Archive for cruise

ABC in Svalbard, April 12-13 2021

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on November 4, 2019 by xi'an

This post is a very preliminary announcement that Jukka Corander, Judith Rousseau and myself are planning an ABC in Svalbard workshop in 2021, on 12-13 April, following the “ABC in…” franchise that started in 2009 in Paris… It would be great to hear expressions of interest from potential participants towards scaling the booking accordingly. (While this is a sequel to the highly productive ABCruise of two years ago, between Helsinki and Stockholm, the meeting will take place in Longyearbyen, Svalbard, and participants will have to fly there from either Oslo or Tromsø, Norway, As boat cruises from Iceland or Greenland start later in the year. Note also that in mid-April, being 80⁰ North, Svalbard enjoys more than 18 hours of sunlight and that the average temperature last April was -3.9⁰C with a high of 4⁰C.) The scientific committee should be constituted very soon, but we already welcome proposals for sessions (and sponsoring, quite obviously!).

ABC in Ed’burgh

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on June 28, 2018 by xi'an

A glorious day for this new edition of the “ABC in…” workshops, in the capital City of Edinburgh! I enjoyed very much this ABC day for demonstrating ABC is still alive and kicking!, i.e., enjoying plenty of new developments and reinterpretations. With more talks and posters on the way during the main ISBA 2018 meeting. (All nine talks are available on the webpage of the conference.)

After Michael Gutmann’s tutorial on ABC, Gael Martin (Monash) presented her recent work with David Frazier, Ole Maneesoonthorn, and Brendan McCabe on ABC  for prediction. Maybe unsurprisingly, Bayesian consistency for the given summary statistics is a sufficient condition for concentration of the ABC predictor, but ABC seems to do better for the prediction problem than for parameter estimation, not losing to exact Bayesian inference, possibly because in essence the summary statistics there need not be of a large dimension to being consistent. The following talk by Guillaume Kon Kam King was also about prediction, for the specific problem of gas offer, with a latent Wright-Fisher point process in the model. He used a population ABC solution to handle this model.

Alexander Buchholz (CREST) introduced an ABC approach with quasi-Monte Carlo steps that helps in reducing the variability and hence improves the approximation in ABC. He also looked at a Negative Geometric variant of regular ABC by running a random number of proposals until reaching a given number of acceptances, which while being more costly produces more stability.

Other talks by Trevelyan McKinley, Marko Järvenpää, Matt Moores (Warwick), and Chris Drovandi (QUT) illustrated the urge of substitute models as a first step, and not solely via Gaussian processes. With for instance the new notion of a loss function to evaluate this approximation. Chris made a case in favour of synthetic vs ABC approaches, due to degradation of the performances of nonparametric density estimation with the dimension. But I remain a doubting Thomas [Bayes] on that point as high dimensions in the data or the summary statistics are not necessarily the issue, as also processed in the paper on ABC-CDE discussed on a recent post. While synthetic likelihood requires estimating a mean function and a covariance function of the parameter of the dimension of the summary statistic. Even though estimated by simulation.

Another neat feature of the day was a special session on cosmostatistics with talks by Emille Ishida and Jessica Cisewski, from explaining how ABC was starting to make an impact on cosmo- and astro-statistics, to the special example of the stellar initial mass distribution in clusters.

Call is now open for the next “ABC in”! Note that, while these workshops have been often formally sponsored by ISBA and its BayesComp section, they are not managed by a society or a board of administrators, and hence are not much contrived by a specific format. It would just be nice to keep the low fees as part of the tradition.

art brut

Posted in pictures, Travel with tags , , , , , on June 4, 2016 by xi'an

window on the Silja Symphony

ABC in Stockholm [on-board again]

