Archive for IHP

Olli à/in/im Paris

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , on May 27, 2013 by xi'an

Warning: Here is an old post from last October I can at last post since Olli just arXived the paper on which this talk was based (more to come, before or after Olli’s talk in Roma!).

Oliver Ratman came to give a seminar today at our Big’MC seminar series. It was an extension of the talk I attended last month in Bristol:

10:45 Oliver Ratmann (Duke University and Imperial College) – “Approximate Bayesian Computation based on summaries with frequency properties”

Approximate Bayesian Computation (ABC) has quickly become a valuable tool in many applied fields, but the statistical properties obtained by choosing a particular summary, distance function and error threshold are poorly understood. In an effort to better understand the effect of these ABC tuning parameters, we consider summaries that are associated with empirical distribution functions. These frequency properties of summaries suggest what kind of distance function are appropriate, and the validity of the choice of summaries can be assessed on the fly during Monte Carlo simulations. Among valid choices, uniformly most powerful distances can be shown to optimize the ABC acceptance probability. Considering the binding function between the ABC model and the frequency model of the summaries, we can characterize the asymptotic consistency of the ABC maximum-likelhood estimate in general situations. We provide examples from phylogenetics and dynamical systems to demonstrate that empirical distribution functions of summaries can often be obtained without expensive re-simulations, so that the above theoretical results are applicable in a broad set of applications. In part, this work will be illustrated on fitting phylodynamic models that capture the evolution and ecology of interpandemic influenza A (H3N2) to incidence time series and the phylogeny of H3N2’s immunodominant haemagglutinin gene.

I however benefited enormously from hearing the talk again and also from discussing the fundamentals of his approach before and after the talk (in the nearest Aussie pub!). Olli’s approach is (once again!) rather iconoclastic in that he presents ABC as a testing procedure, using frequentist tests and concepts to build an optimal acceptance condition. Since he manipulates several error terms simultaneously (as before), he needs to address the issue of multiple testing but, thanks to a switch between acceptance and rejection, null and alternative, the individual α-level tests get turned into a global α-level test.

Panthéon

Posted in pictures, University life with tags , , , , , , , , on March 29, 2013 by xi'an

crossing Rue Soufflot on my way to IHP from Vieux Campeur, March 28, 2013

As I was crossing the street, on my way to Institut Henri Poincaré to attend the Big’MC seminar with talks by Yves Atchadé on confidence intervals on MCMC ouput and Omiros Papaspiliopoulos on exact filtering, I thought the Panthéon had a nice enough background to deserve a picture. I also stopped by a nearby art shop to buy 0.7mm leads for my mechanical pencil and ended up discussing Charles Rennie Mackintosh with the seller, as I was wearing my University of Glasgow sweatshirt…

Kerrie Mengersen’s talk in Paris

Posted in pictures, Statistics with tags , , on May 9, 2012 by xi'an

Kerrie Mengersen (QUT, Brisbane, visiting Paris-Dauphine and CREST) is giving a talk tomorrow at 4:30pm at Institut Henri Poincaré, during the Séminaire Big’MC, following a talk by Meili Baragatti (MISTEA, SupAgro) on parallel tempering ABC (I discussed in this post):

Understanding images: from inferential aims to models to algorithms

In the excitement of working with algorithms, it is sometimes salutary to remind ourselves of their purpose. In this presentation, we consider the analysis of image data and try to match inferential aims, models and computational methods. We describe and compare the approaches in the context of some real case studies in agriculture and environmental monitoring.

Évariste Galois in the métro…

Posted in Books, pictures, Travel, University life with tags , , , , , on December 18, 2011 by xi'an

This morning, while waiting for a very late métro, I took those pictures from the platform.

These posters were in Bourg-la-Reine, where Évariste Galois was born in 1811 and which now celebrates the 200th anniversary of his birth. There are other celebrations around, at IHP for instance.

Another postdoc offer in Paris

Posted in Travel, University life with tags , , , , on November 21, 2011 by xi'an

Here is an offer for a 6 to 12 month postdoc in Paris, with one theme potentially interesting for Og’s readers:

The CARMIN Project, created as part of the call for “laboratories of excellence” of the French Ministry of Higher Education and Research, aims at creating  places where mathematicians can exchange and pool their skills in order to solve  big scientific issues. In the mathematics field, there are indeed a  number of open scientific problems that cannot be solved by a single person. This “mathematical” infrastructure is essential for maintaining excellence in the French mathematical school at the highest international level. (More information)­ ­

PRESENTATION of the PROGRAMM

As part of the LabEx CARMIN, IHES and IHP offer young researchers in mathematics a joint post-doctoral programme for 2012-2013 that will enable candidates selected by the Scientific Committee to combine a research visit at IHES with participation to one of the quaterly IHP thematic programmes for a duration of 6 to 12 months.

CONDITION

• To have obtained a PhD in 2009 or later.
­• To participate in one of the three thematic trimestrial programmes 2012-2013 at IHP:
– 10 September 2012 – 14 December 2012: Conformal Geometry and Kählerian Geometry (M. GURSKY, E. HÉBEY, F. PACARD, J. VIACLOVSKY)
– 7 January – 5 April 2013: Mathematics and Bio-Economics for the Sustainable Management of Biodiversity (M. DE LARA, L. DOYEN)
– 15 April -12 July 2013: Variational and Spectral Methods in Quantum Mechanics (M. ESTEBAN, M. LEWIN)

HOW TO APPLY Each candidate is expected to apply online

• filling out the application form online • and submitting the following documents:

– Curriculum-vitæ
– Publication list
– Research Project
– 2 or 3 recommendation letters to be sent directly to ­candidature-carmin [ã] ihes.fr

APPLICATION DEADLINE : 10 December 10 2011