**T**oday I received in the mail a copy of the short book published by edp sciences after the courses we gave last year at the astrophysics summer school, in Autrans. Which contains a quick introduction to ABC extracted from my notes (which I still hope to turn into a book!). As well as a longer coverage of Bayesian foundations and computations by David Stenning and David van Dyk.

## Archive for Autrans

## ABC intro for Astrophysics

Posted in Books, Kids, Mountains, R, Running, Statistics, University life with tags ABC, Approximate Bayesian computation, Autrans, Bayesian foundations, Bayesian methodology, Book, computational astrophysics, review, Statistics for Astrophysics, summer course, survey, Vercors on October 15, 2018 by xi'an## splitting a field by annealing

Posted in Kids, pictures, R, Statistics with tags Autrans, Luxembourg, mathematical puzzle, Palais Ducal, R, random walk, simulated annealing, The Riddler, Vercors on October 18, 2017 by xi'an**A** recent riddle [from The Riddle] that I pondered about during a [long!] drive to Luxembourg last weekend was about splitting a square field into three lots of identical surface for a minimal length of separating wire… While this led me to conclude that the best solution was a T like separation, I ran a simulated annealing R code on my train trip to ~~Autrans~~Valence, seemingly in agreement with this conclusion.I discretised the square into n² units and explored configurations by switching two units with different colours, according to a simulated annealing pattern (although unable to impose connectivity on the three regions!):

partz=matrix(1,n,n) partz[,1:(n/3)]=2;partz[((n/2)+1):n,((n/3)+1):n]=3 #counting adjacent units of same colour nood=hood=matrix(4,n,n) for (v in 1:n2) hood[v]=bourz(v,partz) minz=el=sum(4-hood) for (t in 1:T){ colz=sample(1:3,2) #picks colours a=sample((1:n2)[(partz==colz[1])&(hood<4)],1) b=sample((1:n2)[(partz==colz[2])&(hood<4)],1) partt=partz;partt[b]=colz[1];partt[a]=colz[2] #collection of squares impacted by switch nood=hood voiz=unique(c(a,a-1,a+1,a+n,a-n,b-1,b,b+1,b+n,b-n)) voiz=voiz[(voiz>0)&(voiz<n2)] for (v in voiz) nood[v]=bourz(v,partt) if (nood[a]*nood[b]>0){ difz=sum(nood)-sum(hood) if (log(runif(1))<difz^3/(n^3)*(1+log(10*rep*t)^3)){ el=el-difz;partz=partt;hood=nood if (el<minz){ minz=el;cool=partz} }}}

(where bourz computes the number of neighbours), which produces completely random patterns at high temperatures (low t) and which returns to the T configuration (more or less):if not always, as shown below:Once the (a?) solution was posted on The Riddler, it appeared that one triangular (Y) version proved better than the T one [if not started from corners], with a gain of 3% and that a curved separation was even better with an extra gain less than 1% [solution that I find quite surprising as straight lines should improve upon curved ones…]

## Astrostatistics school

Posted in Mountains, pictures, R, Statistics, Travel, University life with tags ABC, ABC model choice, abcrf, abctools package, Alps, astronomy, Autrans, Bayesian inference, Bayesian Methods in Cosmology, big wall, cosmology, Dickey-Savage ratio, Fall, mountains, nested sampling, R, random forests, rock climbing, RStudio, socks, trail running, Vercors on October 17, 2017 by xi'an**W**hat a wonderful week at the Astrostat [Indian] summer school in Autrans! The setting was superb, on the high Vercors plateau overlooking both Grenoble [north] and Valence [west], with the colours of the Fall at their brightest on the foliage of the forests rising on both sides of the valley and a perfect green on the fields at the centre, with sun all along, sharp mornings and warm afternoons worthy of a late Indian summer, too many running trails [turning into X country ski trails in the Winter] to contemplate for a single week [even with three hours of running over two days], many climbing sites on the numerous chalk cliffs all around [but a single afternoon for that, more later in another post!]. And of course a group of participants eager to learn about Bayesian methodology and computational algorithms, from diverse [astronomy, cosmology and more] backgrounds, trainings and countries. I was surprised at the dedication of the participants travelling all the way from Chile, Péru, and Hong Kong for the sole purpose of attending the school. David van Dyk gave the first part of the school on Bayesian concepts and MCMC methods, Roberto Trotta the second part on Bayesian model choice and hierarchical models, and myself a third part on, surprise, surprise!, approximate Bayesian computation. Plus practicals on R.

