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…

Hong Kong snapshot (#3)

Posted in Mountains, pictures, Running, Travel with tags , , , on August 30, 2013 by xi'an


2013 WSC, Hong Kong

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on August 28, 2013 by xi'an

HongKong1After an early but taxing morning run overlooking the city, and a recovery breakfast (!), I went from my flat to the nearby Hong Kong Convention Centre where the ISI (2013 WSC) meeting is taking place. I had a few chats with friends and publishers (!), then read a chapter of Rissanen’s book over an iced coffee before attending the Bernoulli session. This was a fairly unusual session with a mix of history of probability, philosophy of probability and statistics, and computational issues (my talk). Edith Sylla gave some arguments as to why Ars Conjectandi (that she translated) was the first probability book ever. Krzys Burdzy defended his perspective on why von Mises and de Finetti were wrong (in their foundational views of statistics). And I gave my talk on a mixture of Bernoulli factory, Russian roulette and ABC  (After my talk, Victor Perez Abreu told me that Jakob Bernoulli had presumably used simulation to evaluate the variance of the empirical mean in the Bernoulli case.) What I found most interesting in the historical talk was that Bernoulli had proven his result in the late 1680’s but he waited to complete his book on moral and commercial issues, waited too long since he died before. This reminded me of Hume using probabilistic arguments a few years later to disprove the existence of miracles. And of Price waiting for Bayes’ theorem to counter Hume. The talk by Krzys was a quick summary of the views exposed in his book, which unsurprisingly did not convince me that von Mises and de Finetti (a) had failed and (b) needed to use a new set of (six) axioms to define probability. I often reflected on the fact that when von Mises and de Finetti state(d) that probability does not exist, they applied the argument to a single event and this does not lead to a paradox in my opinion. Anyway, this talk of Krzys’ induced most of the comments from the floor, my own talk being in fine too technical to fit in this historical session. (And then there was still some time to get to a tea shop in Sheng Wan to buy some Pu Ehr, if not the HK$3000 variety…!)