Archive for Oxford

MCqMC2020 key dates

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , on January 23, 2020 by xi'an

A reminder of the key dates for the incoming MCqMC2020 conference this summer in Oxford:

Feb 28, Special sessions/minisymposia submission
Mar 13, Contributed abstracts submission
Mar 27, Acceptance notification
Mar 27, Registration starts
May 8, End of early bird registration
June 12, Speaker registration deadline
Aug 9-14 Conference

and of the list of plenary speakers

Yves Atchadé (Boston University)
Jing Dong (Columbia University)
Pierre L’Ecuyer (Université de Montreal)
Mark Jerrum (Queen Mary University London)
Gerhard Larcher (JKU Linz)
Thomas Muller (NVIDIA)
David Pfau (Google DeepMind)
Claudia Schillings (University of Mannheim)
Mario Ullrich (JKU Linz)

the secret Commonwealth [book review]

Posted in Books, Kids, Travel with tags , , , , , , , , , , on January 12, 2020 by xi'an

Now that I have read The secret Commonwealth over the X break, I cannot but wait eagerly for the third volume! The book is indeed quite good, much in the spirit of the first ones in His dark materials than of the previous La belle sauvage. When La belle sauvage was at its core an oniric and symbolic tale floating on the Thames, with some events on the side, The secret Commonwealth on the opposite is much more centred on adventures and quests and a real story (or rather make it three!) and a growing threat, with side philosophical musings. Quite the opposite of the first book, in short. Even the time localisation is reverted. While La belle sauvage was taking place ten years before His dark materials, making Lyra a very young baby, this book takes place ten years later with Lyra a young adult, growing very quickly in maturity through the pages of the book. The two are so incredibly different that they could have almost be written by different authors… The secret Commonwealth is also much more cosmopolitan than its older sibling as both Lyra and Pan leave Oxford, then England to travel through Europe and Middle East towards a most dangerous destination. The central theme of the book is whether or not Reason or Rationalism should guide one’s life. Given the magical realism of the novel, where the soul of each character is expressed as a companion expressed as a particular animal, a marten called Pan (short for Pantalaimon) for Lyra, it is somewhat an easy (easier than in our own World!) plot line to dismiss rationalist thinkers pretending they do no exist. And to paint the philosophers following this route as either shallow and more interested in rethorics (than philosophy) or fake and deluded. Since Lyra reading these authors is the reason for a widening split between her and Pan, I did not find this part the best in the plot, even though it seemed inevitable. But the resulting quest and the “chance” meetings of both central characters are gripping and well-written, as well as deeply poignant. All characters build some depth, esp. compared with La belle sauvage where they were mostly caricatures. As it is very rare that the second volume in a series brings so much pleasure and improvements, I strongly recommend it (even as a start, skipping La belle sauvage !)

rationality and superstition

Posted in Books with tags , , , , , , , , on December 4, 2019 by xi'an

As I am about to read The Secret Commonwealth, the second volume in his Book of Dust trilogy, I found that Philip Pullman wrote a fairly interesting piece inspired from a visit to an 2018 exhibition at the Ashmolean Museum in Oxford, dedicated to magic and witchcraft. Which I enjoyed reading even though I do not agree with most points. Even though the human tendency to see causes in everything, hidden or even supernatural if need be, explains for superstition and beliefs in magics, the Enlightenment and rise of rationality saw the end of the witch-hunt craze of the 16th and early 17th Centuries (with close to 50,000 executions throughout Europe.

“…rationalism doesn’t make the magical universe go away (…) When it comes to belief in lucky charms, or rings engraved with the names of angels, or talismans with magic squares, it’s impossible to defend it and absurd to attack it on rational grounds because it’s not the kind of material on which reason operates. Reason is the wrong tool. Trying to understand superstition rationally is like trying to pick up something made of wood by using a magnet.”

“Whether witches were “filthy quislings” or harmless village healers, they and those who believed in witchcraft and magic existed in a shared mental framework of hidden influences and meanings, of significances and correspondences, whether angelic, diabolic, or natural (…)  a penumbra of associations, memories, echoes and correspondences that extend far into the unknown. In this way of seeing things, the world is full of tenuous filaments of meaning, and the very worst way of trying to see these shadowy existences is to shine a light on them.”

