Archive for Newcastle-upon-Tyne

guess what..?! Yet another worskhop in the endless summer Bayesian series!

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on April 18, 2018 by xi'an

Dennis Prangle pointed to me the perfectly timed i-like workshop taking place in Newcastle, on the days priors to ABC in Edinburgh and ISBA (similarly in Edinburgh!). (Note that Warwick is also part of the i-like network. Actually, the first i-like workshop was my first trip abroad after the Accident!) I may sound negative about these workshops, but on the opposite am quite a fan of them, just regretting that the main event did not take advantage of them all to reduce the volume of talks there. As I suggested, it could have been feasible to label these satellites as part of the main conference towards making speakers at these officially speakers at ISBA 2018 in case talks were required for support…

The i-like workshop 2018 is the sixth edition of a yearly series of workshops dedicated to the topic of intractable likelihoods, hosted by Newcastle University. The workshop will take place from Wednesday 20 June 2018 – Friday 22 June 2018 in Room 2.98, Armstrong Building, Newcastle upon Tyne. Registration is free and mandatory!

I spent a few days in Newcastle at the RSS meeting of 2013, with my friends Jim Hobert and Elias Moreno. Enjoying very much the city, its surroundings, the great meadow north of the city in a glorious sunset (I still bemoan not catching on camera!). And it is just in the vicinity of Hadrian’s Wall, just on the other side of the Borders, very close to Edinburgh in fact.

Great North Road [book review]

Posted in Books, Running, Travel with tags , , , , , , , , , , , , , , , on January 6, 2017 by xi'an

As I was unsure of the Internet connections and of the more than likely delays I would face during my trip to India, I went fishing for a massive novel on Amazon and eventually ordered Peter Hamilton’s Great North Road, a 1088 pages behemoth! I fear the book qualifies as space opera, with the conventional load of planet invasions, incomprehensible and infinitely wise aliens, gateways for instantaneous space travels, and sentient biospheres. But the core of the story is very, very, Earth-bound, with a detective story taking place in a future Newcastle that is not so distant from now in many ways. (Or even from the past as the 2012 book did not forecast Brexit…) With an occurrence of the town moor where I went running a few years ago.

The book is mostly well-designed, with a plot gripping enough to keep me hooked for Indian evenings in Kolkata and most of the flight back. I actually finished it just before landing in Paris. There is no true depth in the story, though, and the science fiction part is rather lame: a very long part of the detective plot is spent on the hunt for a taxi by an army of detectives, a task one would think should be delegated to a machine-learning algorithm and solved in a nano-second or so. The themes heavily borrow from those of classics like Avatar, Speaker for the Dead, Hyperion [very much Hyperion!], Alien… And from The Girl with the Dragon Tattoo for an hardcore heroin who is perfect at anything she undertakes.  Furthermore, the Earth at the centre of this extended universe is very close to its present version, with English style taxis, pub culture, and a geopolitic structure of the World pretty much unchanged. Plus main brands identical to currents ones (Apple, BMW, &tc), to the point it sounds like sponsored links! And no clue of a major climate change despite the continued use of fuel engines. Nonetheless, an easy read when stuck in an airport or a plane seat for several hours.

auxiliary variable methods as ABC

Posted in Books, pictures, Statistics, University life with tags , , , , , on May 9, 2016 by xi'an

ruins of the abbey at Tynemouth, Sept. 03, 2013Dennis Prangle and Richard Everitt arXived a note today where they point out the identity between the auxiliary variable approach of Møller et al. (2006) [or rather its multiple or annealed version à la Murray] and [exact] ABC (as in our 2009 paper) in the case of Markov random fields. The connection between the two appears when using an importance sampling step in the ABC algorithm and running a Markov chain forward and backward the same number of steps as there are levels in the annealing scheme of MAV. Maybe more a curiosity than an indicator of a large phenomenon, since it is so rare that ABC can be use in its exact form.

changing focus is not an option!

Posted in Statistics, University life with tags , , , , , , on October 11, 2013 by xi'an

Here is a quote from Mervyn Stone’s discussion of the DIC paper in Series B

“The paper is rather economical with the ‘truth’. The truth of pt(Y) corresponds fixedly to the conditions of the experimental or observational set-up that ensures independent future replication Yrep or internal independence of y = (y1,…,yn) (not excluding an implicit concomitant x). For pt(Y) ≈ p(Y|θt), θt must parameterize a scientifically plausible family of alternative distributions of Y under those conditions and is therefore a necessary ‘focus’ if the ‘good [true] model’ idea is to be invoked: think of tossing a bent coin. Changing focus is not an option.”

that I found most amusing (and relevant)! Elías Moreno and I wrote our discussions from Newcastle-upon-Tyne  for Series B (and arXived them as well, with a wee bit of confusion when I listed the affiliations: I am not [yet] associated with la Universidad de Las Palmas de Gran Canaria..!).

art brut

Posted in pictures, Travel with tags , , , on October 10, 2013 by xi'an

IMG_1674

my DICussion

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , on September 25, 2013 by xi'an

IMG_1648Following the Re-Reading of Spiegelhalter et al. (2002) by David at the RSS Annual Conference a few weeks ago, and my invited discussion there, I was asked to contribute a written discussion to Series B, a request obviously impossible to refuse!

