Archive for Banff International Research Station

a la casa matemática de Oaxaca [reminiscence]

Posted in Mountains, Running, Travel, University life with tags , , , , , , , , , , on December 2, 2018 by xi'an

As this was my very first trip to the CMO part of CMO-BIRS, as opposed to many visits to BIRS, Banff, here are my impressions about this other mathematical haven, aka resort, aka retreat… First definitely a very loooong trip from Paris (especially when sitting next to three drunk women speaking loudly the whole trip, thankfully incomprehensibly in Russian!), with few connections between Mexico City [airport] and Oaxaca,  adding [for me] a five and a half hour stay over in the airport, where I experimented for the first time a coffin-like “sleep pod” hostel and some welcome rest. But presumably an easier access compared with Calgary for mathematicians from the South and East of the USA. And obviously for those Central and from South Americas.Then, contrary to Banff, the place for the Casa Matemàtica Oaxaca is for the time being essentially a permanently booked hotel, rather than a dedicated conference centre. Facilities are thus less attuned to visiting mathematicians, like missing real desks in bedrooms or working rooms. Still a nice with a very peaceful inner yard (and too small a pool to consider swimming). Actually facilitating interactions when compared with Banff: blackboards in the patios, tables outside, general quiet atmosphere (except for the endlessly barking dogs in the neighbourhood). Of course the huge difference in the weathers between both places does matter. Paradoxically (given the size of Oaxaca City), CMO is more isolated than BIRS, where downtown is a mere five minute walks, even in the middle of winter. Except for the occasional blizzard. But Oaxaca offers a fabulous food scene worth the longer trip!As for outdoors, there is also a swimming pool (Cina). And back streets to run on, even though the presence of stray dogs in about every road making running broken and haphazard (never run by a dog!, which is my rule since a tiny but angry dog bit my ankle in Caracas!). Running splits up hill a few times every morning was great training! There is furthermore the possibility of sport climbing in nearby San Sebastian de Tutla, as I experienced with Aventours, a local guiding company. And bouldering in an even closer gym.

Rundlestone Session

Posted in Mountains, pictures, Travel, Wines with tags , , , , , , , , , on May 20, 2017 by xi'an

Ellesmere Island [jatp]

Posted in Mountains, pictures, Travel with tags , , , , , , , , , , on February 21, 2017 by xi'an

ellesmere

rare events for ABC

Posted in Books, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , on November 24, 2016 by xi'an

Dennis Prangle, Richard G. Everitt and Theodore Kypraios just arXived a new paper on ABC, aiming at handling high dimensional data with latent variables, thanks to a cascading (or nested) approximation of the probability of a near coincidence between the observed data and the ABC simulated data. The approach amalgamates a rare event simulation method based on SMC, pseudo-marginal Metropolis-Hastings and of course ABC. The rare event is the near coincidence of the observed summary and of a simulated summary. This is so rare that regular ABC is forced to accept not so near coincidences. Especially as the dimension increases.  I mentioned nested above purposedly because I find that the rare event simulation method of Cérou et al. (2012) has a nested sampling flavour, in that each move of the particle system (in the sample space) is done according to a constrained MCMC move. Constraint derived from the distance between observed and simulated samples. Finding an efficient move of that kind may prove difficult or impossible. The authors opt for a slice sampler, proposed by Murray and Graham (2016), however they assume that the distribution of the latent variables is uniform over a unit hypercube, an assumption I do not fully understand. For the pseudo-marginal aspect, note that while the approach produces a better and faster evaluation of the likelihood, it remains an ABC likelihood and not the original likelihood. Because the estimate of the ABC likelihood is monotonic in the number of terms, a proposal can be terminated earlier without inducing a bias in the method.

Lake Louise, Banff National Park, March 21, 2012This is certainly an innovative approach of clear interest and I hope we will discuss it at length at our BIRS ABC 15w5025 workshop next February. At this stage of light reading, I am slightly overwhelmed by the combination of so many computational techniques altogether towards a single algorithm. The authors argue there is very little calibration involved, but so many steps have to depend on as many configuration choices.

Advances in Scalable Bayesian Computation [14w5125]

Posted in Mountains, Statistics, University life with tags , , , , , , , on March 3, 2014 by xi'an

Here is the Press release for the workshop:

The Banff International Research Station will host the “Advances in Scalable Bayesian Computation” workshop from March 2nd to March 7th, 2014.

Computational advances are always accompanied by new challenges, due both to the growth in data processing and in the possible exploration of new models. While highly innovative statistical computing methods from the early 1990’s still are at the core of today’s statistical practice, new models, especially in population genetics and statistical signal processing cannot be readily handled by such methods. Solutions at the interface between improved computing algorithms and controlled model approximations are now appearing in several fields and this workshop aims at bringing together experts from those different fields.

The Banff International Research Station for Mathematical Innovation and Discovery (BIRS) is a collaborative Canada-US-Mexico venture that provides an environment for creative interaction as well as the exchange of ideas, knowledge, and methods within the Mathematical Sciences, with related disciplines and with industry. The research station is located at The Banff Centre in Alberta and is supported by Canada’s Natural Science and Engineering Research Council (NSERC), the U.S. National Science Foundation (NSF), Alberta’s Advanced Education and Technology, and Mexico’s Consejo Nacional de Ciencia y Tecnología (CONACYT).

The talks at BIRS are available on video as well.