Archive for University of Oxford

Metropolis-Hastings via Classification [One World ABC seminar]

Posted in Statistics, University life with tags , , , , , , , , , , , , , , , on May 27, 2021 by xi'an

Today, Veronika Rockova is giving a webinar on her paper with Tetsuya Kaji Metropolis-Hastings via classification. at the One World ABC seminar, at 11.30am UK time. (Which was also presented at the Oxford Stats seminar last Feb.) Please register if not already a member of the 1W ABC mailing list.

two ISBA meetings in 2022

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on May 11, 2021 by xi'an

As in 2019, both the O’Bayes and BNP conferences will occur the same year, if not back-to-back as in 2019 (when they were in neighbouring Oxford and Warwick, respectively). To quote from the current Chair of the OBayes section of ISBA, my friend Gonzalo,

“the next International Workshop on Objective Bayes Methodology (O-Bayes, OBayes, O’Bayes, Ohhh Bayes,..) is scheduled for September 2022 from 7th (Wed) to 10th (Sat) and will be hosted by University of California, Santa Cruz. This will be the 14th meeting of one of the longest-running and preeminent meetings in Bayesian statistics (the 1st was in USA 1996; the last one in 2019 in UK). In this conference, we will be celebrating the 70th birthday of Luis Pericchi an extraordinary person who has been very influential in the successful development of OBayesian ideas.”

thus seeing the O’Bayes meeting taking place in North America in early Fall, followed by BNP 13 in South America a month later (and thus Spring!), quoting from Alessandra Guglielmi:

“Due to the ongoing COVID-19 pandemic, the 13th World Meeting on Bayesian Nonparametrics (BNP Workshop) is postponed until 2022. The meeting is currently scheduled to take place in Puerto Varas, Chile, October 24-28, 2022.”

El lago Llanquihue, con el volcán Osorno al fondo Yuri de Mesquita Bar / Getty Images/iStockphoto


on Astra and clots

Posted in Books, Kids, pictures, Statistics with tags , , , , , , , , , , , , on March 16, 2021 by xi'an

A tribune this morning in The Guardian by David Spiegelhalter on having no evidence that the Oxford/AstraZeneca vaccine causes blood clots.

“It’s a common human tendency to attribute a causal effect between different events, even when there isn’t one present: we wash the car and the next day a bird relieves itself all over the bonnet. Typical.”

David sets the 30 throboembolic events among the 5 million people vaccinated with AstraZeneca in perpective of the expected 100 deep vein thromboses a week within such a population. Which coincides with the UK’s Medicines and Healthcare Products Regulatory Agency statement that the blood clots are in par with the expected numbers in the vaccinated population. (The part of the tribune about the yellow card reports, based on 10 million vaccinated people, reiterates the remark but may prove confusing to some!) As for hoping for a rational approach to the issue,  … we would need a different type of vaccine, far from being available! As demonstrated by the decision to temporarily stop vaccinating with this vaccine, causing sure additional deaths in the coming weeks.

“Will we ever be able to resist the urge to find causal relationships between different events? One way of doing this would be promoting the scientific method and ensuring everyone understands this basic principle. Testing a hypothesis helps us see which hunches or assumptions are correct and which aren’t. In this way, randomised trials have proved the effectiveness of some Covid treatments and saved vast numbers of lives, while also showing us that some overblown claims about treatments for Covid-19, such as hydroxychloroquine and convalescent plasma, were incorrect.”

Metropolis-Hastings via classification

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on February 23, 2021 by xi'an

Veronicka Rockova (from Chicago Booth) gave a talk on this theme at the Oxford Stats seminar this afternoon. Starting with a survey of ABC, synthetic likelihoods, and pseudo-marginals, to motivate her approach via GANs, learning an approximation of the likelihood from the GAN discriminator. Her explanation for the GAN type estimate was crystal clear and made me wonder at the connection with Geyer’s 1994 logistic estimator of the likelihood (a form of discriminator with a fixed generator). She also expressed the ABC approximation hence created as the actual posterior times an exponential tilt. Which she proved is of order 1/n. And that a random variant of the algorithm (where the shift is averaged) is unbiased. Most interestingly requiring no calibration and no tolerance. Except indirectly when building the discriminator. And no summary statistic. Noteworthy tension between correct shape and correct location.

a journal of the plague year [almost gone]

Posted in Books, Kids, Mountains, pictures, Travel with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , on January 23, 2021 by xi'an

Read The stars are legion, by Kameron Hurley, which I brought back from Gainesville last year. Although I cannot remember why I bought the book, it must have been a “recommendation” on Amazon… The story is part unusual, part classical, with a constant switch between the two major characters [viewpoint].  And between different times. The style is complex, maybe too complex, as the universe is slowly revealing itself, through the perception biases of the characters. Including (spoiler!) one with multiple memory erasures and two attempts at recycling. Stars are actually (spoiler!) space-ships with some possibly organic elements that are decomposing (and showing the steel skeletons), with also apparently organic smaller vessels to travel between ships or fight between clans. Some of the ship inhabitants are mutants, possibly for being unprotected from space or ship radiations (although the control and propulsion of these ships is never mentioned), possibly because they are perceived as such by different groups in the ships, à la Huxley’s Brave New World? And there seem to be only females on-board, with all of them getting (mysteriously) pregnant at one time or another, rarely giving birth to children (associated with driving the ships? creating new ships?) but rather to other organic entities, apparently contributing to keeping the ship alive. All this is quite creative, with a powerful theme of power versus motherhood, but the story-telling is just too messy for me to have enjoyed it. The more because the type of subterranean universe where characters wander from one level to the next and discover supremely different ecosystems at each level never appealed to me. Since I read Verne’s Voyage au Centre de la Terre. (And I suddenly remembered dropping out of an earlier Hurley’s book.)

Cooked (the last remaining) pumpkin risotto with (legal) Lapsang tea, which worked out rather nicely, albeit loosing most of the Lapsang flavour. Had a week of (pleasant) cookie flavour home fragrance while my wife was preparing cookies for the entire family. Cooked a brunch with my son on the last Sunday of 2020, once again with Lapsang as drink. And had a Michelin take-away with my mom in Caen, since all restaurants remain closed till an unknown date. Which proved a great choice as it was surprisingly good, once out of the (potato starch) package.

Watched Season 2 of the BBC His Dark Materials series. Still impressed by the high level of the show (and enjoying it even more as I had forgotten basically everything about The Subtle Knife!) Except for the dark matter physicist turning to I Ching to understand her empirical experiment… But it remains a great series (esp. when mostly avoiding bears.) Also rewatched a Harry Potter film with my daughter, The Order of the Phoenix, which I found rather poor on the whole, despite a few great scenes (like the Wesley twins’ departure) and the fabulous rendering of the petty bureaucratic evil of Mrs. Umbridge throughout the film. And a part of The Half Blood Prince. Which sounded much better by comparison.

“It slowly dawned on me that it’s possible for the wise men who run your life for you to see disaster coming and not have a plan for dealing with it”

Read another K.J. Parker’s book, “How to rule an empire and get away with it“, sequel to “Sixteen ways &tc.” Light (mind-candy) but enjoyable bedside reading. Somewhat of a classical trick where a double becomes the real thing, if not in a Kagemusha tragic style.