travellin’ week ahead

Next week is my week at the University of Warwick, where I will give a seminar at the CRiSM seminar on Thursday. Along with my friend Olli Ratmann. Except that I also got invited at the Luxembourg annual statistics conference the same week, meaning I will travel to Luxembourg on Wednesday to give my talk. (First time ever.) And the easiest way from Coventry is to fly thru Paris. In preparation for this travelling schedule bordering the insane, I printed a whole heap of arXiv publications… Keep posted!

English trip (1)

Today, I am attending a workshop on the use of graphics processing units in Statistics in Warwick, supported by CRiSM, presenting our recent works with Randal Douc, Pierre Jacob and Murray Smith. (I will use the same slides as in Telecom two months ago, hopefully avoiding the loss of integral and summation signs this time!) Pierre Jacob will talk about Wang-Landau.

Then, tomorrow, I am off to Cambridge to talk about ABC and model choice on Friday afternoon. (Presumably using the same slides as in Provo.)

The (1) in the title is in prevision of a second trip to Oxford next month and another one to Bristol two months after! (The trip to Edinburgh does not count of course, since it is in Scotland!)

UseR! 2011 in Warwick

This year useR! conference will take place in Warwick, on August 16-18.  It is being organised by the department of Statistics and funded by CRiSM and Revolution Analytics (providers of the R tee-shirt!). I wish I could attend but mid-August is usually associated with genuine (post-JSM) family vacations.

ABC model choice not to be trusted [3]

On Friday, I received a nice but embarrassing email from Xavier Didelot. He indeed reminded me that I attended the talk he gave at the model choice workshop in Warwick last May, as, unfortunately but rather unsurprisingly giving my short span memory!, I had forgotten about it! Looking at the slides he joined to his email, I indeed remember attending the talk and expecting to get back to the results after the meeting. As I went from Warwick to Paris only to leave a day after for Benidorm, and the Valencia 9 meeting, in such a hurry that I even forgot my current black notebook, the plans of getting back to the talk got forgotten so completely that even reading the tech report (now appeared in Bayesian Analysis) could not rescind them!

Here are some of Xavier’s comments, followed by my answers:

New arXiv papers

Some recent arXiv papers I will not have time to comment:

• Free energy Sequential Monte Carlo, application to mixture modelling by Nicolas Chopin, Pierre Jacob which was an invited paper in València 9.

• Goodness of fit statistics for sparse contingency tables by Audrey Finkler

• Auxiliary Particle filtering within adaptive Metropolis-Hastings Sampling by Michael Pitt, Ralph Silva, Paolo Giordani and Robert Kohn, which was presented at the recent CRisM meeting on model choice.

• Particle Filter-Based On-Line Estimation of Spot Volatility with Nonlinear Market Microstructure Noise Models by Rainer Dahlhaus and Jan C. Neddermeyer from Heidelberg, with whom I discussed the paper on a recent visit there.

• Landau Theory of Adaptive Integration in Computational Intelligence by Dariusz Plewczynski

Canadian geese

The campus of the University of Warwick where the workshop on model uncertainty organised by the Centre for Research in Statistical Methodology (CRiSM) takes place is situated in a mostly rural environment, despite being close to the Birmingham connurbation. This makes for pleasant runs in the countryside (as long as it does not rain!) and last morning I ran early enough to see two pheasants and a young fox (which seemed quite interested in the pheasants too). The ponds on the campus are also full of Canadian geeses, with a flock of goslings in track…

Snapshots from CRiSM workshop

The workshop is a mix of theory, methodology, computational techniques and applications that makes it quite exciting. Although I already gave several versions of my talk in the past year, I still got interesting feedback, in particular a connection between our Savage-Dickey representation and bridge sampling. Among the interesting talks I attended, a few snapshots; both Jim Berger and Dongchu Sun presented new closed form expressions for effective numbers of parameters in complex linear models, Antonio Lijoi covered some mathematics of species estimation models [with some possible connections with Geoff Nicholls’  earlier talk on language classification], Chris Holmes exposed the advances he had made since Edinburgh (at least for those of us who attended both meetings), highlighting an interesting link with LDA, both Chris and Matthew Stephens considering direction selection for discrimination and clustering, Peter Müller talked about the analysis of a genetic pathway model represented as a graph, Robert Kohn zoomed through an adaptive particle MCMC algorithm where the likelihood was estimated (with the interesting side comment that what looks as an unbiased estimator from one perspective is also an auxiliary joint likelihood from another perspective) and David Spiegelhalter gave a both hilarious and thought-provoking talk on the “deeper uncertainty” that surrounds statistical models.