Archive for Australia

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).

Bayes on the beach [and no bogus!]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on July 27, 2016 by xi'an

Bayes on the Beach is a yearly conference taking place in Queensland Gold Coast and organised by Kerrie Mengersen and her BRAG research group at QUT. To quote from the email I just received, the conference will be held at the Mantra Legends Hotel on Surfers Paradise, Gold Coast during November 7 – 9, 2016. The conference provides a forum for discussion on developments and applications of Bayesian statistics, and includes keynote presentations, tutorials, practical problem-based workshops, invited oral presentations, and poster presentations. Abstract submissions are now open until September 2.

asymptotic properties of Approximate Bayesian Computation

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , on July 26, 2016 by xi'an

Street light near the St Kilda Road bridge, Melbourne, July 21, 2012With David Frazier and Gael Martin from Monash University, and with Judith Rousseau (Paris-Dauphine), we have now completed and arXived a paper entitled Asymptotic Properties of Approximate Bayesian Computation. This paper undertakes a fairly complete study of the large sample properties of ABC under weak regularity conditions. We produce therein sufficient conditions for posterior concentration, asymptotic normality of the ABC posterior estimate, and asymptotic normality of the ABC posterior mean. Moreover, those (theoretical) results are of significant import for practitioners of ABC as they pertain to the choice of tolerance ε used within ABC for selecting parameter draws. In particular, they [the results] contradict the conventional ABC wisdom that this tolerance should always be taken as small as the computing budget allows.

Now, this paper bears some similarities with our earlier paper on the consistency of ABC, written with David and Gael. As it happens, the paper was rejected after submission and I then discussed it in an internal seminar in Paris-Dauphine, with Judith taking part in the discussion and quickly suggesting some alternative approach that is now central to the current paper. The previous version analysed Bayesian consistency of ABC under specific uniformity conditions on the summary statistics used within ABC. But conditions for consistency are now much weaker conditions than earlier, thanks to Judith’s input!

There are also similarities with Li and Fearnhead (2015). Previously discussed here. However, while similar in spirit, the results contained in the two papers strongly differ on several fronts:

  1. Li and Fearnhead (2015) considers an ABC algorithm based on kernel smoothing, whereas our interest is the original ABC accept-reject and its many derivatives
  2. our theoretical approach permits a complete study of the asymptotic properties of ABC, posterior concentration, asymptotic normality of ABC posteriors, and asymptotic normality of the ABC posterior mean, whereas Li and Fearnhead (2015) is only concerned with asymptotic normality of the ABC posterior mean estimator (and various related point estimators);
  3. the results of Li and Fearnhead (2015) are derived under very strict uniformity and continuity/differentiability conditions, which bear a strong resemblance to those conditions in Yuan and Clark (2004) and Creel et al. (2015), while the result herein do not rely on such conditions and only assume very weak regularity conditions on the summaries statistics themselves; this difference allows us to characterise the behaviour of ABC in situations not covered by the approach taken in Li and Fearnhead (2015);

postdoc position at Monash, Melbourne

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , on June 21, 2016 by xi'an

tram in front of Flinders St. Station, Melbourne, July 28, 2012[David Dowe sent me the following ad for a position of research fellow in statistics, machine learning, and Astrophysics at Monash University, Melbourne.]

RESEARCH FELLOW: in Statistics and Machine Learning for Astrophysics, Monash University, Australia, deadline 31 July.

We seek to fill a 2.5 year post-doctoral fellowship dedicated to extensions and applications of the Bayesian Minimum Message Length (MML) technique to the analysis of spectroscopic data from recent large astronomical surveys, such as GALAH (GALactic Archaeology with HERMES).  The position is based jointly within the Monash Centre for Astrophysics (MoCA, in the School of Physics and Astronomy) and the Faculty of Information Technology (FIT).

