Archive for Banff

[summer Astrostat school] room with a view [jatp]

Posted in Mountains, pictures, R, Running, Statistics, Travel, University life with tags , , , , , , , , , , on October 9, 2017 by xi'an

I just arrived in Autrans, on the Plateau du Vercors overlooking Grenoble and the view is fabulistic! Trees have started to turn red and yellow, the weather is very mild, and my duties are restricted to teaching ABC to a group of enthusiastic astronomers and cosmologists..! Second advanced course on ABC in the mountains this year, hard to beat (except by a third course). The surroundings are so serene and peaceful that I even conceded to install RStudio for my course! Instead of sticking to my favourite vim editor and line commands.

BIRS call for Oaxaca

Posted in Kids, Travel, University life with tags , , , , , , , on September 26, 2017 by xi'an

Here is a call for support from Nassim Goussoub, Scientific Director of BIRS:I would  like to call upon you to consider aiding the people of the State of Oaxaca. As you may know, through their support for BIRS-CMO, the people of Oaxaca have welcomed the World’s mathematical sciences community with open arms. With the plans to build a permanent facility under way, they are destined to be our hosts for years to come. I therefore ask you to contribute — if you can. Here are some of the foundations accepting donations.

  1. Francisco Toledo’s Foundation, IAGO (Instituto Artes Gráficas de Oaxaca)

  2. International Community Foundation(ICF)

  3. Global Giving

  4. Red Cross Mexico 6. Unicef Mexico

O Canada! [Happy 150th birthday!]

Posted in Statistics with tags , , , , , , , , on July 1, 2017 by xi'an

I am just taking off from Paris to Montréal today for MCM 2017, on Canada Day which happens to be the 150th National Day. I have already spent three instances of a Canada Day, in both Ottawa and Banff, but this is the first in Québec and I am curious to see the atmosphere in Montréal for this occasion. If there is anything to see, since the Montréal Jazz Festival is already started…

efficient acquisition rules for ABC

Posted in pictures, Statistics, University life with tags , , , , , , , , on June 5, 2017 by xi'an

A few weeks ago, Marko Järvenpää, Michael Gutmann, Aki Vehtari and Pekka Marttinen arXived a paper on sampling design for ABC that reminded me of presentations Michael gave at NIPS 2014 and in Banff last February. The main notion is that, when the simulation from the model is hugely expensive, random sampling does not make sense.

“While probabilistic modelling has been used to accelerate ABC inference, and strategies have been proposed for selecting which parameter to simulate next, little work has focused on trying to quantify the amount of uncertainty in the estimator of the ABC posterior density itself.”

The above question  is obviously interesting, if already considered in the literature for it seems to focus on the Monte Carlo error in ABC, addressed for instance in Fearnhead and Prangle (2012), Li and Fearnhead (2016) and our paper with David Frazier, Gael Martin, and Judith Rousseau. With corresponding conditions on the tolerance and the number of simulations to relegate Monte Carlo error to a secondary level. And the additional remark that the (error free) ABC distribution itself is not the ultimate quantity of interest. Or the equivalent (?) one that ABC is actually an exact Bayesian method on a completed space.

The paper initially confused me for a section on the very general formulation of ABC posterior approximation and error in this approximation. And simulation design for minimising this error. It confused me as it sounded too vague but only for a while as the remaining sections appear to be independent. The operational concept of the paper is to assume that the discrepancy between observed and simulated data, when perceived as a random function of the parameter θ, is a Gaussian process [over the parameter space]. This modelling allows for a prediction of the discrepancy at a new value of θ, which can be chosen as maximising the variance of the likelihood approximation. Or more precisely of the acceptance probability. While the authors report improved estimation of the exact posterior, I find no intuition as to why this should be the case when focussing on the discrepancy, especially because small discrepancies are associated with parameters approximately generated from the posterior.

Rundlestone Session

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

Pu’erh stuffed tangerine

Posted in Statistics with tags , , , , on April 29, 2017 by xi'an

The Hanging Tree

Posted in Books, Kids, Travel with tags , , , , , , , on March 25, 2017 by xi'an

This is the fifth sixth volume of Ben Aaronovitch’s Rivers of London series. Which features PC Peter Grant from the London’s Metropolitan Police specialising in paranormal crime. Joining a line of magicians that was started by Isaac Newton. And with the help of water deities. Although this English magic sleuthing series does not compare with the superlative Jonathan Strange & Mr. Norrell single book, The Hanging Tree remains highly enjoyable, maybe more for its style and vocabulary than for the detective story itself, which does not sound completely coherent (unless I read it too quickly during the wee hours in Banff last week). And does not bring much about this part of London. Still a pleasure to read as the long term pattern of Aaronovitch’s universe slowly unravels and some characters get more substance and depth.