is then conducting by simulating from this approximation. With the common (to RKHS) drawback that the approximation is “bounded and normalized but potentially non-positive”.

BayesComp 20 [full program]

Posted in pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , on April 15, 2019 by xi'an

The full program is now available on the conference webpage of BayesComp 20, next 7-10 Jan 2020. There are eleven invited sessions, including one j-ISBA session, and a further thirteen contributed sessions were selected by the scientific committee. Calls are still open for tutorials on Tuesday 07 January (with two already planed on Nimble and AutoStat) and for posters. Now is the best time for registering! Note also that travel support should be available for junior researchers.

Adrian Smith to head British replacement of ERC

Posted in Books, pictures, Statistics, University life with tags , , , , , , on April 14, 2019 by xi'an

Just read in Nature today that Adrian Smith (of MCMC fame!) was to head the search for a replacement to ERC and Marie Curie research funding in the UK. Adrian, whom I first met in Sherbrooke, Québec, in June 1989, when he delivered one of his first talks on MCMC, is currently the director of the Alan Turing Institute in London, of which Warwick is a constituent. (Just for the record, Chris Skimore is the current Science minister in Theresa May’s government and here is what he states and maybe even think about her Brexit deal: “It’s fantastic for science, it’s fantastic for universities, it’s fantastic for collaboration”) I am actually surprised at the notion of building a local alternative to the ERC when the ERC includes many countries outside the European Union and even outside Europe…

“extremely damaging and slanderous blog article”

Posted in Books, pictures, University life with tags , , , , , on April 13, 2019 by xi'an

Yesterday was a first for the ‘Og in that my university legal department received a complaint from a company about one of the posts, that among other things was considered as an “offending” and “extremely damaging and slanderous commentary” on the services proposed by this company, including posting the unsolicited marketing email it has sent me earlier and which induced this comment of mine.  Written in superb legalese of course. As my point had been made when the blog was posted, a while ago, and as I saw no point in bothering my legal department representatives or wasting further time on such nonsense, I removed this terribly damaging entry and hope the poor dears have recovered by now… It’s “a mere attempt at bloggin’, nothing more”, right?!

meet the black heart of Messier

Posted in pictures, Travel, University life with tags , , , , , , , , , on April 10, 2019 by xi'an

aftermaths of retiring significance

Posted in Books, pictures, Statistics, University life with tags , , , , , , on April 10, 2019 by xi'an


Beyond mentions in the general press of the retire significance paper, as in Retraction Watch, Bloomberg, The Guardian, Vox, and NPR, not to mention the large number of comments on Andrew’s blog, and Deborah Mayo’s tribune on a ban on free speech (!), Nature of “the week after” contained three letters from Ioannidis, calling for more stringent thresholds, Johnson, essentially if unclearly stating the same, and my friends from Amsterdam, Alexander Ly and E.J. Wagenmakers, along with Julia Haaf, getting back to the Great Old Ones, to defend the usefulness of testing versus estimation.

Bayesian econometrics in St. Andrews

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on April 8, 2019 by xi'an
A call I received for the incoming 2019 edition of the European Seminar on Bayesian Econometrics (ESOBE), sponsored by the EFaB section of ISBA, which is going to be held at the University of St Andrews in Scotland on Monday 2 and Tuesday 3 September, 2019. I have attended an earlier edition in Venezia and enjoyed it very much. Plus, summer in Scotland…, where else?! Submission of papers is still open:
We aim to have a balance of keynotes from both statistics and econometrics, in order to stimulate submissions from statisticians working on Bayesian methodology or applications in economics/finance. We particularly welcome submissions from young Bayesians (PhDs, PostDocs, assistant professors — EFaB funds a “young researcher session” with up to $500 per speaker).