[summer Astrostat school] room with a view [jatp]

I just arrived in Autrans, on the Plateau du Vercors overlooking Grenoble and the view is fabulistic! Trees have started to turn red and yellow, the weather is very mild, and my duties are restricted to teaching ABC to a group of enthusiastic astronomers and cosmologists..! Second advanced course on ABC in the mountains this year, hard to beat (except by a third course). The surroundings are so serene and peaceful that I even conceded to install RStudio for my course! Instead of sticking to my favourite vim editor and line commands.

ABC’ory in Banff [17w5025]

The ABC workshop I co-organised has now started and, despite a few last minutes cancellations, we have gathered a great crowd of researchers on the validation and expansion of ABC methods. Or ABC’ory to keep up with my naming of workshops. The videos of the talks should come up progressively on the BIRS webpage. When I did not forget to launch the recording. The program is quite open and with this size of workshop allows for talks and discussions to last longer than planned: the first days contain several expository talks on ABC convergence, auxiliary or synthetic models, summary constructions, challenging applications, dynamic models, and model assessment. Plus prepared discussions on those topics that hopefully involve several workshop participants. We had also set some time for snap-talks, to induce everyone to give a quick presentation of one’s on-going research and open problems. The first day was rather full but saw a lot of interactions and discussions during and around the talks, a mood I hope will last till Friday! Today in replacement of Richard Everitt who alas got sick just before the workshop, we are conducting a discussion on dimensional issues, part of which is made of parts of the following slides (mostly recycled from earlier talks, including the mini-course in Les Diablerets):

ABC in Les Diablerets

Since I could not download the slides of my ABC course in Les Diablerets in one go, I broke them by chapters as follows. (Warning: there is very little novelty in those slides, except for the final part on consistency.)

Although I did not do it on purpose (!), starting with indirect inference and other methods inspired from econometrics induced some discussion in the first hour of the course with econometricians in the room. Including Elvezio Ronchetti.

I also regretted piling too much material in the alphabet soup, as it was too widespread for a new audience. And as I could not keep the coherence of the earlier parts by going thru so many papers at once. Especially since I was a bit knackered after a day of skiing….

I managed to get to the final convergence chapter on the last day, even though I had to skip some of the earlier material. Which should be reorganised anyway as the parts between model choice with random forests and inference with random forests are not fully connected!

Les Diablerets skyline [jatp]

The short course I gave in Les Diablerets, Switzerland, was highly enjoyable, at least for me!, as it gave me the opportunity to present an  overview of the field, just before our workshop in Banff and to stay in a fantastic skiing area for four days! While I found out that my limited skiing skills are gone even more limited, the constant fresh snow falling during my stay and the very small number of people on the slopes made the outdoor highly enjoyable, the more because the temperatures were quite tolerable. The above picture was taken on the only morning it did not snow, with a nice cloud inversion over the valley separating France and Switzerland.

whiteout in Les Diablerets [jatp]

Bayesian methods in cosmology

A rather massive document was arXived a few days ago by Roberto Trotta on Bayesian methods for cosmology, in conjunction with an earlier winter school, the 44th Saas Fee Advanced Course on Astronomy and Astrophysics, “Cosmology with wide-field surveys”. While I never had the opportunity to give a winter school in Saas Fee, I will give next month a course on ABC to statistics graduates in another Swiss dream location, Les Diablerets.  And next Fall a course on ABC again but to astronomers and cosmologists, in Autrans, near Grenoble.

The course document is an 80 pages introduction to probability and statistics, in particular Bayesian inference and Bayesian model choice. Including exercises and references. As such, it is rather standard in that the material could be found as well in textbooks. Statistics textbooks.

When introducing the Bayesian perspective, Roberto Trotta advances several arguments in favour of this approach. The first one is that it is generally easier to follow a Bayesian approach when compared with seeking a non-Bayesian one, while recovering long-term properties. (Although there are inconsistent Bayesian settings.) The second one is that a Bayesian modelling allows to handle naturally nuisance parameters, because there are essentially no nuisance parameters. (Even though preventing small world modelling may lead to difficulties as in the Robbins-Wasserman paradox.) The following two reasons are the incorporation of prior information and the appeal on conditioning on the actual data.

The document also includes this above and nice illustration of the concentration of measure as the dimension of the parameter increases. (Although one should not over-interpret it. The concentration does not occur in the same way for a normal distribution for instance.) It further spends quite some space on the Bayes factor, its scaling as a natural Occam’s razor,  and the comparison with p-values, before (unsurprisingly) introducing nested sampling. And the Savage-Dickey ratio. The conclusion of this model choice section proposes some open problems, with a rather unorthodox—in the Bayesian sense—line on the justification of priors and the notion of a “correct” prior (yeech!), plus an musing about adopting a loss function, with which I quite agree.