## Archive for Arthur’s Seat

## at the centre of Bayes

Posted in Mountains, pictures, Statistics, Travel, University life with tags 2019 Education Buildings Scotland Awards, Arthur's Seat, Bayes Café, Bayes Centre, Brown University, ECERM, Edinburgh, Holyrood Park, ICMS, jatp, Maxwell Institute Colloquium, Maxwell Institute Graduate School, Scotland, Scottish sun, seminar, Thomas Bayes, University of Edinburgh on October 14, 2019 by xi'an## go, Iron scots!

Posted in Statistics with tags Arthur's Seat, Edinburgh, finish line, Ironman Edinburgh, marathon, race, Scotland, ultra-marathon on June 30, 2018 by xi'an## ABC in Ed’burgh

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags ABC, ABC in Edinburgh, ABC in Helsinki, ABC'ory, Arthur's Seat, cruise, Edinburgh, Finland, Scotland, workshop on June 28, 2018 by xi'an**A** glorious day for this new edition of the “ABC in…” workshops, in the capital City of Edinburgh! I enjoyed very much this ABC day for demonstrating ABC is still alive and kicking!, i.e., enjoying plenty of new developments and reinterpretations. With more talks and posters on the way during the main ISBA 2018 meeting. (All nine talks are available on the webpage of the conference.)

After Michael Gutmann’s tutorial on ABC, Gael Martin (Monash) presented her recent work with David Frazier, Ole Maneesoonthorn, and Brendan McCabe on ABC for prediction. Maybe unsurprisingly, Bayesian consistency for the given summary statistics is a sufficient condition for concentration of the ABC predictor, but ABC seems to do better for the prediction problem than for parameter estimation, not losing to exact Bayesian inference, possibly because in essence the summary statistics there need not be of a large dimension to being consistent. The following talk by Guillaume Kon Kam King was also about prediction, for the specific problem of gas offer, with a latent Wright-Fisher point process in the model. He used a population ABC solution to handle this model.

Alexander Buchholz (CREST) introduced an ABC approach with quasi-Monte Carlo steps that helps in reducing the variability and hence improves the approximation in ABC. He also looked at a Negative Geometric variant of regular ABC by running a random number of proposals until reaching a given number of acceptances, which while being more costly produces more stability.

Other talks by Trevelyan McKinley, Marko Järvenpää, Matt Moores (Warwick), and Chris Drovandi (QUT) illustrated the urge of substitute models as a first step, and not solely via Gaussian processes. With for instance the new notion of a loss function to evaluate this approximation. Chris made a case in favour of synthetic vs ABC approaches, due to degradation of the performances of nonparametric density estimation with the dimension. But I remain a doubting Thomas [Bayes] on that point as high dimensions in the data or the summary statistics are not necessarily the issue, as also processed in the paper on ABC-CDE discussed on a recent post. While synthetic likelihood requires estimating a mean function and a covariance function of the parameter of the dimension of the summary statistic. Even though estimated by simulation.

Another neat feature of the day was a special session on cosmostatistics with talks by Emille Ishida and Jessica Cisewski, from explaining how ABC was starting to make an impact on cosmo- and astro-statistics, to the special example of the stellar initial mass distribution in clusters.

Call is now open for the next “ABC in”! Note that, while these workshops have been often formally sponsored by ISBA and its BayesComp section, they are not managed by a society or a board of administrators, and hence are not much contrived by a specific format. It would just be nice to keep the low fees as part of the tradition.

## from Arthur’s Seat [spot ISBA participants]

Posted in Mountains, pictures, Running, Travel with tags ABC in Edinburgh, Arthur's Seat, capital city, conference, Edinburgh, Holyrood, ISBA 2018, Lothians, morning run, Scotland, sunrise, University of Edinburgh, volcanoes on June 27, 2018 by xi'an## fast ε-free ABC

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags ABC, ABC in Edinburgh, Arthur's Seat, arXiv, Edinburgh, empirical likelihood, Gaussian mixture, neural network, non-parametrics, Scotland on June 8, 2017 by xi'an**L**ast Fall, George Papamakarios and Iain Murray from Edinburgh arXived an ABC paper on fast ε-free inference on simulation models with Bayesian conditional density estimation, paper that I missed. The idea there is to approximate the posterior density by maximising the likelihood associated with a parameterised family of distributions on θ, conditional on the associated x. The data being then the ABC reference table. The family chosen there is a mixture of K Gaussian components, which parameters are then estimated by a (Bayesian) neural network using x as input and θ as output. The parameter values are simulated from an adaptive proposal that aims at approximating the posterior better and better. As in population Monte Carlo, actually. Except for the neural network part, which I fail to understand why it makes a significant improvement when compared with EM solutions. The overall difficulty with this approach is that I do not see a way out of the curse of dimensionality: when the dimension of θ increases, the approximation to the posterior distribution of θ does deteriorate, even in the best of cases, as any other non-parametric resolution. It would have been of (further) interest to see a comparison with a most rudimentary approach, namely the one we proposed based on empirical likelihoods.