Archive for Hong Kong

Save the kids

Posted in Statistics with tags , , , , , , , , , on November 19, 2019 by xi'an

back from HKU

Posted in Kids, pictures, Travel, University life with tags , , , , , , , , , on November 16, 2019 by xi'an

impressions from EcoSta2017 [guest post]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on July 6, 2017 by xi'an

[This is a guest post on the recent EcoSta2017 (Econometrics and Statistics) conference in Hong Kong, contributed by Chris Drovandi from QUT, Brisbane.]

There were (at least) two sessions on Bayesian Computation at the recent EcoSta (Econometrics and Statistics) 2017 conference in Hong Kong. Below is my review of them. My overall impression of the conference is that there were lots of interesting talks, albeit a lot in financial time series, not my area. Even so I managed to pick up a few ideas/concepts that could be useful in my research. One criticism I had was that there were too many sessions in parallel, which made choosing quite difficult and some sessions very poorly attended. Another criticism of many participants I spoke to was that the location of the conference was relatively far from the city area.

In the first session (chaired by Robert Kohn), Minh-Ngoc Tran spoke about this paper on Bayesian estimation of high-dimensional Copula models with mixed discrete/continuous margins. Copula models with all continuous margins are relatively easy to deal with, but when the margins are discrete or mixed there are issues with computing the likelihood. The main idea of the paper is to re-write the intractable likelihood as an integral over a hypercube of ≤J dimensions (where J is the number of variables), which can then be estimated unbiasedly (with variance reduction by using randomised quasi-MC numbers). The paper develops advanced (correlated) pseudo-marginal and variational Bayes methods for inference.

In the following talk, Chris Carter spoke about different types of pseudo-marginal methods, particle marginal Metropolis-Hastings and particle Gibbs for state space models. Chris suggests that a combination of these methods into a single algorithm can further improve mixing. Continue reading

relativity of falsification?

Posted in Books, Kids with tags , , , , , on October 13, 2013 by xi'an

IMG_1568“It seems entirely reasonable to believe in the effectiveness of T.C.M. and still have grave doubts about qi… The causal theory that’s concocted to explain the practical successes of treatment is not terribly important or interesting to the poor schlub who’s thrown out his back or taken ill.”

In the train to Roissy airport, I read an old New York Times, as I had no time to download today’s issue. One surprising article was about Chinese medicine, for it was written by a philosopher (or at least a professor of philosophy!) but did not hold much depth in its analysis. The writer was making an argument about the relativity of Scientific proofs, mixing Popper (of course!), Kuhn and Feyerabend (whose deconstructionism he misrepresented as a complete abandon of the scientific method) with Conan-Doyle’s belief in spirits and curses. As if a (talented) writer like Conan-Doyle could bring any scientific weight in the debate… And opposing Western versus Eastern science. The author actually seemed to question the relevance of Popper’s falsification principle, on the grounds that (a) established science does not readily accept falsifications of its current theories and (b) beliefs may turn into scientific theories if we find new experimental ways to test (falsify) them. Point (a) is confusing Science with the scientific establishment, which has repeatedly proved itself a bastion of conservatism (even though caution makes sense as well), while point (b) sounds like opening a Pandora box fuelled by extreme relativism: see e.g. “Maybe in years to come we will discover some subtle chemical properties in turtle blood that ameliorate certain illnesses“. There is no relativity in the way (reproducible) experiments are conducted and analysed. I liked (not!) the argument that masters of Traditional Chinese medicine took years to learn their anatomical maps, as it reminded me of medieval medical doctors having to master astrological maps to gain their degree… As a very minor aside, I also got surprised that the Buddhist author of the article agreed to have a turtle killed just to drink its blood towards treating a cold, while entertaining (reasonable) doubts about the efficiency of the treatment!  (Disclaimer: I am not dismissing traditional Chinese medicine versus occidental medicine, as I think they both involve both empirical learning and a-scientific aspects. This is about the philosophical arguments in the article.)

After writing that piece in the train, I alas missed my flight to Warwick (by 3 minutes, not due to writing the post!) and then checked the paper on the Web where I found this much more detailed criticism by Jerry Coyne (professor at U of Chicago and author of a book called Why evolution is true?)

Χ on stage

Posted in Kids, pictures, Travel, University life with tags , , , , , , , on September 11, 2013 by xi'an

XonXA screen-shot of the video taken during my talk in Hong Kong (restricted to 2013 WSC attendants, I am afraid. Or not.), where I happened to be wearing my favourite (and only) Scotland rugby shirt with prominent  Χ labels…