Archive for SuSTain

still confronting intractability in Bristol…

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on April 19, 2012 by xi'an

Another definitely interesting and intense day at the Confronting Intractability in Statistical Inference workshop in Bristol: all talks there had a high informational content for me and even those I had heard previously [in Banff or elsewhere] had a significant impact! (One of the many good points of attending a conference in England is that there is no time difference and hence much less chances of my dozing during talks, which, alas!, now gets into an almost certainty for US conferences!) For instance, I am still coming to terms with Gareth’s importance sampling for continuous diffusions. (This was the first time I was hearing Arnaud’s talk on the estimation of the score vector and I definitely to hear it again, given its technicality!) Sumeet Singh gave a talk mixing ABC with maximum likelihood estimation for HMMS, in connection with his earlier paper, and I got more convince  by the idea of using a sequence of balls for keeping pseudo-data close to the true data when I realised it could be implemented sequentially. Nial Friel’s talk on the double intractable likelihoods was covering graphical models and social network models, maybe calling for a comparison with ABC, as done in the recent paper by Richard Everitt. I had too many slides and thus presumably failed to deliver an intelligible message about the selection of ABC summary statistics for testing, even though the population genetics new illustration presumably helped. In connection with our ABC paper, Dennis Prangle and Paul Fernhead presented a poster on using the Bayes factor as a summary statistics in this setup, in the spirit of their Read Paper of last December. And Richard Wilkinson concluded the day with a more philosophical talk on the dual nature of ABC inference, in a quite pleasant perspective (that related to the way ABC was received by econometricians during my talk in Princeton last week). The day ended up quite pleasantly in a south-Indian thali restaurant, a good preparation for Glasgow’s Ashoka tomorrow night!

Confronting intractability in Bristol

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , on April 18, 2012 by xi'an

Here are the (revised) slides of my talk this afternoon at the Confronting Intractability in Statistical Inference workshop in Bristol, supported by SuSTain. The novelty is in the final part, where we managed to apply our result to a three population genetic escenario using one versus two δμ summary statistics. This should be the central new example in the incoming revision of our paper to Series B.

More generally, the meeting is very interesting, with great talks and highly relevant topics: e.g., yesterday, I finally understood what transportation models meant (at the general level) and how they related to copula modelling, saw a possible connection from computer models to ABC, got inspiration to mix Gaussian processes with simulation output, and listened to the whole exposition of Simon Wood’s alternative to ABC (much more informative than the four pages of his paper in Nature!). Despite (or due to?) sampling Bath ales yesterday night, I even woke up early enough this morning to run over and under the Clifton suspension bridge, with a slight drizzle that could not really be characterized as rain…

UK trip [#4]

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on April 17, 2012 by xi'an

Today I am off (again: 4th time this year) to England, then Scotland, for a week. The first stop is in Bristol, where the Statistics group holds a four day workshop on Confronting Intractability in Statistical Inference, supported by SuSTain. This is a perfect theme for presenting and discussing ABC research, most obviously. I am looking forward to be back in Bristol with friends of many years. From Bristol, I will fly to Glasgow, where I give a seminar at the University of Glasgow on Friday and meet with Mike Titterington. Once more, I am looking forward to be back in Glasgow, having visited the University quite regularly since 1995.

Having a free weekend in Scotland can only imply one thing for me: head for the West and get to the mountains. Depending on the weather and on the (dis)continuation of a dark series with bag transportation, I hope to hike up Bidean nam Bian in Glencoe (as I did in 1995 upon Peter Green’s recommendation!) and climb Ben Nevis by Tower Ridge or even Point Five Gully (the epitome of Scottish Grade V!) if the ice and cold weather hold until Sunday (foolish hope!)…

And from Fort William I will drive to Edinburgh, where Mark Girolami, Antonietta Mira and myself are organizing an ICMS meeting on advances in MCMC on Monday-Wednesday of the following week. There is overlap in themes and participants between this workshop and the one in Bristol, but also a broader spectrum in Edinburgh, incl. a coverage of significant applications. Needless to say, I am also looking forward this meeting, as well as being in Edinburgh and staying in the vicinity of Arthur’s Seat once again!