Archive for United Kingdom

Bayes.2.5.0 reminder

Posted in Books, Statistics, Travel, University life with tags , , , , , , on June 2, 2013 by xi'an

Just a reminder that Bayes 250 at the RSS is taking place in less than three weeks and that it would be a good idea to register now (using a form and not an on-line page, unfortunately)! Here is the official program.

Current Schedule
11:00 Registration and tea
11:30 Welcome
11:35 Anthony O’Hagan (Warwickshire) and Dennis Lindley (Somerset) – video recorded interview
12:15 Gareth Roberts (University of Warwick) “Bayes for differential equation models”

12:45 14:00 Lunch and posters

14:00 Sylvia Richardson (MRC Biostatistics Unit) “Biostatistics and Bayes”
14:30 Dennis Prangle (Lancaster University) “Approximate Bayesian Computation”
14:50 Phil Dawid (University of Cambridge), “Putting Bayes to the Test”

15:20 tea

16:00 Mike Jordan (UC Berkeley) “Feature Allocations, Probability Functions, and Paintboxes”
16:30 Iain Murray (University of Edinburgh) “Flexible models for density estimation”
16:50 YeeWhye Teh (University of Oxford) “MCMC for Markov and semi-Markov jump processes”

17:20 posters and drinks

Day 2:

09:30 Michael Goldstein (Durham University) “Geometric Bayes”
10:00 Andrew Golightly (Newcastle University), “Auxiliary particle MCMC schemes for partially observed diffusion processes”
10:20 Nicky Best (Imperial College London) “Bayesian space-time models for environmental epidemiology”

10:50 tea

11:15 Christophe Andrieu (University of Bristol) “Inference with noisy likelihoods”
11:45 Chris Yau (Imperial College London) “Understanding cancer through Bayesian approaches”
12:05 Stephen Walker (University of Kent) “The Misspecified Bayesian”

12:35 Lunch

13:30 Simon Wilson (Trinity College Dublin), “Linnaeus, Bayes and the number of species problem”
14:00 Ben Calderhead (UCL) “Probabilistic Integration for Differential Equation Models”
14:20 Peter Green (University of Bristol and UT Sydney) “Bayesian graphical model determination”
14:50 Closing Remarks Adrian Smith (University of London)

MCMC at ICMS (3)

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on April 26, 2012 by xi'an

The intense pace of the two first days of our workshop on MCMC at ICMS had apparently taken an heavy toll on the participants as a part of the audience was missing this morning! Although not as a consequence of the haggis of the previous night at the conference dinner, nor even as a result of the above pace. In fact, the missing participants had opted ahead of time for leaving the workshop early, which is understandable given everyone’s busy schedule, esp. for those attending both Bristol and Edinburgh workshops, however slightly impacting the atmosphere of the final day. (Except for Mark Girolami who most unfortunately suffered such a teeth infection that he had to seek urgent medical assistance yesterday afternoon. Best wishes to Mark for a prompt recovery, say I with a dental appointment tomorrow…!)

The plenary talk of the day was delivered by Heikki Haario, who provided us with a survey of the (adaptive) MCMC advances he and his collaborators had made in the analysis of complex and immensely high-dimensional weather models. This group of Finnish researchers, who started from inverse problem analysis rather than from MCMC, have had a major impact on the design and validation of adaptive MCMC algorithms, especially in the late 1990′s. (Heikki also was a co-organizer of the Adap’ski workshops, workshops that may be continued, stay tuned!) The next talk, by Marko Laine, was also about adaptive MCMC algorithms, with the difference that the application was climate modelling. It contained interesting directions about early stopping (“early rejection”, as opposed to “delayed rejection”) of diverging proposals (gaining 80% in computing time!) and about parallel adaptation. Still in the same theme, Gersende Fort explained the adaptive version of the equi-energy sampler she and co-authors had recently developed. Although she had briefly presented this paper in Banff a month ago, I found the talk quite informative about the implementation of the method and at the perfect technical level (for me!).

