Archive for model uncertainty

can we trust computer simulations?

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , on July 10, 2015 by xi'an


How can one validate the outcome of a validation model? Or can we even imagine validation of this outcome? This was the starting question for the conference I attended in Hannover. Which obviously engaged me to the utmost. Relating to some past experiences like advising a student working on accelerated tests for fighter electronics. And failing to agree with him on validating a model to turn those accelerated tests within a realistic setting. Or reviewing this book on climate simulation three years ago while visiting Monash University. Since I discuss in details below most talks of the day, here is an opportunity to opt away! Continue reading

EQUIP launch

Posted in Statistics, University life with tags , , , , , , on October 10, 2013 by xi'an

Today, as I was around (!), I attended the launch of the new Warwick research project EQUIP (which stands for Enabling quantification of uncertainty for inverse problems). This is an EPSRC funded project merging mathematics, numerical analysis, statistics and geophysics, with a primary target application [alas!] in the oil industry. It will start hiring four (4!) postdocs pretty soon. The talks were all interesting, but I particularly liked the idea that they were addressed primarily to students who were potentially interested in the positions. In addition, Mark Girolami gaves a most appreciated insight on the modelling of uncertainty in PDE models, connecting with earlier notions set by Tony O’Hagan, modelling that I hope we can discuss further when both in Warwick!

Snapshots from CRiSM workshop

Posted in Statistics, University life with tags , , , , , , , , on May 31, 2010 by xi'an

The workshop is a mix of theory, methodology, computational techniques and applications that makes it quite exciting. Although I already gave several versions of my talk in the past year, I still got interesting feedback, in particular a connection between our Savage-Dickey representation and bridge sampling. Among the interesting talks I attended, a few snapshots; both Jim Berger and Dongchu Sun presented new closed form expressions for effective numbers of parameters in complex linear models, Antonio Lijoi covered some mathematics of species estimation models [with some possible connections with Geoff Nicholls’  earlier talk on language classification], Chris Holmes exposed the advances he had made since Edinburgh (at least for those of us who attended both meetings), highlighting an interesting link with LDA, both Chris and Matthew Stephens considering direction selection for discrimination and clustering, Peter Müller talked about the analysis of a genetic pathway model represented as a graph, Robert Kohn zoomed through an adaptive particle MCMC algorithm where the likelihood was estimated (with the interesting side comment that what looks as an unbiased estimator from one perspective is also an auxiliary joint likelihood from another perspective) and David Spiegelhalter gave a both hilarious and thought-provoking talk on the “deeper uncertainty” that surrounds statistical models.

Talk at CRiSM

Posted in R, Statistics, University life with tags , , , , , , , , on May 30, 2010 by xi'an

This is the talk I am giving at the workshop on model uncertainty organised by the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick, on May 30-June 1. Careful readers will notice there is not much difference with my previous talk on the topic, as I only included the Savage-Dickey slides from the talk in San Antonio!

Model uncertainty in Warwick (2)

Posted in Statistics, University life with tags , , , on January 21, 2010 by xi'an

The workshop on model uncertainty organised by the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick, on May 30-June 1, and discussed in that post is now almost full and there are only a few slots left for contributed talks! The deadline for abstract submission and Young Academic Awards is March 15 but interested readers should apply asap!

Model uncertainty in Warwick

Posted in Statistics, University life with tags , , , , , on November 19, 2009 by xi'an

Yet another workshop: Prior to the Valencia 9/ISBA 2010 meeting, there will be a workshop on model uncertainty organised by the Centre for Research in Statistical Methodology (CRiSM) at the University of Warwick, on May 30-June 1. The purpose of the meeting is to discuss recent developments and research on topics related to model uncertainty and model choice. The workshop largely follows the format of the 2006 CRiSM workshop on Bayesian Inference for Stochastic Systems. As in 2006, the timing of the conference has been chosen to ease the transition, for all interested participants, to the Valencia International Meetings on Bayesian Statistics, starting on June 3. The invited speakers are
Jim Berger (Duke)
Carlos Carvalho (Chicago)
David Dunson (Duke)
Jon Forster (Southampton)
Arnoldo Frigessi (Oslo)
Alan Gelfand (Duke)
Ed George (Pennsylvania)
Chris Holmes (Oxford)
Michael Jordan (Berkeley)
Robert Kohn (Sydney)
Athanasios Kottas (California)
Antonio Lijoi (Pavia)
David Madigan (Columbia)
Peter Müller (Texas)
Christian Robert (Paris)
David Spiegelhalter (Cambridge)
Yee Whye Teh (UCL)
Nanny Wermuth (Gothenburg)
Henry Wynn (LSE)
and I am looking forward this topical meeting because this is an area central to my research interests. Since most attendees will also be in Benidorm the following week, we can envision ten days of exciting debates about the nature of Bayesian model choice!