The main issue with DIC is the question of its worth for Bayesian decision analysis (since I doubt there are many proponents of DIC outside the Bayesian community). The appeal of DIC is, I presume, to deliver a single summary per model under comparison and to allow therefore for a complete ranking of those models. I however object at the worth of simplicity for simplicity’s sake: models are complex (albeit less than reality) and their usages are complex as well. To consider that model A is to be preferred upon model B just because DIC(A)=1228 < DiC(B)=1237 is a mimicry of the complex mechanisms at play behind model choice, especially given the wealth of information provided by a Bayesian framework. (Non-Bayesian paradigms are more familiar with procedures based on a single estimator value.) And to abstain from accounting for the significance of the difference between DIC(A) and DIC(B) clearly makes matters worse.

This is not even discussing the stylised setting where one model is considered as “true” and where procedures are compared by their ability to recover the “truth”. David Spiegelhalter repeatedly mentioned during his talk that he was not interested in this. This stance brings another objection, though, namely that models can only be compared against their predictive abilities, which DIC seems unable to capture. Once again, what is needed is a multi-factor and all-encompassing criterion that evaluates the predictive models in terms of their recovery of some features of the phenomenon under study. Or of the process being conducted. (Even stooping down to a one-dimensional loss function that is supposed to summarise the purpose of the model comparison does not produce anything close to the DIC function.)

ruins of the abbey at Tynemouth, Sept. 03, 2013Obviously, considering that asymptotic consistency is of no importance whatsoever (as repeated by David in Newcastle) avoids some embarrassing questions, except the one about the true purpose of statistical models and procedures. How can they be compared if no model is true and if accumulating data from a given model is not meaningful? How can simulation be conducted in such a barren landscape?  I find it the more difficult to accept this minimalist attitude that models are truly used as if they were or could be true, at several stages in the process. It also prevents the study of the criterion under model misspecification, which would clearly be of interest.

Another point, already exposed in our 2006 Bayesian Analysis paper with Gilles Celeux, Florence Forbes, and Mike Titterington, is that there is no unique driving principle for constructing DICs. In that paper, we examined eight different and natural versions of DIC for mixture models, resulting in highly diverging values for DIC and the effective dimension of the parameter, I believe that such a lack of focus is bound to reappear in any multimodal setting and fear that the answer about (eight) different focus on what matters in the model is too cursory and lacks direction for the hapless practitioner.

My final remark about DIC is that it shares very much the same perspective as Murray Aitkin’s integrated likelihood, Both Aitkin (1991, 2009) and Spiegelhalter et al. (2002) consider a posterior distribution on the likelihood function, taken as a function of the parameter but omitting the delicate fact that it also depends on the observable and hence does not exist a priori. We wrote a detailed review of Aitkin’s (2009) book, where most of the criticisms equally apply to DIC, and I will not repeat them here, except for pointing out that it escapes the Bayesian framework (and thus requires even more its own justifications).

RSS conference in Newcastle

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , on September 5, 2013 by xi'an

IMG_1697Although I could not stay at the RSS Annual Conference for the three days, I would have liked to do so, as there were several interesting sessions, from MCMC talks by Axel Finke, Din-Houn Lau, Anthony Lee and Michael Betancourt, to the session on Anti-fragility, the concept produced by Nassim Taleb in his latest book (reviewed before completion by Larry Wasserman). I find it rather surprising that the RSS is dedicating a whole session to this, but the usually anti-statistic stance of Taleb (esp. in The Black Swan) may explain for it (and the equally surprising debate between a “pro-Taleb” and a “pro-Silver”. I will also miss Sharon McGrayne‘s talk on the Bayesian revolution, but look forward to hear it at the Bayes-250 day in Duke next December. And I could have certainly benefited from the training session about building a package in R. It seemed, however, that one-day attendance was a choice made by many participants to the conference, judging from the ability to register for one or two days and from the (biased) sample of my friends.

Incidentally, the conference gave me the opportunity to discover Newcastle and Tynemouth, enjoying the architecture of Grey Street and running on the huge meadows almost at the city centre, among herds of cows in the morning fog. (I wish I had had more time to reach the neighbourly Hadrian wall and Durham, that I only spotted from the train to B’ham!)