ABC…ancun, July 13, 2014

We received the good news from the Program Committee of the next ISBA World meeting in Cancún, Quintana Roo, México, that our proposal of a short course on ABC methods was accepted. So, along with Jean-Michel Marin, I hope to introduce ABC to a large group of interested participants on either July 13 or the morn of July 14. Here is the abstract for the short course

ABC appeared in 1999 to solve complex genetic problems where the likelihood of the model was impossible to compute. They are now a standard tool in the statistical genetic community but have also addressed many other problems where likelihood computation was also an issue, including dynamic models in signal processing and financial data analysis. However, these methods suffer to some degree from calibration difficulties that make them rather volatile in their implementation and thus render them suspicious to the users of more traditional Monte Carlo methods. Nonetheless, ABC techniques have several claims to validity: first, they are connected with econometric methods like indirect inference. Second, they can be expressed in terms of various non-parametric estimators of the likelihood or of the posterior density and follow standard convergence patterns. At last, they appear as regular Bayesian inference over noisy data. The lectures cover those validation steps but also detail the different implementations of ABC algorithms and the calibration of their parameters. The second part of the course illustrates those issues in the special case of the coalescent model used in population genetics, where many of the early advances of ABC were first implemented.

and the complete description is available on the ISBA website.

In addition, the special ISBA section sessions for BayesComp and O’Bayes ISBA sections have been accepted too. (As well as sessions for most of the other ISBA sections.) Thanks to Raquel Prado and to the whole scientific committee for working hard towards another successful ISBA World meeting! Note that the early bird conference registration begins today, so make sure to book your seat for Cancun!

ISBA towards higher computing goals [yet another new section!!!]

Surrounding the great and exciting gathering of Bayesian statisticians in Kyoto last June, several ISBA sections have appeared in the past weeks, as already mentioned on the ‘Og. Along with Anto Mira and Nicolas Chopin (who did most of the organisational work while I was wandering down under!), we discussed about a Bayesian computation section and, thanks to the massive support of the community, we engaged into setting this new section of ISBA, with the help of Peter Green and Håvard Rue. The structure has now been granted an approval stamp by the ISBA highest powers and so here we are with a brand new ISBA Section on Bayesian Computation!!! (A notion I remember discussing with Peter Müller in Valparaiso in…2004!) I think I was the first member to join the section, following the announcement of its official creation by Merlise Clyde… Here is a draft of the call to potential members (along with my own comments):

Over the past twenty years, Bayesian computation has been a tremendous catalyst in Bayesian ideas reaching practitioners – statisticians and non-statisticians alike. It has also providied a fantastic arena for original research in algorithmic statistics and numerical probability, not to mention other fields at the interface. At this more mature stage of its development, at a time where ambitions of statisticians and the expectations on statistics grow, Bayesian computation must remain a major area of research and innovation. Then principled methods of statistical analysis can continue to be both readily available and customarily implemented, as we deal with data on a (much) larger scale, in higher dimensions and with more complex structure.

We invite all ISBA members with (any degree of) interest in computation for Bayesian inference to join the newly created ISBA Section on Bayesian Computation (BayesComp) – and that means both researchers involved in developing new computational methods and associated theory, and users of Bayesian statistical methods interested in implementing, sharing, disseminating, or learning best practice. The purposes of the Section are as multifaceted as the aspects of Bayesian computation, including promoting original research into computational methods for Bayesian inference and decision making, encouraging the use of frontier computational tools among practitioners, the development of adapted software, languages, platforms, and dedicated machines, and translating and disseminating among statisticians methods developed in other disciplines.

To address these purposes, the Section will among other activities organise specific conferences (such as the upcoming MCMSki IV in January 2014), workshops, short courses, webinars, and sessions in other meetings like ISBA and JSM, and will develop and maintain a website of information, tools, and advice as an authoritative central resource for Bayesian computation. The first such resource is already posted: the ISBA Foundation Lecture by Christian Robert on “Approximate Bayesian computation (ABC): Advances and Questions.”[I am definitely not responsible for this inclusion!]

Section dues are only $5 a year or $75 for a Lifetime membership. As part of the Fall (Autumn) Membership Promotion, all new annual memberships will be extended until 31 December, 2013! The section will be holding elections in November, so please join today so that you may participate in choosing the first set of elected officers–and please contact us if you are interested in any of the elected positions! More details to come on the BayesComp section website and the ISBA Bulletin. [You should definitely opt for the Life membership as I did, given that the transaction costs are paid only once! This also means more money for the Section to support younger members towards travel to conferences…]

Welcome to Year 1 BC (BayesComp)!

Nicolas Chopin, Peter Green, Antonietta Mira, Christian Robert and Håvard Rue.