“I simply can’t agree with (Richard Dawkins’): “We don’t have to invent wildly implausible stories: we have the joy and excitement of real, scientific investigation and discovery to keep our imaginations in line.” (The Magic of Reality, 2011). If we have to keep our imaginations in line, it’s because we don’t trust them not to misbehave. What’s more, only scientific investigation can disclose what’s real. On the contrary, I’d rather say that there are times when we have to keep our reason in line. I daresay that the state of Negative Capability, where imagination rules, is in fact where a good deal of scientific discovery begins. “

O’Bayes 2019, more posters if you please!

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on March 26, 2019 by xi'an

As the announcement for O’Bayes 2019 appeared in the March issue of the IMS Bulletin I just received, let me call for further poster submissions to the meeting. The deadline for travel support submission is past, but poster submissions are welcomed till June 15. (Overlap with BNP12 is not an issue!) Submissions should be sent to me (gmail address: bayesianstatistics) as a one page pdf file. Registration is open, with accommodation options.

say cheese [jatp]

Posted in Statistics with tags , , , , , , , , , , on February 16, 2019 by xi'an

A picture taken at Jericho Cheese, Little Clarendon Street, Oxford, that I took this week when I visited this cheesemonger for the first time, after several years of passing by its tantalizing display of British cheeses! It happens to have become my most popular picture on Instagram, ranking above the fiery sunrise over the Calanques, and the alignment of brains at the Institute of Brain in Paris!

a pen for ABC

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , on February 13, 2019 by xi'an

Among the flury of papers arXived around the ICML 2019 deadline, I read on my way back from Oxford a paper by Wiqvist et al. on learning summary statistics for ABC by neural nets. Pointing out at another recent paper by Jiang et al. (2017, Statistica Sinica) which constructed a neural network for predicting each component of the parameter vector based on the input (raw) data, as an automated non-parametric regression of sorts. Creel (2017) does the same but with summary statistics. The current paper builds up from Jiang et al. (2017), by adding the constraint that exchangeability and partial exchangeability features should be reflected by the neural net prediction function. With applications to Markovian models. Due to a factorisation theorem for d-block invariant models, the authors impose partial exchangeability for order d Markov models by combining two neural networks that end up satisfying this factorisation. The concept is exemplified for one-dimension g-and-k distributions, alpha-stable distributions, both of which are made of independent observations, and the AR(2) and MA(2) models, as in our 2012 ABC survey paper. Since the later is not Markovian the authors experiment with different orders and reach the conclusion that an order of 10 is most appropriate, although this may be impacted by being a ble to handle the true likelihood.

Jeffreys priors for hypothesis testing [Bayesian reads #2]

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , , , on February 9, 2019 by xi'an

A second (re)visit to a reference paper I gave to my OxWaSP students for the last round of this CDT joint program. Indeed, this may be my first complete read of Susie Bayarri and Gonzalo Garcia-Donato 2008 Series B paper, inspired by Jeffreys’, Zellner’s and Siow’s proposals in the Normal case. (Disclaimer: I was not the JRSS B editor for this paper.) Which I saw as a talk at the O’Bayes 2009 meeting in Phillie.

The paper aims at constructing formal rules for objective proper priors in testing embedded hypotheses, in the spirit of Jeffreys’ Theory of Probability “hidden gem” (Chapter 3). The proposal is based on symmetrised versions of the Kullback-Leibler divergence κ between null and alternative used in a transform like an inverse power of 1+κ. With a power large enough to make the prior proper. Eventually multiplied by a reference measure (i.e., the arbitrary choice of a dominating measure.) Can be generalised to any intrinsic loss (not to be confused with an intrinsic prior à la Berger and Pericchi!). Approximately Cauchy or Student’s t by a Taylor expansion. To be compared with Jeffreys’ original prior equal to the derivative of the atan transform of the root divergence (!). A delicate calibration by an effective sample size, lacking a general definition.

At the start the authors rightly insist on having the nuisance parameter v to differ for each model but… as we all often do they relapse back to having the “same ν” in both models for integrability reasons. Nuisance parameters make the definition of the divergence prior somewhat harder. Or somewhat arbitrary. Indeed, as in reference prior settings, the authors work first conditional on the nuisance then use a prior on ν that may be improper by the “same” argument. (Although conditioning is not the proper term if the marginal prior on ν is improper.)

The paper also contains an interesting case of the translated Exponential, where the prior is L¹ Student’s t with 2 degrees of freedom. And another one of mixture models albeit in the simple case of a location parameter on one component only.