Archive for Ca’ Foscari University

day five at ISBA 22

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , on July 4, 2022 by xi'an

Woke up even earlier today! Which left me time to work on switching to Leonard Cohen’s song titles for my slide frametitles this afternoon (last talk of the whole conference!), run once again to Mon(t) Royal as all pools are closed (Happy Canada Day!, except to “freedom convoy” antivaxxxers.) Which led to me meeting a raccoon by the side of the path (and moroons feeding wildlife).

Had an exciting time at the morning session, where Giacomo Zanella (formerly Warwick) talked on a mixture approach to leave-one-out predictives, with pseudo-harmonic mean representation, averaging inverse density across all observations. Better than harmonic? Some assumptions allow for finite variance, although I am missing the deep argument (in part due to Giacomo’s machine-gun delivery pace!) Then Alicia Corbella (Warwick) presented a promising entry into PDMP by proposing an automated zig-zag sampler. Pointing out on the side to Joris Bierkens’ webpage on the state-of-the-art PDMP methodology. In this approach, joint with with my other Warwick colleagues Simon Spencer and Gareth Roberts, the zig-zag sampler relies on automatic differentiation and sub-sampling and bound derivation, with “no further information on the target needed”. And finaly Chris Carmona presented a joint work with Geoff Nicholls that is merging merging cut posteriors and variational inference to create a meta posterior. Work and talk were motivated by a nice medieval linguistic problem where the latent variables impact the (convergence of the) MCMC algorithm [as in our k-nearest neighbour experience]. Interestingly using normalising [neural spline] flows. The pseudo-posterior seems to depend very much on their modularization rate η, which penalises how much one module influences the next one.

In the aft, I attended sort of by chance [due to a missing speaker in the copula session] to the end of a session on migration modelling, with a talk by Jason Hilton and Martin Hinsch focussing on the 2015’s mass exodus of Syrians through the Mediterranean,  away from the joint evils of al-Hassad and ISIS. As this was a tragedy whose modelling I had vainly tried to contribute to, I was obviously captivated and frustrated (leaning of the IOM missing migrant project!) Fitting the agent-based model was actually using ABC, and most particularly our ABC-PMC!!!

My own and final session had Gareth (Warwick) presenting his recent work with Jun Yang and Kryzs Łatuszyński (Warwick) on the stereoscopic projection improvement over regular MCMC, which involves turning the target into a distribution supported by an hypersphere and hence considering a distribution with compact support and higher efficiency. Kryzs had explained the principle while driving back from Gregynog two months ago. The idea is somewhat similar to our origaMCMC, which I presented at MCqMC 2016 in Stanford (and never completed), except our projection was inside a ball. Looking forward the adaptive version, in the making!

And to conclude this subjective journal from the ISBA conference, borrowing this title by (Westmount born) Leonard Cohen, “Hey, that’s not a way to say goodbye”… To paraphrase Bilbo Baggins, I have not interacted with at least half the participants half as much as I would have liked. But this was still a reunion, albeit in the new Normal. Hopefully, the conference will not have induced a massive COVID cluster on top of numerous scientific and social exchanges! The following days will tell. Congrats to the ISBA 2022 organisers for achieving a most successful event in these times of uncertainty. And looking forward the 2024 next edition in Ca’Foscari, Venezia!!!

 

capture-recapture rediscovered

Posted in Books, Statistics with tags , , , , , , , , , , , , on March 2, 2022 by xi'an

A recent Science paper applies capture-recapture to estimating how much medieval literature has been lost, using ancient lists of works and comparing with the currently know corpus. To deduce at a 91% loss. Which begets the next question of how many ancient lists have been lost! Or how many of the observed ones are sheer copies of the others. First I thought I had no access to the paper so could not comment on the specific data and accounting for the uneven and unrandom sampling behind this modelling… But I still would not share the anti-modelling bias of this Harvard historian, given the superlative record of Anne Chao in capture-recapture methodology!

