Archive for Alan Turing Institute

we need to talk about statistics

Posted in pictures, Statistics, University life with tags , , , , on July 17, 2019 by xi'an

another instance of a summer of Bayesian conferences

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on March 15, 2018 by xi'an

As it happens, the next MaxEnt conference will happens in London, on 2-6 July, at the Alan Turing Institute, which makes it another perfect continuation of the ISBA meeting in Edinburgh, or of the Computational Statistics summer school in Warwick the week after. But in competition with BAYsm in Warwick and MCqMC in Rennes. I once attended a MaxEnt meeting in Oxford. (Oxford, Mississippi!) Which was quite interesting in the audience it attracted and the focus of the discussions, some of which were exhilaratingly philosophical!

pseudo slice sampling

Posted in Books, Statistics, University life with tags , , , , , on November 26, 2015 by xi'an

The workshop in Warwick last week made me aware of (yet) another arXiv posting I had missed: Pseudo-marginal slice sampling by Iain Murray and Matthew Graham. The idea is to mix the pseudo-marginal approach of Andrieu and Roberts (2009) with a noisy slice sampling scheme à la Neal (2003). The auxiliary random variable u used in the (pseudo-marginal) unbiased estimator of the target I(θ), Î(θ,u), and with distribution q(u) is merged with the random variable of interest so that the joint is

Î(θ,u)q(u)/C

and a Metropolis-Hastings proposal on that target simulating from k(θ,θ’)q(u’) [meaning the auxiliary is simulated independently] recovers the pseudo-marginal Metropolis-Hastings ratio

Î(θ’,u‘)k(θ’,θ)/Î(θ,u)k(θ,θ’)

(which is a nice alternative proof that the method works!). The novel idea in the paper is that the proposal on the auxiliary u can be of a different form, while remaining manageable. For instance, as a two-block Gibbs sampler. Or an elliptical slice sampler for the u component. The argument being that an independent update of u may lead the joint chain to get stuck. Among the illustrations in the paper, an Ising model (with no phase transition issue?) and a Gaussian process applied to the Pima Indian data set (despite a recent prohibition!). From the final discussion, I gather that the modification should be applicable to every (?) case when a pseudo-marginal approach is available, since the auxiliary distribution q(u) is treated as a black box. Quite an interesting read and proposal!

intractable likelihoods (even) for Alan

Posted in Kids, pictures, Statistics with tags , , , , , , , , , , , , on November 19, 2015 by xi'an

In connection with the official launch of the Alan Turing Institute (or ATI, of which Warwick is a partner), it funded an ATI Scoping workshop yesterday a week ago in Warwick around the notion(s) of intractable likelihood(s) and how this could/should fit within the themes of the Institute [hence the scoping]. This is one among many such scoping workshops taking place at all partners, as reported on the ATI website. Workshop that was quite relaxed and great fun, if only for getting together with most people (and friends) in the UK interested in the topic. But also pointing out some new themes I had not previously though of as related to ilike. For instance, questioning the relevance of likelihood for inference and putting forward decision theory under model misspecification, connecting with privacy and ethics [hence making intractable “good”!], introducing uncertain likelihood, getting more into network models, RKHS as a natural summary statistic, swarm of solutions for consensus inference… (And thanks to Mark Girolami for this homage to the iconic LP of the Sex Pistols!, that I played maniacally all over 1978…) My own two-cents into the discussion were mostly variations of other discussions, borrowing from ABC (and ABC slides) to call for a novel approach to approximate inference:

fellowship openings at the Alan Turing Institute

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , , on November 17, 2015 by xi'an

[Verbatim from the  Alan Turing Institute webpage]Alan Turing Fellowships

This is a unique opportunity for early career researchers to join The Alan Turing Institute. The Alan Turing Institute is the UK’s new national data science institute, established to bring together world-leading expertise to provide leadership in the emerging field of data science. The Institute has been founded by the universities of Cambridge, Edinburgh, Oxford, UCL and Warwick and EPSRC.

Fellowships are available for 3 years with the potential for an additional 2 years of support following interim review. Fellows will pursue research based at the Institute hub in the British Library, London. Fellowships will be awarded to individual candidates and fellows will be employed by a joint venture partner university (Cambridge, Edinburgh, Oxford, UCL or Warwick).

