Archive for Stockholm

Nobel Prizes against le Pen!

Posted in Statistics with tags , , , , , , , , , , , on April 19, 2017 by xi'an

“Certains d’entre nous, lauréats du prix Nobel d’économie, ont été cités par des candidats à l’élection présidentielle française, notamment par Marine Le Pen et ses équipes, pour ­justifier un programme politique sur la question de l’Europe. Les signataires de cette lettre ont des po­sitions différentes sur les sujets complexes que sont l’union monétaire et les politiques de ­relance. ­Cependant, nos opinions convergent pour condamner cette instrumentalisation de la pensée économique dans le cadre de la campagne électorale française.

– La construction européenne est capitale non seulement pour maintenir la paix sur le continent mais également pour le progrès économique des Etats membres et leur pouvoir politique dans le monde.

– Les évolutions proposées par les programmes antieuropéens déstabiliseraient la France et re­mettraient en cause la coopération entre pays européens, qui assure aujourd’hui une stabilité économique et politique en Europe.

– Les politiques isolationnistes et protectionnistes et les dévaluations compétitives, toutes menées au détriment des autres pays, sont de dangereux moyens d’essayer de générer de la croissance. Elles entraînent des mesures de représailles et des guerres commerciales. Au final, elles se révéleront préjudiciables à la France ainsi qu’à ses partenaires commerciaux.

– Quand ils sont bien intégrés au marché du travail, les migrants peuvent être une opportunité économique pour le pays d’accueil. Plusieurs des pays les plus prospères au monde ont su accueillir et intégrer les émigrés.

– Il y a une grande différence entre choisir de ne pas rejoindre l’euro en premier lieu et en sortir après l’avoir adopté.

– Il faut renouveler les engagements de justice sociale, et ainsi garantir et développer l’équité et la protection sociale, en accord avec les valeurs traditionnelles de la France, de liberté, d’égalité et de fraternité. Mais l’on peut et l’on doit parvenir à cette protection sociale sans protectionnisme économique.

– Alors que l’Europe et le monde font face à des épreuves sans précédent, il faut plus de solidarité, pas moins. Les problèmes sont trop sérieux pour être confiés à des politiciens clivants.”

Angus Deaton (Princeton, prix Nobel en 2015), Peter Diamond (MIT, 2010), Robert Engle (NYU, 2003), Eugene Fama (Chicago, 2013), Lars Hansen (Chicago, 2013), Oliver Hart (Harvard, 2016), Bengt Holmström (MIT, 2016), Daniel Kahneman (Princeton, 2002), Finn Kydland (CMU, 2004), Eric Maskin (Harvard, 2007), Daniel McFadden (Berkeley, 2000), James Mirrlees (Cambridge, 1996), Robert Mundell (Columbia, 1999), Roger Myerson (Chicago, 2007), Edmund Phelps (Columbia, 2005), Chris Pissarides (LSE, 2010), Alvin Roth (Stanford, 2012), Amartya Sen (Harvard, 1998), William Sharpe (Stanford, 1990), Robert Shiller (Yale, 2013), Christopher Sims (Princeton, 2011), Robert Solow (Columbia, 1987), Michael Spence (Stanford, 2001), Joseph Stiglitz (Columbia, 2001), Jean Tirole (Toulouse School of Economics, 2014)

ISBA 2018, Edinburgh, 24-28 June

Posted in Statistics with tags , , , , , , , , , , on March 1, 2017 by xi'an

Edinburgh, Sept. 03, 2011The ISBA 2018 World Meeting will take place in Edinburgh, Scotland, on 24-29 June 2018. (Since there was some confusion about the date, it is worth stressing that these new dates are definitive!) Note also that there are other relevant conferences and workshops in the surrounding weeks:

  • a possible ABC in Edinburgh the previous weekend, 23-24 June [to be confirmed!]
  • the Young Bayesian Meeting (BaYSM) in Warwick, 2-3 July 2018 [with a potential short course on fundamentals of simulation in the following days, to be confirmed!]
  • MCqMC 2018 in Rennes, 1-6 July 208
  • ICML 2018 in Stockholm, 10-15 July 2018
  • the 2018 International Biometrics Conference in Barcelona, 8-13 July 2018

snapshot from Stockholm

Posted in pictures, Running, Travel with tags , , , , on May 18, 2016 by xi'an

ABC in Stockholm [on-board again]

