Archive for Finland

ABC gas

Posted in pictures, Running, Travel with tags , , , , , , , on August 9, 2017 by xi'an

Helsingin satama ja katedraali [jatp]

Posted in pictures, Running, Travel, University life with tags , , , , , , , , on July 27, 2017 by xi'an

Self-Transcendence 2 mile races in Helsinki

Posted in Running, Travel, University life with tags , , , , , , , , , , , on July 26, 2017 by xi'an

Upon our arrival in Helsinki for EMS 2017, Jean-Michel Marin pointed out to me the existence of a 2 miles race the next day [as every Tuesday], indicated on the webpage of the conference. And encouraged me to run it. As I had brought my running gear and did not need preparation for a 2 miles [a mere loop in the parc!], I decided to try the race and we took a tram all the way to a faraway suburb where a few other runners had gathered. It was very relaxed and friendly, with recyclable cloth bibs and free juice available. Against all odds, I managed to win the race, with a first mile under six minutes thanks to another runner rushing me. And got a tee shirt as a reward. (Checking on Wikipedia later, I found that Sri Chinmoy was an Indian guru advocating running as a form of meditation, which I find rather absurd as I am anything but meditating when running a race..!)

Takaisin helsinkiin

Posted in pictures, Statistics, Travel with tags , , , , , , , , , , on July 23, 2017 by xi'an

I am off tomorrow morning to Helsinki for the European Meeting of Statisticians (EMS 2017). Where I will talk on how to handle multiple estimators in Monte Carlo settings (although I have not made enough progress in this direction to include anything truly novel in the talk!) Here are the slides:

I look forward this meeting, as I remember quite fondly the previous one I attended in Budapest. Which was of the highest quality in terms of talks and interactions. (I also remember working hard with Randal Douc on a yet-unfinished project!)

Mördar-Anders och hans vänner [book review]

Posted in Books, Travel with tags , , , , , , , , on February 25, 2017 by xi'an

“The medieval city of Visby and its shops were preparing for the approaching Christmas season. Interest rates were down to 0.0, which encouraged people to spend money they did not have so that Christmas sales would break records once again.” (p.332)

Thanks to these forced 24 hours in Schiphol, I bought and read a third book by the Swedish author Jonas Jonasson. Which title is Hitman Anders and the meaning of it all. The themes are almost exactly the same as in the previous novels, namely an improbable bunch of losers, growing like a dustball during the story, being unexpectedly provided (like the hundred-year old man) with a huge sum of money by illegal means and managing to keep it from the reach of the State and of a whole collection of gangsters, with a bit of a road movie outside Stockholm and the same fascination for camper-vans [without an elephant this time] and some mild reflections on the role of religion in Swedish society. Plus the customary appearance of the King and Queen. Not absolutely unpleasant but not superlatively funny and somewhat repetitive. (Like the 20th novel of Paasilinna!)

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!