The successful applicant will develop and extend the MML method as needed, applying it to spectroscopic data from the GALAH project, with an aim to understanding nucleosynthesis in stars as well as the formation and evolution of our Galaxy (“galactic archaeology”). The position is based at the Clayton campus (in suburban Melbourne, Australia) of Monash University, which hosts approximately 56,000 equivalent full-time students spread across its Australian and off-shore campuses, and approximately 3500 academic staff.

 The successful applicant will work with world experts in both the Bayesian information-theoretic MML method as well as nuclear astrophysics.  The immediate supervisors will be Professor John Lattanzio (MoCA), Associate Professor David Dowe (FIT) and Dr Aldeida Aleti (FIT).

a bone of contention

Posted in pictures with tags , , , , , , on May 28, 2016 by xi'an

“In an age in which ancient genomes can reveal startling links between historical populations, we should ask not just whether remains should be reburied, but who decides and on what grounds.”

An article in Nature described the story of fairly old remains (of the Kennewick Man) in North America that were claimed for reburial by several Native American groups and that were found to be closer [in a genetic sense] to groups that were geographically farther (from South America and even Australian aboriginal Australians). What I find difficult to understand (while it stands at the centre of the legal dispute) is how any group of individuals can advance a claim on bones that are 8,000 year old. With such a time gap (and assuming the DNA analysis is trustworthy) the number of individuals who share the owner of the bones as one ancestor is presumably very large and it is hard to imagine all those descendants coming to an agreement about the management of the said bones. Or even that any descendant has any right on the said bones after so many generations which may have seen major changes in the way deceased members of the community are treated. I am thus surprised that a judiciary court or the US government could even consider such requests.

Peter Hall (1951-2016)

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , , , on January 10, 2016 by xi'an

I just heard that Peter Hall passed away yesterday in Melbourne. Very sad news from down under. Besides being a giant in the fields of statistics and probability, with an astounding publication record, Peter was also a wonderful man and so very much involved in running local, national and international societies. His contributions to the field and the profession are innumerable and his loss impacts the entire community. Peter was a regular visitor at Glasgow University in the 1990s and I crossed paths with  him a few times, appreciating his kindness as well as his highest dedication to research. In addition, he was a gifted photographer and I recall that the [now closed] wonderful guest-house where we used to stay at the top of Hillhead had a few pictures of his taken in the Highlands and framed on its walls. (If I remember well, there were also beautiful pictures of the Belgian countryside by him at CORE, in Louvain-la-Neuve.) I think the last time we met was in Melbourne, three years ago… Farewell, Peter, you certainly left an indelible print on a lot of us.

[Song Chen from Beijing University has created a memorial webpage for Peter Hall to express condolences and share memories.]

locally weighted MCMC

Posted in Books, Statistics, University life with tags , , , , , , , , on July 16, 2015 by xi'an

Street light near the St Kilda Road bridge, Melbourne, July 21, 2012Last week, on arXiv, Espen Bernton, Shihao Yang, Yang Chen, Neil Shephard, and Jun Liu (all from Harvard) proposed a weighting scheme to associated MCMC simulations, in connection with the parallel MCMC of Ben Calderhead discussed earlier on the ‘Og. The weight attached to each proposal is either the acceptance probability itself (with the rejection probability being attached to the current value of the MCMC chain) or a renormalised version of the joint target x proposal, either forward or backward. Both solutions are unbiased in that they have the same expectation as the original MCMC average, being some sort of conditional expectation. The proof of domination in the paper builds upon Calderhead’s formalism.

This work reminded me of several reweighting proposals we made over the years, from the global Rao-Blackwellisation strategy with George Casella, to the vanilla Rao-Blackwellisation solution we wrote with Randal Douc a few years ago, both of whom also are demonstrably improving upon the standard MCMC average. By similarly recycling proposed but rejected values. Or by diminishing the variability due to the uniform draw. The slightly parallel nature of the approach also connects with our parallel MCM version with Pierre Jacob (now Harvard as well!) and Murray Smith (who now leaves in Melbourne, hence the otherwise unrelated picture).

Follow

Get every new post delivered to your Inbox.

Join 1,079 other followers