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , on May 18, 2016 by xi'an

abcruiseAfter a smooth cruise from Helsinki to Stockholm, a glorious sunrise over the Ålend Islands, and a morning break for getting an hasty view of the city, ABC in Helsinki (a.k.a. ABCruise) resumed while still in Stockholm. The first talk was by Laurent Calvet about dynamic (state-space) models, when the likelihood is not available and replaced with a proximity between the observed and the simulated observables, at each discrete time in the series. The authors are using a proxy predictive for the incoming observable and derive an optimal—in a non-parametric sense—bandwidth based on this proxy. Michael Gutmann then gave a presentation that somewhat connected with his talk at ABC in Roma, and poster at NIPS 2014, about using Bayesian optimisation to reduce the rejections in ABC algorithms. Which means building a model of a discrepancy or distance by Bayesian optimisation. I definitely like this perspective as it reduces the simulation to one of a discrepancy (after a learning step). And does not require a threshold. Aki Vehtari expanded on this idea with a series of illustrations. A difficulty I have with the approach is the construction of the acquisition function… The last session while pretty late was definitely exciting with talks by Richard Wilkinson on surrogate or emulator models, which goes very much in a direction I support, namely that approximate models should be accepted on their own, by Julien Stoehr with clustering and machine learning tools to incorporate more summary statistics, and Tim Meeds who concluded with two (small) talks!, centred on the notion of deterministic algorithms that explicitly incorporate the random generators within the comparison, resulting in post-simulation recentering à la Beaumont et al. (2003), plus new advances with further incorporations of those random generators turned deterministic functions within variational Bayes inference

On Wednesday morning, we will land back in Helsinki and head back to our respective homes, after another exciting ABC in… workshop. I am terribly impressed by the way this workshop at sea operated, providing perfect opportunities for informal interactions and collaborations, without ever getting claustrophobic or dense. Enjoying very long days also helped. While it seems unlikely we can repeat this successful implementation, I hope we can aim at similar formats in the coming occurrences. Kitos paljon to our Finnish hosts!

sunrise on Bothnia

Posted in pictures, Running, Travel with tags , , , , , , , , on May 17, 2016 by xi'an

ABC in Helsinki [on-board]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on May 17, 2016 by xi'an

abcruiseABC in Helsinki (a.k.a. ABCruise) has started! With a terrific weather most adequate for a cruise on the Baltic. The ship on which the workshop takes place is certainly larger than any I have been on, including the Channel ferries, and the inside alley looks rather like a shopping centre! However, the setting is exceptional, with comfy sea-facing cabins and pleasant breaks (including fancy tea!) Plus,  we have a quiet and cosy conference room that makes one forgets one is on a boat. Until it starts rocking. Or listing! The cruise boat is definitely large enough to be fairly stable. A unique experience we could consider for future (AB-see) workshops (with the caveat that we benefited from exceptional circumstances that brought the costs down to ridiculous amounts).

Richard Everitt talked about the synthetic likelihood approach and its connection with ABC. Making clear for me a point I had somewhat forgotten, namely that the approximative likelihood is a Gaussian at the observed summary statistics, but one centred at empirical moments derived from the simulation of pseudo summaries based on a given value of the parameter θ. So it is not an exact approach in that it does not converge to the true likelihood as the number of simulation grows to infinity. (While a kernel would converge.) That means it may (will) misrepresent the tails unless the distribution of the summary statistic is close to Normal. Richard also introduced bootstrap or bags of little bootstraps in order to speed up the generation of the pseudo-data, which makes sense albeit it moves the sampling away from the true model since it is conditional on  a single simulation.

Jean-Michel Marin introduced the ABC inference algorithm we are currently working on, using regression random forests that differ from the classification forests we used for model selection. (The paper is close to completion so I hope to be able to tell more in a near future!) Clara Grazian presented her semi-parametric work using ABC with Brunero Liseo. That was part of her thesis. Thomas Schön presented an extension of his particle Gibbs with adaptive sampling to the case of degenerate transitions, using an ABC approximation to get around this central problem. A very interesting entry that I need to study deeper. And Caroline Colijn talked about ABC for trees, mostly about the selection of summary statistics towards comparing tree topologies, with  a specific distance between trees that caters to the topology and only the topology.

ABC in Helsinki & Stockholm [deadline looming]

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on April 1, 2016 by xi'an

abcruiseIn case you have not yet registered for ABC in Helsinki (a.k.a. ABCruise), registration is open for just another week, with the all-inclusive fees of 200 euros for trip, cabin, talks, and meals! When registering you need to buy first a ticket on the Aalto University web shop: at some point, distinguishing between “Maksa” which means pay, and “Peruuta” which means cancel, may help! The submission of ABC posters is also encouraged till May 1, with emails to be sent to abcinhelsinki on gmail.