Archive for University of Warwick

pseudo slice sampling

Posted in Books, Statistics, University life with tags , , , , , on November 26, 2015 by xi'an

The workshop in Warwick last week made me aware of (yet) another arXiv posting I had missed: Pseudo-marginal slice sampling by Iain Murray and Matthew Graham. The idea is to mix the pseudo-marginal approach of Andrieu and Roberts (2009) with a noisy slice sampling scheme à la Neal (2003). The auxiliary random variable u used in the (pseudo-marginal) unbiased estimator of the target I(θ), Î(θ,u), and with distribution q(u) is merged with the random variable of interest so that the joint is


and a Metropolis-Hastings proposal on that target simulating from k(θ,θ’)q(u’) [meaning the auxiliary is simulated independently] recovers the pseudo-marginal Metropolis-Hastings ratio


(which is a nice alternative proof that the method works!). The novel idea in the paper is that the proposal on the auxiliary u can be of a different form, while remaining manageable. For instance, as a two-block Gibbs sampler. Or an elliptical slice sampler for the u component. The argument being that an independent update of u may lead the joint chain to get stuck. Among the illustrations in the paper, an Ising model (with no phase transition issue?) and a Gaussian process applied to the Pima Indian data set (despite a recent prohibition!). From the final discussion, I gather that the modification should be applicable to every (?) case when a pseudo-marginal approach is available, since the auxiliary distribution q(u) is treated as a black box. Quite an interesting read and proposal!

intractable likelihoods (even) for Alan

Posted in Kids, pictures, Statistics with tags , , , , , , , , , , , , on November 19, 2015 by xi'an

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:

fellowship openings at the Alan Turing Institute

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , , on November 17, 2015 by xi'an

[Verbatim from the  Alan Turing Institute webpage]Alan Turing Fellowships

This is a unique opportunity for early career researchers to join The Alan Turing Institute. The Alan Turing Institute is the UK’s new national data science institute, established to bring together world-leading expertise to provide leadership in the emerging field of data science. The Institute has been founded by the universities of Cambridge, Edinburgh, Oxford, UCL and Warwick and EPSRC.

Fellowships are available for 3 years with the potential for an additional 2 years of support following interim review. Fellows will pursue research based at the Institute hub in the British Library, London. Fellowships will be awarded to individual candidates and fellows will be employed by a joint venture partner university (Cambridge, Edinburgh, Oxford, UCL or Warwick).

Key requirements: Successful candidates are expected to have i) a PhD in a data science (or adjacent) subject (or to have submitted their doctorate before taking up the post), ii) an excellent publication record and/or demonstrated excellent research potential such as via preprints, iii) a novel and challenging research agenda that will advance the strategic objectives of the Institute, and iv) leadership potential. Fellowships are open to all qualified applicants regardless of background.

Alan Turing Fellowship applications can be made in all data science research areas. The Institute’s research roadmap is available here. In addition to this open call, there are two specific fellowship programmes:

Fellowships addressing data-centric engineering

The Lloyd’s Register Foundation (LRF) / Alan Turing Institute programme to support data-centric engineering is a 5-year, £10M global programme, delivered through a partnership between LRF and the Alan Turing Institute. This programme will secure high technical standards (for example the next-generation algorithms and analytics) to enhance the safety of life and property around the major infrastructure upon which modern society relies. For further information on data-centric engineering, see LRF’s Foresight Review of Big Data. Applications for Fellowships under this call, which address the aims of the LRF/Turing programme, may also be considered for funding under the data-centric engineering programme. Fellowships awarded under this programme may vary from the conditions given above; for more details contact

Fellowships addressing data analytics and high-performance computing

Intel and the Alan Turing Institute will be supporting additional Fellowships in data analytics and high-performance computing. Applications for Fellowships under this call may also be considered for funding under the joint Intel-Alan Turing Institute programme. Fellowships awarded under this joint programme may vary from the conditions given above; for more details contact

Download full information on the Turing fellowships here

Diversity and equality are promoted in all aspects of the recruitment and career management of our researchers. In keeping with the principles of the Institute, we especially encourage applications from female researchers

ghost town [book review]

Posted in Books, Kids, Travel, University life with tags , , , , , , , , , , , on November 7, 2015 by xi'an

During my week in Warwick, I bought a book called Ghost Town, by Catriona Troth, from the campus bookstore, somewhat randomly, mostly because its back-cover was mentioning Coventry in the early 1980’s, racial riots, and anti-skinhead demonstrations, as well as the University of Warwick. And Ska, this musical style from the 1980’s, inspired from an earlier Jamaican rhythm, which emerged in Coventry with a groups called The Specials. (And the more mainstream Madness from Camden Town.)  While this was some of the music I was listening to at that time, I was completely unaware it had started in Coventry! And Ghost Town is a popular song from The Specials.  Which thus inspired the title of the book..