As it happens Roberto had to cancel his participation and I turned for a session into Christian Roberto, presenting his slides in the most objective possible fashion!, as a significant part covered nested sampling and Savage-Dickey ratios, not exactly my favourites for estimating constants. David joked that he was considering postponing his flight to see me talk about these, but I hope I refrained from engaging into controversy and criticisms… If anything because this was not of interest for the participants. Indeed when I started presenting ABC through what I thought was a pedestrian example, namely Rasmus Baath’s socks, I found that the main concern was not running an MCMC sampler or a substitute ABC algorithm but rather an healthy questioning of the construction of the informative prior in that artificial setting, which made me quite glad I had planned to cover this example rather than an advanced model [as, e.g., one of those covered in the packages abc, abctools, or abcrf]. Because it generated those questions about the prior [why a Negative Binomial? why these hyperparameters? &tc.] and showed how programming ABC turned into a difficult exercise even in this toy setting. And while I wanted to give my usual warning about ABC model choice and argue for random forests as a summary selection tool, I feel I should have focussed instead on another example, as this exercise brings out so clearly the conceptual difficulties with what is taught. Making me quite sorry I had to leave one day earlier. [As did missing an extra run!] Coming back by train through the sunny and grape-covered slopes of Burgundy hills was an extra reward [and no one in the train commented about the local cheese travelling in my bag!]

## Autrans, Vercors [jatp]

Posted in Mountains, pictures, Running, Travel with tags Alps, Autrans, Fall, fountain, France, jatp, trail running, Vercors on October 16, 2017 by xi'an## [Astrostat summer school] fogrise [jatp]

Posted in Kids, Mountains, pictures, Running, Statistics, Travel, University life with tags astrostatistics, Autrans, fog, inversion, MCMC algorithms, Monte Carlo Statistical Methods, ski jump, summer school, sunrise, Vercors on October 11, 2017 by xi'an## [Astrostat summer school] sunrise [jatp]

Posted in Statistics with tags astrostatistics, Autrans, Belledone, Fall, fog, French Alps, Grande Chartreuse, Grenoble, jatp, summer school, sunrise, Vercors on October 10, 2017 by xi'an## Bayesian methods in cosmology

Posted in Statistics with tags ABC, astrostatistics, Autrans, Bayesian Methods in Cosmology, Grenoble, Les Diablerets, nested sampling, Ockham's razor, Pierre Simon de Laplace, Roberto Trotta, Saas Fee, Switzerland, Vercors on January 18, 2017 by xi'an**A** rather massive document was arXived a few days ago by Roberto Trotta on Bayesian methods for cosmology, in conjunction with an earlier winter school, the 44th Saas Fee Advanced Course on Astronomy and Astrophysics, “Cosmology with wide-field surveys”. While I never had the opportunity to give a winter school in Saas Fee, I will give next month a course on ABC to statistics graduates in another Swiss dream location, Les Diablerets. And next Fall a course on ABC again but to astronomers and cosmologists, in Autrans, near Grenoble.

The course document is an 80 pages introduction to probability and statistics, in particular Bayesian inference and Bayesian model choice. Including exercises and references. As such, it is rather standard in that the material could be found as well in textbooks. Statistics textbooks.

When introducing the Bayesian perspective, Roberto Trotta advances several arguments in favour of this approach. The first one is that it is generally easier to follow a Bayesian approach when compared with seeking a non-Bayesian one, while recovering long-term properties. (Although there are inconsistent Bayesian settings.) The second one is that a Bayesian modelling allows to handle naturally nuisance parameters, because there are essentially no nuisance parameters. (Even though preventing small world modelling may lead to difficulties as in the Robbins-Wasserman paradox.) The following two reasons are the incorporation of prior information and the appeal on conditioning on the actual data.

The document also includes this above and nice illustration of the concentration of measure as the dimension of the parameter increases. (Although one should not over-interpret it. The concentration does not occur in the same way for a normal distribution for instance.) It further spends quite some space on the Bayes factor, its scaling as a natural Occam’s razor, and the comparison with p-values, before (unsurprisingly) introducing nested sampling. And the Savage-Dickey ratio. The conclusion of this model choice section proposes some open problems, with a rather unorthodox—in the Bayesian sense—line on the justification of priors and the notion of a “correct” prior (yeech!), plus an musing about adopting a loss function, with which I quite agree.