In [what I now perceive as] another recurrent theme of the workshop, namely the recourse to Gaussian structures like Gaussian processes (see, e.g., Ian Murray’s talk yesterday), Andrew Stuart gave us a light introduction to random walk Metropolis-Hastings algorithms on Hilbert spaces. In particular, he related to Ian Murray’s talk of yesterday as to the definition of a “new” random walk (due to Radford Neal)  that makes a proposal

y=\sqrt{1-\beta^2}x_{t-1}+\beta\zeta\quad 0<\beta<1,\zeta\sim\varphi(|\zeta|)

that still preserves the acceptance probability of the original (“old”) random walk proposal. The final talks of the morning were Krys Latuszynski’s and Nick Whiteley’s very pedagogical presentations of the convergence properties of manifold MALA and of particle filters for hidden Markov models.  In both cases, the speakers avoided the overly technical details and provided clear intuition in the presented results, a great feat after those three intense days of talks! (Having attended Nick’s talk in Paris two weeks ago helped of course.)

Unfortunately, due to very limited flight options (after one week of traveling around the UK) and also being slightly worried at the idea of missing my flight!, I had to leave the meeting along with all my French colleagues right after Jean-Michel Marin’s talk on (hidden) Potts driven mixtures, explaining the computational difficulties in deriving marginal likelihoods. I thus missed the final talk of the workshop by Gareth Tribello. And delivering my final remarks at the lunch break.

Overall, when reflecting on those two Monte Carlo workshops, I feel I preferred the pace of the Bristol workshop, because it allowed for more interactions between the participants by scheduling less talks… This being said, the organization at ICMS was superb (as usual!) and the talks were uniformly very good so it also was a very profitable meeting, of a different kind! As written earlier, among other things, it induced (in me) some reflections on a possible new research topic with friends there. Looking forward to visit Scotland again, of course!

High speed trains in Britain

Posted in Kids, Travel with tags , , , , , on September 18, 2011 by xi'an

I read an article in the Economist about (and against) high speed trains in Britain. It is eloquently entitled “the great train robbery” and in the tradition of the Economist, opposes this type of government interventions. In the current case, the issue is rather poorly argued! For instance, “the trend in France has been for headquarters to move up the line to Paris and for fewer overnight stays elsewhere”: I am afraid this trend started around Louis XIV’s time, the French TGV did not aggravate a strong Jacobin characteristic of French politics and sociology, the predominant role of Paris. On the other hand, the fast train connections to Marseille, Lilles, or Bordeaux means day trips are possible by train rather than plane. The article does not mention the Channel tunnel project, a state-funded venture if any, that made plane travel between Paris and London a thing from the past and twinned both cities by a two hour trip so much that going shopping from one place to the other sounds completely natural (to my kids if not to me!). Similarly, “China’s safety failures have shown the perils of skimping in any way” does not apply everywhere (while I agree that the precipitation China showed in building such an immense fast-speed network is not unrelated with the recent crash). Moreover, the idea that “upgrading existing, slower networks often makes more sense” is fine as long as companies are willing to invest in the long term. But the story of British railways shows the opposite, namely that companies are looking at short-term profits and balk at those long-term investments. Only states can provoke changes at this scale, so of course “ordinary taxpayers end up paying”. But they would pay in other ways for extending road networks or existing airports, or for maintaining isolated commercial hubs. While the Economist is admitting that “Victorian railways ushered in a golden age of prosperity”, I wonder how it could have supported railways constructions in the 1800′s!

UK riot statistics

Posted in Statistics with tags , , on August 19, 2011 by xi'an

The Guardian published today some statistics related to the riots in England last week. The data is available, made of a dozen variables characterising those “people accused of offences related to this week’s riots“, along with plain pie-charts of binary variables (!). I am not sure how much can be said about this data, even though it will eventually cover over 2,000 people. A more interesting item of information would be sociological variables associated with the suspected rioters, as well as the dynamics that brought them to the riot places. The above map does little to explain whether or not the rioters were locals.

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