Enough with preliminaries!, the book is quite a good read, although more for the very realistic rendering of the atmosphere of the early 1980’s than for the story itself, even though both are quite intermingled. Most of the book action takes place in an homeless shelter where students just out of the University (or simply jobless) run the shelter and its flow of unemployed workers moving or drifting from the closed factories of the North towards London… This is Margaret Thatcher’s era, no doubt about this!, and the massive upheaval of industrial Britain at that time is translated into the gloomy feeling of an impoverished Midlands city like Coventry. This is also the end of the 1970’s, with (more) politically active students, almost indiscriminatingly active against every perceived oppression, from racism, to repression, the war in Ireland (with the death of Bobby Sand in Maze prison, for which I remember marching in Caen…), but mostly calling for a more open society. Given the atmosphere at that time, and especially given this was the time I was a student, there is enough material to make the book quite enjoyable [for me] to read! Even though I find the personal stories of both main protagonists somewhat caricaturesque and rather predictable. And, maybe paradoxically, the overall tone of the (plot) relationship between those two is somewhat patronising and conservative. When considering that they both can afford to retreat to safe havens when need be. But this does not make the bigger picture any less compelling a read, as the description of the (easy) manipulation of the local skinheads towards more violent racism by unnamed political forces is scary, with a very sad ending.

One side comment [of no relevance] is that reading the book made me realise I had no idea what Coventry looks like: none of the parts of town mentioned there evokes anything to me as I have never ventured farther than the train station! Which actually stands outside the ring road, hence not within the city limits. I hope I can find time during one of my next trips to have a proper look at down-town Coventry!

Salman Rushdie at the Banff Centre

Posted in Books, Kids, Mountains, pictures, Travel with tags , , , , , , , , , on September 28, 2015 by xi'an

By a great coincidence, I happened to be in Banff the same weekend as Salman Rushdie was giving a talk at the Banff Centre on his latest book! And got the news early enough to book a seat. The amphitheatre was unsurprisingly full and Salman Rushdie was interviewed by Eleanor Wachtel, first about the book and what led to its creation, especially the influence of his parents, and then second about his life and career, with an obvious focus on Khomeini’s fatwa. (The whole interview is podcasted on CBC.) Rushdie was witty and funny, even about the darkest moments, and discussed how in his youth no one would have imagined that religion would become such a central issue, defining and reducing people rather than being a part of them that would need no discussion. And how his family was de facto atheist, if not in words. The interview spent too little time on Rusdhie’s stand on freedom of expression, although he briefly spoke about the growing threats to this freedom, including those made in the name of religious freedom. (As we were reminded yesterday by the Warwick student union decision to bar Maryam Namazie from speaking on campus.) The experience was quite a treat, adding to the many bonuses of spending this weekend in Banff. Although I must admit I was fighting jetlag that late at night and hence must have dozed at points… (As an aside, I was rather surprised to see no security or police around the Banff Centre theatre, but of course this does not mean there was none. And this is Banff, not New York City or London.)

Non-reversible Markov Chains for Monte Carlo sampling

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on September 24, 2015 by xi'an

the pond in front of the Zeeman building, University of Warwick, July 01, 2014This “week in Warwick” was not chosen at random as I was aware there is a workshop on non-reversible MCMC going on. (Even though CRiSM sponsored so many workshops in September that almost any week would have worked for the above sentence!) It has always been kind of a mystery to me that non-reversibility could make a massive difference in practice, even though I am quite aware that it does. And I can grasp some of the theoretical arguments why it does. So it was quite rewarding to sit in this Warwick amphitheatre and learn about overdamped Langevin algorithms and other non-reversible diffusions, to see results where convergence times moved from n to √n, and to grasp some of the appeal of lifting albeit in finite state spaces. Plus, the cartoon presentation of Hamiltonian Monte Carlo by Michael Betancourt was a great moment, not only because of the satellite bursting into flames on the screen but also because it gave a very welcome intuition about why reversibility was inefficient and HMC appealing. So I am grateful to my two colleagues, Joris Bierkens and Gareth Roberts, for organising this exciting workshop, with a most profitable scheduling favouring long and few talks. My next visit to Warwick will also coincide with a workshop on intractable likelihood, next November. This time part of the new Alan Turing Institute programme.

AISTATS 2016 [call for submissions]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on August 21, 2015 by xi'an

At the last (European) AISTATS 2014, I agreed to be the program co-chair for AISTATS 2016, along with Arthur Gretton from the Gatsby Unit, at UCL. (AISTATS stands for Artificial Intelligence and Statistics.) Thanks to Arthur’s efforts and dedication, as the organisation of an AISTATS meeting is far more complex than any conference I have organised so far!, the meeting is taking shape. First, it will take place in Cadiz, Andalucía, Spain, on May 9-11, 2016. (A place more related to the conference palm tree logo than the previous location in Reykjavik, even though I would be the last one to complain it took place in Iceland!)

Second, the call for submissions is now open. The process is similar to other machine learning conferences in that papers are first submitted for the conference proceedings, then undergo a severe and tight reviewing process, with a response period for the authors to respond to the reviewers’ comments, and that only the accepted papers can be presented as posters, some of which are selected for an additional oral presentation. The major dates for submitting to AISTATS 2016 are

Proceedings track paper submission deadline 23:59UTC Oct 9, 2015
Proceedings track initial reviews available Nov 16, 2015
Proceedings track author feedback deadline Nov 23, 2015
Proceedings track paper decision notifications Dec 20, 2015

With submission instructions available at this address. Including the electronic submission site.

I was quite impressed by the quality and intensity of the AISTATS 2014 conference, which is why I accepted so readily being program co-chair, and hence predict an equally rewarding AISTATS 2016, thus encouraging all interested ‘Og’s readers to consider submitting a paper there! Even though I confess it will make a rather busy first semester for 2016, between MCMSki V in January, the CIRM Statistics month in February, the CRiSM workshop on Eatimating constants in April, AISTATS 2016 thus in May, and ISBA 2016 in June…


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