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , on May 18, 2016 by xi'an

abcruiseAfter a smooth cruise from Helsinki to Stockholm, a glorious sunrise over the Ålend Islands, and a morning break for getting an hasty view of the city, ABC in Helsinki (a.k.a. ABCruise) resumed while still in Stockholm. The first talk was by Laurent Calvet about dynamic (state-space) models, when the likelihood is not available and replaced with a proximity between the observed and the simulated observables, at each discrete time in the series. The authors are using a proxy predictive for the incoming observable and derive an optimal—in a non-parametric sense—bandwidth based on this proxy. Michael Gutmann then gave a presentation that somewhat connected with his talk at ABC in Roma, and poster at NIPS 2014, about using Bayesian optimisation to reduce the rejections in ABC algorithms. Which means building a model of a discrepancy or distance by Bayesian optimisation. I definitely like this perspective as it reduces the simulation to one of a discrepancy (after a learning step). And does not require a threshold. Aki Vehtari expanded on this idea with a series of illustrations. A difficulty I have with the approach is the construction of the acquisition function… The last session while pretty late was definitely exciting with talks by Richard Wilkinson on surrogate or emulator models, which goes very much in a direction I support, namely that approximate models should be accepted on their own, by Julien Stoehr with clustering and machine learning tools to incorporate more summary statistics, and Tim Meeds who concluded with two (small) talks!, centred on the notion of deterministic algorithms that explicitly incorporate the random generators within the comparison, resulting in post-simulation recentering à la Beaumont et al. (2003), plus new advances with further incorporations of those random generators turned deterministic functions within variational Bayes inference

On Wednesday morning, we will land back in Helsinki and head back to our respective homes, after another exciting ABC in… workshop. I am terribly impressed by the way this workshop at sea operated, providing perfect opportunities for informal interactions and collaborations, without ever getting claustrophobic or dense. Enjoying very long days also helped. While it seems unlikely we can repeat this successful implementation, I hope we can aim at similar formats in the coming occurrences. Kitos paljon to our Finnish hosts!

ABC in Helsinki [on-board]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on May 17, 2016 by xi'an

abcruiseABC in Helsinki (a.k.a. ABCruise) has started! With a terrific weather most adequate for a cruise on the Baltic. The ship on which the workshop takes place is certainly larger than any I have been on, including the Channel ferries, and the inside alley looks rather like a shopping centre! However, the setting is exceptional, with comfy sea-facing cabins and pleasant breaks (including fancy tea!) Plus,  we have a quiet and cosy conference room that makes one forgets one is on a boat. Until it starts rocking. Or listing! The cruise boat is definitely large enough to be fairly stable. A unique experience we could consider for future (AB-see) workshops (with the caveat that we benefited from exceptional circumstances that brought the costs down to ridiculous amounts).

Richard Everitt talked about the synthetic likelihood approach and its connection with ABC. Making clear for me a point I had somewhat forgotten, namely that the approximative likelihood is a Gaussian at the observed summary statistics, but one centred at empirical moments derived from the simulation of pseudo summaries based on a given value of the parameter θ. So it is not an exact approach in that it does not converge to the true likelihood as the number of simulation grows to infinity. (While a kernel would converge.) That means it may (will) misrepresent the tails unless the distribution of the summary statistic is close to Normal. Richard also introduced bootstrap or bags of little bootstraps in order to speed up the generation of the pseudo-data, which makes sense albeit it moves the sampling away from the true model since it is conditional on  a single simulation.

Jean-Michel Marin introduced the ABC inference algorithm we are currently working on, using regression random forests that differ from the classification forests we used for model selection. (The paper is close to completion so I hope to be able to tell more in a near future!) Clara Grazian presented her semi-parametric work using ABC with Brunero Liseo. That was part of her thesis. Thomas Schön presented an extension of his particle Gibbs with adaptive sampling to the case of degenerate transitions, using an ABC approximation to get around this central problem. A very interesting entry that I need to study deeper. And Caroline Colijn talked about ABC for trees, mostly about the selection of summary statistics towards comparing tree topologies, with  a specific distance between trees that caters to the topology and only the topology.

ABC in Helsinki & Stockholm [deadline looming]

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on April 1, 2016 by xi'an

abcruiseIn case you have not yet registered for ABC in Helsinki (a.k.a. ABCruise), registration is open for just another week, with the all-inclusive fees of 200 euros for trip, cabin, talks, and meals! When registering you need to buy first a ticket on the Aalto University web shop: at some point, distinguishing between “Maksa” which means pay, and “Peruuta” which means cancel, may help! The submission of ABC posters is also encouraged till May 1, with emails to be sent to abcinhelsinki on gmail.

ABC in Helsinki & Stockholm [registration now open]

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on February 22, 2016 by xi'an

abcruiseAs announced in earlier posts, ABC in Helsinki (a.k.a. ABCruise) will take place on May 16-18, 2016 on a regular cruise boat going from Helsinki, Finland,  on the 16th to Stockholm, Sweden, and back to Helsinki before noon on the 18th. The workshop takes place from noon on the 16th till noon on the 18th, with a short break around noon on the 17th in Stockholm. Registration is now open and the fees are an all-inclusive 200 euros for trip, cabin, and meals! Thanks to the organising committee for achieving such a bargain! Just do not wait for registering! The submission of posters is also encouraged, with emails to be sent to abcinhelsinki on gmail.