ABC…ancun, July 13, 2014

We received the good news from the Program Committee of the next ISBA World meeting in Cancún, Quintana Roo, México, that our proposal of a short course on ABC methods was accepted. So, along with Jean-Michel Marin, I hope to introduce ABC to a large group of interested participants on either July 13 or the morn of July 14. Here is the abstract for the short course

ABC appeared in 1999 to solve complex genetic problems where the likelihood of the model was impossible to compute. They are now a standard tool in the statistical genetic community but have also addressed many other problems where likelihood computation was also an issue, including dynamic models in signal processing and financial data analysis. However, these methods suffer to some degree from calibration difficulties that make them rather volatile in their implementation and thus render them suspicious to the users of more traditional Monte Carlo methods. Nonetheless, ABC techniques have several claims to validity: first, they are connected with econometric methods like indirect inference. Second, they can be expressed in terms of various non-parametric estimators of the likelihood or of the posterior density and follow standard convergence patterns. At last, they appear as regular Bayesian inference over noisy data. The lectures cover those validation steps but also detail the different implementations of ABC algorithms and the calibration of their parameters. The second part of the course illustrates those issues in the special case of the coalescent model used in population genetics, where many of the early advances of ABC were first implemented.

and the complete description is available on the ISBA website.

In addition, the special ISBA section sessions for BayesComp and O’Bayes ISBA sections have been accepted too. (As well as sessions for most of the other ISBA sections.) Thanks to Raquel Prado and to the whole scientific committee for working hard towards another successful ISBA World meeting! Note that the early bird conference registration begins today, so make sure to book your seat for Cancun!

Cancun, July 14-18, 2014

The next ISBA World meeting will take place in Cancún, Quintana Roo, in México. (To keep up with the Valencia meeting tradition, it is again in a resort town, after the welcome parenthesis of Kyoto 2012! I just hope the mountains are not that far…) There will be a series of short courses on July 13 (maybe including an ABC course…) and the talks will start for good on July 14. Our BayesComp and O’Bayes ISBA sections will hopefully have special invited sessions, Deadline for short courses and special sessions proposals is October 15, just like the deadlines for MCMCSki 4. (The logo is very nice, even though I do not get the meaning of the sequence 13-0-1-10-10: 13 would work for the 13th ISBA/Valencia meeting [already?!] but the other figures…!?)

Update: for some strange (Mayan?) malediction, Sophie Donnet and Michael Stumpf both tried (thanks!) to comment on that post and failed. They were both telling me that this is the date of the French National (Bastille) Day in the Maya (Long Count) calendar…. I thus got 13 completely wrong as it is read from right to left: 10th day (k’in) of the 20 day month (winal), 10th winal of the 18 months year (k’atun), first k’atun of the 20 k’atuns cycle named a b’ak’tun, final b’ak’tun of the 20 b’ak’tun cycle called piktun, and 13th piktun of the 20 piktun cycle called kalabtun… (Yes, Mayas used the base-20 count.) The calendar started on Sept. 11, in 3114 BC.

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #8)

A reposted item of news about MCMSki IV: as posted by Brad Carlin this afternoon to the Biometrics Section and Bayesian Statistical Science Section of the ASA,

The fifth joint international meeting of the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), nicknamed “MCMSki IV”, will be held in Chamonix Mont-Blanc, France, from Monday, January 6 to Wednesday, January 8, 2014.  The meeting, the first for the newly-created BayesComp section of ISBA, will focus on all aspects of MCMC theory and methodology, including related fields like sequential Monte Carlo, approximate Bayesian computation, Hamiltonian Monte Carlo.  In contrast with the earlier meetings, it will merge the satellite Adap’ski workshop into the main meeting by having parallel invited and contributed sessions on those different themes, as well as poster sessions on both Monday and Tuesday nights.  In addition, a one-day post-conference satellite workshop on Bayesian nonparametrics, modelling and computations (“BNPski)” will be held in the same location on January 9th, 2014.

Please see our conference website,

http://www.pages.drexel.edu/~mwl25/mcmski/

for more information, including links to the preliminary program, lodging and travel information, and our conference registration page.  Please note the “early bird” registration deadline of *October 15, 2013*.

Finally (and most importantly for some), we are very pleased to announce that we have received funds from ISBA, SBSS, and other sources sufficient to help support the travel expenses of some junior investigators (defined as current PhD student, or less than 5 years since PhD). Information about how to apply for this support can be found at:

http://www.pages.drexel.edu/~mwl25/mcmski/student.html

Note that to apply you must first register with the ISBA website (if you have not done so already) and submit your abstract to the ISBA Abstract Page.  Full directions are given at the link above.  The deadline to apply for this financial support is also October 15, 2013.

We look forward to welcoming you in Chamonix this January!

Best,

Brad Carlin, Antonietta Mira, and Christian Robert
MCMSki IV conference co-organizers

re-read paper

Today, I attended the RSS Annual Conference in Newcastle-upon-Tyne. For one thing, I ran a Memorial session in memory of George Casella, with my (and his) friends Jim Hobert and Elias Moreno as speakers. (The session was well-attended if not overwhelmingly so.) For another thing, the RSS decided to have the DIC Read Paper by David Spiegelhalter, Nicky Best, Brad Carlin and Angelika van der Linde Bayesian measures of model complexity and fit re-Read, and I was asked to re-discuss the 2002 paper. Here are the slides of my discussion, borrowing from the 2006 Bayesian Analysis paper with Gilles Celeux, Florence Forbes, and Mike Titterington where we examined eight different versions of DIC for mixture models. (I refrained from using the title “snow white and the seven DICs” for a slide…) I also borrowed from our recent discussion of Murray Aitkin’s (2009) book. The other discussant was Elias Moreno, who focussed on consistency issues. (More on this and David Spiegelhalter’s defence in a few posts!) This was the first time I was giving a talk on a basketball court (I once gave an exam there!)

snapshot from Annecy