Archive for ABC convergence

off to Banff [17w5024]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , on February 18, 2017 by xi'an

Today, I fly from Paris to Amsterdam to Calgary to attend the ABC’ory workshop (15w2214) at the Banff International Research Station (BIRS) that Luke Bornn, Jukka Corander, Gael Martin, Dennis Prangle, Richard Wilkinson and myself built. The meeting is to brainstorm about the foundations of ABC for statistical inference rather than about the computational aspects of ABC, but the schedule is quite flexible for other directions!

ABC in Les Diablerets

Posted in Statistics with tags , , , , , , , , , , on February 14, 2017 by xi'an

Since I could not download the slides of my ABC course in Les Diablerets in one go, I broke them by chapters as follows. (Warning: there is very little novelty in those slides, except for the final part on consistency.)

Although I did not do it on purpose (!), starting with indirect inference and other methods inspired from econometrics induced some discussion in the first hour of the course with econometricians in the room. Including Elvezio Ronchetti.

I also regretted piling too much material in the alphabet soup, as it was too widespread for a new audience. And as I could not keep the coherence of the earlier parts by going thru so many papers at once. Especially since I was a bit knackered after a day of skiing….

I managed to get to the final convergence chapter on the last day, even though I had to skip some of the earlier material. Which should be reorganised anyway as the parts between model choice with random forests and inference with random forests are not fully connected!

off to Australia

Posted in pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , on August 22, 2016 by xi'an

south bank of the Yarra river, Melbourne, July 21, 2012Taking advantage of being in San Francisco, I flew yesterday to Australia over the Pacific, crossing for the first time the day line. The 15 hour Qantas flight to Sydney was remarkably smooth and quiet, with most passengers sleeping for most of the way, and it gave me a great opportunity to go over several papers I wanted to read and review. Over the next week or so, I will work with my friends and co-authors David Frazier and Gael Martin at Monash University (and undoubtedly enjoy the great food and wine scene!). Before flying back to Paris (alas via San Francisco rather than direct).