Archive for LGM 2012


Posted in Mountains, pictures, Travel with tags , , , , , , on June 10, 2012 by xi'an

I did not see any troll in this land of the giants. Presumably, we were flying too high…

semi-automatic ABC [reply]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on June 5, 2012 by xi'an

When I came back from LGM2012 in Trondheim, I found the latest issue of Series B on my desk. It is much thicker than in “my” days, with about 250 pages in this June 2012 issue! (One reason is that it contains two Read Papers with their discussions, amounting to 110 pages of the journal.) The first Read Paper was “Catching up faster by switching sooner” by van Erven, Grünwald and de Rooij, that we discussed with Nicolas Chopin. There are also comments (among others!) from Stephen Lauritzen, Iain Murray, and Aki Vehtari, who also spoke about Bayesian model evaluation tools at LGM2012. The second Read Paper is Fearnhead’s and Prangle’s semi-automatic ABC that I discussed last December. I have already posted about this Read Paper and used some of the discussion in preparing my ABC PhD class in Roma.  However, the remark we made in our discussion with Jean-Michel Marin that the Bayes factor would not be a pertinent summary statistic for model choice is wrong, as shown by Dennis Prangle in his poster at the workshop in Bristol. And, when reading the reply by Paul Fearnhead and Dennis Prangle, I do not see a satisfactory answer to my demand of more formal conditions for Theorem 2 and its corollary, the convergence of the noisy ABC posterior to the true parameter (page 425), to apply. (Such results exist in indirect inference.)

LGM 2012, Trondheim (3)

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , on June 2, 2012 by xi'an

Last and final day of LGM 2012: it started most auspiciously with a bit of melted snow. The big news of the day however was [for me] that the next LGM was staged to take place in Reykjavik, Iceland. Indeed, Iceland is sharing top-of-the-list with Greenland and Patagonia for the countries I want to visit, one day, and I hope I will be able to attend and to take some time off to make a trek inland… Besides this personal (and therefore uninteresting!) happy event (!), the day contained a wealth of interesting talks, from Malgorzata Roos talking about using Hellinger distance to evaluate prior sensitivity (with the side impact of driving me posting a question on StackExchange about unbiased estimators of Hellinger distances!), to Aki Vehtari discussing cross-validation and other predictive entities (and concluding on the poor performances of DIC), to Luke Bornn proposing using auxiliary variables and warping to recover stationarity, to Alex Lenkoski achieving a fairly compelling advance by noticing that Gaussian graphical model selection can be handled outside the reversible jump framework, and more (including a machine-learning talk by Valeria Vitelli, now a next door neighbour at École Centrale, on the other side of Parc de Sceaux!). The conclusion talk by Gregor Gorjanc on statistical models for animal breeding genetics was more historical than methodological, however it should work as a nice refresher each time I need to make sure I understand the genetic vocabulary!

All in all, this was a wonderful workshop! New topics that I hope to study deeper, new people I was lucky to meet, most enjoyable city and running routes, hence a highly consistent choice of LGM meeting locations!, a superb sunset on the Trondheimsfjord the last evening, terrific breakfasts that border brunches, convenient travel connections (except for the last leg on the RER train from Charles de Gaulle where I got stuck for one hour)… Just great.