Archive for Canadian Rockies

Rundlestone Session

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

Mnt Rundle [jatp]

Posted in Statistics with tags , , , , , , , , , on March 3, 2017 by xi'an

the curious incident of the goose in the picture [17w5036]

Posted in Statistics with tags , , , , , , , on March 2, 2017 by xi'an

Mt. Rundle

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , on February 27, 2017 by xi'an

ABC’ory in Banff [17w5025]

Posted in Books, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on February 27, 2017 by xi'an

And another exciting and animated [last] day of ABC’ory [and practice]!  Kyle Cranmer exposed a density ratio density estimation approach I had not seen before [and will comment here soon]. Patrick Muchmore talked about unbiased estimators of Gaussian and non-Gaussian densities in elliptically contoured distributions which allows for running pseudo-MCMC than ABC. This reminded me of using the same tool [for those distributions can be expressed as mixtures of normals] in my PhD thesis, if for completely different purposes. In his talk, including a presentation of an ABC blackbox platform called ELFI, Samuel Kaski did translate statistical inference as inverse reinforcement learning: I hope this does not catch! In the afternoon, Dennis Prangle gave us the intuition behind his rare event ABC, which is not estimating rare events by ABC but rather using rare event simulation to improve ABC. [A paper I will a.s. comment here soon as well!] And Scott Sisson concluded the day and the week with his views on ABC for high dimensions.

While being obviously biased as the organiser of the workshop, I nonetheless feel it was a wonderful meeting with just the right number of participants to induce interactions and discussions during and around the talk, as well as preserve some time for pairwise interactions. Like all other workshops I contributed to in BIRS along the years

07w5079 2007-07-01 Bioinformatics, Genetics and Stochastic Computation: Bridging the Gap
10w2170 2010-09-10 Hierarchical Bayesian Methods in Ecology
14w5125 2014-03-02 Advances in Scalable Bayesian Computation

this is certainly a highly profitable one! For a [major] change, the next one [18w5023] will take place in Oaxaca, Mexico, and will see computational statistics meet molecular simulation. [As an aside, here are the first and last slides of Ewan Cameron’s talk, appropriately illustrating beginning and end, for both themes of his talk: epidemiology and astronomy!]

201702211013-cameron
img-20170221-wa0006

 

 

ABC’ory in Banff [17w5025]

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , on February 23, 2017 by xi'an

Cascade mountain, Banff, March 18, 2012Another great day of talks and discussions at BIRS! Continuing on the themes of the workshop between delving into the further validation of those approximation techniques and the devising of ever more approximate solutions for ever more complex problems. Among the points that came clearer to me through discussion, a realisation that the synthetic likelihood perspective is not that far away from our assumptions in the consistency paper. And that a logistic version of the approach can be constructed as well. A notion I had not met before (or have forgotten I had met) is the one of early rejection ABC, which should actually be investigated more thoroughly as it should bring considerable improvement in computing time (with the caveats of calibrating the acceptance step before producing the learning sample and of characterising the output).  Both Jukka Corander and Ewan Cameron reminded us of the case of models that take minutes or hours to produce one single dataset. (In his talk on some challenging applications, Jukka Corander chose to move from socks to boots!) And Jean-Michel Marin produced an illuminating if sobering experiment on the lack of proper Bayesian coverage by ABC solutions. (It appears that Ewan’s video includes a long empty moment when we went out for the traditional group photo, missing the end of his talk.)

ABC’ory in Banff [17w5025]

Posted in Statistics with tags , , , , on February 22, 2017 by xi'an