Archive for Kenilworth

at The X

Posted in pictures, Running, Travel, Wines with tags , , , , , , , on March 15, 2015 by xi'an

TheX

snapshot from Kenilworth

Posted in pictures, Running, Travel with tags , , on May 8, 2014 by xi'an

keniwo

sunrise over Warwickshire

Posted in pictures, Running, Travel with tags , , , on May 7, 2014 by xi'an

Warwickshire sunrise

Posted in pictures, Running, Travel, University life with tags , , , , , on November 30, 2013 by xi'an

IMG_2092

summary statistics for ABC model choice

Posted in Statistics with tags , , , , , , , , , on March 11, 2013 by xi'an

countryside near Kenilworth, England, March 5, 2013A few days ago, Dennis Prangle, Paul Fernhead, and their co-authors from New Zealand have posted on arXiv their (long-awaited) study of the selection of summary statistics for ABC model choice. And I read it during my trip to England, in trains and planes, if not when strolling in the beautiful English countryside as above.

As posted several times on this ‘Og, the crux of the analysis is that the Bayes factor is a good type of summary when comparing two models, this result extending to more model by considering instead the vector of evidences. As in the initial Read Paper by Fearnhead and Prangle, there is no true optimality in using the Bayes factor or vector of evidences, strictly speaking, besides the fact that the vector of evidences is minimal sufficient for the marginal models (integrating out the parameters). (This was a point made in my discussion.) The implementation of the principle is similar to this Read Paper setting as well: run a pilot ABC simulation, estimate the vector of evidences, and re-run the main ABC simulation using this estimate as the summary statistic. The paper contains a simulation study using some of our examples (in Marin et al., 2012), as well as an application to genetic bacterial data. Continue reading

English trip (1)

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , , on January 25, 2012 by xi'an

Today, I am attending a workshop on the use of graphics processing units in Statistics in Warwick, supported by CRiSM, presenting our recent works with Randal Douc, Pierre Jacob and Murray Smith. (I will use the same slides as in Telecom two months ago, hopefully avoiding the loss of integral and summation signs this time!) Pierre Jacob will talk about Wang-Landau.

Then, tomorrow, I am off to Cambridge to talk about ABC and model choice on Friday afternoon. (Presumably using the same slides as in Provo.)

The (1) in the title is in prevision of a second trip to Oxford next month and another one to Bristol two months after! (The trip to Edinburgh does not count of course, since it is in Scotland!)