Key requirements: Successful candidates are expected to have i) a PhD in a data science (or adjacent) subject (or to have submitted their doctorate before taking up the post), ii) an excellent publication record and/or demonstrated excellent research potential such as via preprints, iii) a novel and challenging research agenda that will advance the strategic objectives of the Institute, and iv) leadership potential. Fellowships are open to all qualified applicants regardless of background.

Alan Turing Fellowship applications can be made in all data science research areas. The Institute’s research roadmap is available here. In addition to this open call, there are two specific fellowship programmes:

Fellowships addressing data-centric engineering

The Lloyd’s Register Foundation (LRF) / Alan Turing Institute programme to support data-centric engineering is a 5-year, £10M global programme, delivered through a partnership between LRF and the Alan Turing Institute. This programme will secure high technical standards (for example the next-generation algorithms and analytics) to enhance the safety of life and property around the major infrastructure upon which modern society relies. For further information on data-centric engineering, see LRF’s Foresight Review of Big Data. Applications for Fellowships under this call, which address the aims of the LRF/Turing programme, may also be considered for funding under the data-centric engineering programme. Fellowships awarded under this programme may vary from the conditions given above; for more details contact fellowship@turing.ac.uk.

Fellowships addressing data analytics and high-performance computing

Intel and the Alan Turing Institute will be supporting additional Fellowships in data analytics and high-performance computing. Applications for Fellowships under this call may also be considered for funding under the joint Intel-Alan Turing Institute programme. Fellowships awarded under this joint programme may vary from the conditions given above; for more details contact fellowship@turing.ac.uk.

Download full information on the Turing fellowships here

Diversity and equality are promoted in all aspects of the recruitment and career management of our researchers. In keeping with the principles of the Institute, we especially encourage applications from female researchers

Non-reversible Markov Chains for Monte Carlo sampling

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on September 24, 2015 by xi'an

the pond in front of the Zeeman building, University of Warwick, July 01, 2014This “week in Warwick” was not chosen at random as I was aware there is a workshop on non-reversible MCMC going on. (Even though CRiSM sponsored so many workshops in September that almost any week would have worked for the above sentence!) It has always been kind of a mystery to me that non-reversibility could make a massive difference in practice, even though I am quite aware that it does. And I can grasp some of the theoretical arguments why it does. So it was quite rewarding to sit in this Warwick amphitheatre and learn about overdamped Langevin algorithms and other non-reversible diffusions, to see results where convergence times moved from n to √n, and to grasp some of the appeal of lifting albeit in finite state spaces. Plus, the cartoon presentation of Hamiltonian Monte Carlo by Michael Betancourt was a great moment, not only because of the satellite bursting into flames on the screen but also because it gave a very welcome intuition about why reversibility was inefficient and HMC appealing. So I am grateful to my two colleagues, Joris Bierkens and Gareth Roberts, for organising this exciting workshop, with a most profitable scheduling favouring long and few talks. My next visit to Warwick will also coincide with a workshop on intractable likelihood, next November. This time part of the new Alan Turing Institute programme.

Alan Turing Institute

Posted in Books, pictures, Running, Statistics, University life with tags , , , , , , , , , on February 10, 2015 by xi'an

 

The University of Warwick is one of the five UK Universities (Cambridge, Edinburgh, Oxford, Warwick and UCL) to be part of the new Alan Turing Institute.To quote from the University press release,  “The Institute will build on the UK’s existing academic strengths and help position the country as a world leader in the analysis and application of big data and algorithm research. Its headquarters will be based at the British Library at the centre of London’s Knowledge Quarter.” The Institute will gather researchers from mathematics, statistics, computer sciences, and connected fields towards collegial and focussed research , which means in particular that it will hire a fairly large number of researchers in stats and machine-learning in the coming months. The Department of Statistics at Warwick was strongly involved in answering the call for the Institute and my friend and colleague Mark Girolami will the University leading figure at the Institute, alas meaning that we will meet even less frequently! Note that the call for the Chair of the Alan Turing Institute is now open, with deadline on March 15. [As a personal aside, I find the recognition that Alan Turing’s genius played a pivotal role in cracking the codes that helped us win the Second World War. It is therefore only right that our country’s top universities are chosen to lead this new institute named in his honour. by the Business Secretary does not absolve the legal system that drove Turing to suicide….]