three ½ [out of 159] versions of Johnny B. Goode

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

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]

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’…”

intractable likelihoods (even) for Alan

In connection with the official launch of the Alan Turing Institute (or ATI, of which Warwick is a partner), it funded an ATI Scoping workshop yesterday a week ago in Warwick around the notion(s) of intractable likelihood(s) and how this could/should fit within the themes of the Institute [hence the scoping]. This is one among many such scoping workshops taking place at all partners, as reported on the ATI website. Workshop that was quite relaxed and great fun, if only for getting together with most people (and friends) in the UK interested in the topic. But also pointing out some new themes I had not previously though of as related to ilike. For instance, questioning the relevance of likelihood for inference and putting forward decision theory under model misspecification, connecting with privacy and ethics [hence making intractable “good”!], introducing uncertain likelihood, getting more into network models, RKHS as a natural summary statistic, swarm of solutions for consensus inference… (And thanks to Mark Girolami for this homage to the iconic LP of the Sex Pistols!, that I played maniacally all over 1978…) My own two-cents into the discussion were mostly variations of other discussions, borrowing from ABC (and ABC slides) to call for a novel approach to approximate inference: