Archive for Coliseo

shiny evening at the stadium [jatp]

Posted in Statistics with tags , , , , , , , , , on May 5, 2019 by xi'an

a day in Roma

Posted in Books, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , on April 18, 2016 by xi'an

Last Friday I spent about 24 hours in Roma due to Clara Grazian defending her thesis there, which was awarded the highest PhD degree from both Sapienza Università di Roma and Université Paris-Dauphine. Her thesis was composed of her papers on ABC for integrated likelihood, on Jeffreys priors for mixtures (which sadly was rejected a few weeks ago), and on scoring rules à la Dawid for model choice. Clara was the first student to graduate from the joint graduate program between Sapienza and Paris-Dauphine, and I look forward the graduation of the next students!It was absolutely wonderful to be there, not only to attend the defence with Marilena Barbieri, Fabrizio Leisen, and Brunero Liseo (who was also Clara’s supervisor) and to congratulate Clara on the completion of her thesis, but also to meet [albeit much too briefly] with old friends, to enjoy great Roman food, perfect weather, my usual long run along the Tiber and twelve of its bridges in the glorious Roman morning, and “just” this unique feeling of Roma in Spring…

ABC in Roma (#2)

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , on June 1, 2013 by xi'an

Ponte Sisto (?), Roma, March 01, 2012Just a few more words written on my return home from Roma (on an uneventful and sunny trip). On a personal side (that readers can skip!), it was a pleasure as always to be two days in Roma, from running in the early morning, beating the rain and the traffic (and with no map nor camera!) and finding new routes, one on the banks of Tevere and another one along the city walls, to meeting old friends over a plate of pasta, to buying fresh bread and market fruits in the early morning, to enjoying the beauty of La Città Eterna… Too short a trip obviously, but this was/is a busy week!

Roma, March 01, 2012On the academic side, as mentioned yesterday, the program was quite in tune with my lines of research on ABC and I though a (wee) bit harder about the solutions proposed by the various speakers. One clear tendency is the idea of borrowing from pseudo- or simplified models, either to build estimates (as in indirect inference) or to run the simulation and the calibration (as in, e.g., Olli’s work). As remarked by Judith Rousseau after my talk, we may even have to move further when facing complex models, namely when the simulation of pseudo-samples gets too overwhelming. The issue is then on keeping a connection with the “true” model.

viale del Muro Torto, Roma, Feb. 28, 2012Another theme that crossed several talks is the tension between particle methods (incl. pMCMC) and ABC methods in dynamical models since they usually both apply in such cases. Darren Wilkinson’s talk (that I alas missed in order to catch my plane but recovered by email at the airport, soon to be on-line) did address this opposition, concluding in favour of ABC for the Lotka-Volterra system… My vague feeling is that ABC solutions could indeed come above when they do not rely on the hidden (Markov) structure, in the sense that they do not aim at simulating a joint distribution involving this latent structure…