“The paper seems geared more toward systems theorists and statisticians, says Daniel Smail, a historian at Harvard University who studies medieval social and cultural history, and the authors haven’t done enough to establish why cultural production should follow the same rules as life systems. But for him, the bigger question is: Given that we already have catalogs of ancient texts, and previous estimates were pretty close to the model’s new one, what does the new work add?”

Once at Ca’Foscari, I realised the local network gave me access to the paper. The description of the Chao1 method, as far as I can tell, does not describe how the problematic collection of catalogs where duplicates (recaptures) can be observed is taken into account. For one thing, the collection is far from iid since some catalogs must have built on earlier ones. It is also surprising imho that the authors spend space on discussing unbiasedness when a more crucial issue is the randomness assumption behind the collected data.

sunset boulevard [jatp]

Posted in Statistics with tags , , , , , , , , , , on February 10, 2022 by xi'an

Ca’ Foscari closed due to 19nCoV scare

Posted in pictures, Travel, University life with tags , , , , , , , on February 23, 2020 by xi'an

An email from the Rettore I just received on my Ca’ Foscari account, announcing the University is closed over all its campi due to some cases of Coronavirus in the Veneto region:

Care colleghe e cari colleghi tutti, care studentesse e cari studenti,

abbiamo avuto ieri e oggi la notizia di diversi casi di infezione da Coronavirus 19nCoV in Veneto, una situazione che prevede misure appropriate e la massima attenzione.

Invito innanzitutto l’intera comunità accademica a seguire con grande scrupolo le prescrizioni che l’unità di crisi regionale ha emanato, ed emanerà sulla base della evoluzione del contagio. Si raccomandano in particolare le seguenti misure di prevenzione (nota OMS e linea indirizzo MUR):
• Lavare spesso le mani con acqua e sapone o gel disinfettanti
• Quando si tossisce o starnutisce, coprire la bocca e il naso con il gomito o fazzoletto usa e getta, lavandosi poi le mani
• Evitare il contatto con chiunque abbia febbre e tosse.

Riguardo alle attività accademiche, al fine di ridurre le possibilità di contagio, si dispone – secondo le indicazioni del Presidente Luca Zaia e in coordinamento con le università del Veneto –  la sospensione delle lezioni e degli esami in tutte le sedi dell’università, a Venezia, Mestre, Treviso e Roncade dal 24/02 al 29/02 compresi. Biblioteche e aule studio saranno chiuse dal 23/02 al 01/03.
Il recupero delle lezioni e degli esami verrà comunicato quanto prima sul sito web di Ca’ Foscari e sui canali di comunicazione ufficiali.
Per il personale tutto,  docente e non docente, le attività si svolgeranno regolarmente, fatte salve le ordinanze locali che vincolino la mobilità delle persone.
L’Ateneo è in continuo contatto con l’unità di crisi e con i ministeri competenti, e provvederà ad aggiornare le misure oggi vigenti sulla base dell’evoluzione della situazione.
Il Rettore
Michele Bugliesi

generalised Poisson difference autoregressive processes

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , on February 14, 2020 by xi'an

Yesterday, Giulia Carallo arXived the paper on generalised Poisson difference autoregressive processes that is a component of her Ph.D. thesis at Ca’ Foscari Universita di Venezia and to which I contributed while visiting Venezia last Spring. The stochastic process under study is integer valued as a difference of two generalised Poisson variates, made dependent by an INGARCH process that expresses the mean as a regression over past values of the process and past means. Which can be easily simulated as a difference of (correlated) Poisson variates. These two variates can in their turn be (re)defined through a thinning operator that I find most compelling, namely as a sum of Poisson variates with a number of terms being a (quasi-) Binomial variate depending on the previous value. This representation proves useful in establishing stationarity conditions on the process. Beyond establishing various properties of the process, the paper also examines how to conduct Bayesian inference in this context, with specialised Gibbs samplers in action. And comparing models on real datasets via Geyer‘s (1994) logistic approximation to Bayes factors.

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