Archive for model criticism

never mind the big data here’s the big models [workshop]

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on December 22, 2015 by xi'an

Maybe the last occurrence this year of the pastiche of the iconic LP of the Sex Pistols!, made by Tamara Polajnar. The last workshop as well of the big data year in Warwick, organised by the Warwick Data Science Institute. I appreciated the different talks this afternoon, but enjoyed particularly Dan Simpson’s and Rob Scheichl’s. The presentation by Dan was so hilarious that I could not resist asking him for permission to post the slides here:

Not only hilarious [and I have certainly missed 67% of the jokes], but quite deep about the meaning(s) of modelling and his views about getting around the most blatant issues. Ron presented a more computational talk on the ways to reach petaflops on current supercomputers, in connection with weather prediction models used (or soon to be used) by the Met office. For a prediction area of 1 km². Along with significant improvements resulting from multiscale Monte Carlo and quasi-Monte Carlo. Definitely impressive! And a brilliant conclusion to the Year of Big Data (and big models).

never mind the big data here’s the big models [workshop]

Posted in Kids, pictures, Statistics with tags , , , , , , , on December 10, 2015 by xi'an

A perfect opportunity to recycle the pastiche of the iconic LP of the Sex Pistols!, that Mark Girolami posted for the ATI Scoping workshop  last month in Warwick. There is an open workshop on the theme of big data/big models next week in Warwick, organised by the Warwick Data Science Institute. It will take place on December 15, from noon till 5:30pm in the Zeeman Building. Invited speakers are

• Robert Scheichl (University of Bath, Dept of Mathematical Sciences)
• Shiwei Lan (University of Warwick, Dept of Statistics)
• Konstantinos Zygalakis (University of Southampton, Dept of Mathematical Sciences)
Dan Simpson (University of Bath, Dept of Mathematical Sciences), with the enticing title of “To avoid fainting, keep repeating ‘It’s only a model’…”

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.