Archive for Finland

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.

StanCon in Helsinki [29-31 Aug 2018]

Posted in Books, pictures, R, Statistics, Travel, University life with tags , , , , , , , , on March 7, 2018 by xi'an

As emailed to me by Aki Vehtari, the next StanCon will take place this summer in the wonderful city of Helsinki, at the end of August. On Aalto University Töölö Campus precisely. The list of speakers and tutorial teachers is available on the webpage. (The only “negative point” is that the conference does not include a Tuesday, the night of the transcendence 2 miles race!) Somewhat concluding this never-ending summer of Bayesian conferences!

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!)