ABC’ory in Banff [17w5025]

And another exciting and animated [last] day of ABC’ory [and practice]!  Kyle Cranmer exposed a density ratio density estimation approach I had not seen before [and will comment here soon]. Patrick Muchmore talked about unbiased estimators of Gaussian and non-Gaussian densities in elliptically contoured distributions which allows for running pseudo-MCMC than ABC. This reminded me of using the same tool [for those distributions can be expressed as mixtures of normals] in my PhD thesis, if for completely different purposes. In his talk, including a presentation of an ABC blackbox platform called ELFI, Samuel Kaski did translate statistical inference as inverse reinforcement learning: I hope this does not catch! In the afternoon, Dennis Prangle gave us the intuition behind his rare event ABC, which is not estimating rare events by ABC but rather using rare event simulation to improve ABC. [A paper I will a.s. comment here soon as well!] And Scott Sisson concluded the day and the week with his views on ABC for high dimensions.

While being obviously biased as the organiser of the workshop, I nonetheless feel it was a wonderful meeting with just the right number of participants to induce interactions and discussions during and around the talk, as well as preserve some time for pairwise interactions. Like all other workshops I contributed to in BIRS along the years

07w5079	2007-07-01	Bioinformatics, Genetics and Stochastic Computation: Bridging the Gap
10w2170	2010-09-10	Hierarchical Bayesian Methods in Ecology
14w5125	2014-03-02	Advances in Scalable Bayesian Computation

this is certainly a highly profitable one! For a [major] change, the next one [18w5023] will take place in Oaxaca, Mexico, and will see computational statistics meet molecular simulation. [As an aside, here are the first and last slides of Ewan Cameron’s talk, appropriately illustrating beginning and end, for both themes of his talk: epidemiology and astronomy!]

 

 

Advances in Scalable Bayesian Computation [group photo]

cascade on Cascade Mountain

I started my stay in Banff with an interesting ice-climb on Cascade Mountain, just next to the Icefields Parkway exit to the town. (So we climbed the redundant Cascade Fall!) While the difficulty of the climb was much lower [grade III] than for my earlier ice-climb in Banff, it was incredibly cold (when we started, the temperature was -27⁰C… and rose to -19⁰C by the mid-afternoon, freezing the water in my thermos bottle) and I was a little worried at getting numb fingers, which would definitely not help with the climbing. And at the ice getting too brittle. As it happened, the cold temperature did not bother us at all during the climb which ended up being highly enjoyable. (The missing thumb did not bother me either. Except when clipping gear in and out, where I was rather clumsy.) The mountain guide who took us there was Joe McKay, who was hilarious and highly laid-back. He is also involved in filming climbing tricks and advices, so I may see him again at the Banff Centre this week… (In a video, Joe states that one should not be climbed if it’s 25 below!)

Advances in Scalable Bayesian Computation [14w5125]

Here is the Press release for the workshop:

The Banff International Research Station will host the “Advances in Scalable Bayesian Computation” workshop from March 2nd to March 7th, 2014.

Computational advances are always accompanied by new challenges, due both to the growth in data processing and in the possible exploration of new models. While highly innovative statistical computing methods from the early 1990’s still are at the core of today’s statistical practice, new models, especially in population genetics and statistical signal processing cannot be readily handled by such methods. Solutions at the interface between improved computing algorithms and controlled model approximations are now appearing in several fields and this workshop aims at bringing together experts from those different fields.

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada’s Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta’s Advanced Education and Technology, and Mexico’s Consejo Nacional de Ciencia y Tecnología (CONACYT).

The talks at BIRS are available on video as well.

séminaire à Laval, Québec

On Friday, I am giving a talk on ABC at Université Laval, in the old city of Québec. While on my way to the 14w5125 workshop on scalable Bayesian computation at BIRS, Banff. I have not visited Laval since the late 1980’s (!) even though my last trip to Québec (the city) was in 2009, when François Perron took me there for ice-climbing and skiing after a seminar in Montréal… (This trip, I will not stay long enough in Québec, alas. Keeping my free day-off for another attempt at ice-climbing near Banff.) Here are slides I have used often in the past year, but this may be the last occurrence as we are completing a paper on the topic with my friends from Montpellier.