Archive for University of Warwick

QuanTA

Posted in Books, pictures, Running, Statistics, University life with tags , , , , , , , on September 17, 2018 by xi'an

My Warwick colleagues Nick Tawn [who also is my most frequent accomplice to running, climbing and currying in Warwick!] and Gareth Robert have just arXived a paper on QuanTA, a new parallel tempering algorithm that Nick designed during his thesis at Warwick, which he defended last semester. Parallel tempering targets in parallel several powered (or power-tempered) versions of the target distribution. With proposed switches between adjacent targets. An improved version transforms the local values before operating the switches. Ideally, the transform should be the composition of the cdf and inverse cdf, but this is impossible. Linearising the transform is feasible, but does not agree with multimodality, which calls for local transforms. Which themselves call for the identification of the different modes. In QuanTA, they are identified by N parallel runs of the standard, or rather N/2 to avoid dependence issues, and K-means estimates. The paper covers the construction of an optimal scaling of temperatures, in that the difference between the temperatures is scaled [with order 1/√d] so that the acceptance rate for swaps is 0.234. Which in turns induces a practical if costly calibration of the temperatures, especially when the size of the jump is depending on the current temperature. However, this cost issue is addressed in the paper, resorting to the acceptance rate as a proxy for effective sample size and the acceptance rate over run time to run the comparison with regular parallel tempering, leading to strong improvements in the mixture examples examined in the paper. The use of machine learning techniques like K-means or more involved solutions is a promising thread in this exciting area of tempering, where intuition about high temperatures can be actually misleading. Because using the wrong scale means missing the area of interest, which is not the mode!

head position at Warwick stats

Posted in Statistics with tags , , , , , , , , on August 7, 2018 by xi'an

The Department of Statistics at Warwick seeks a new head to continue to develop and advance the quality of its education and research. The successful candidate will be appointed as a professor on an indefinite basis and will have a strong research and leadership profile. The appointment as Head of Department will be for three years in the first instance, with an option to extend. The next Head will work with this large and diverse community of academics and students, and support collaboration with the wider University. They will represent the Department to public and private audiences, nationally and internationally, and develop networks to promote the work of the Department. The deadline for applicants is 28 September 2018.

 

troubling trends in machine learning

Posted in Books, pictures, Running, Statistics, University life with tags , , , , , , , , , , , , , on July 25, 2018 by xi'an

This morning, in Coventry, while having an n-th cup of tea after a very early morning run (light comes early at this time of the year!), I spotted an intriguing title in the arXivals of the day, by Zachary Lipton and Jacob Steinhard. Addressing the academic shortcomings of machine learning papers. While I first thought little of the attempt to address poor scholarship in the machine learning literature, I read it with growing interest and, although I am pessimistic at the chances of inverting the trend, considering the relentless pace and massive production of the community, I consider the exercise worth conducting, if only to launch a debate on the excesses found in the literature.

“…desirable characteristics:  (i) provide intuition to aid the reader’s understanding, but clearly distinguish it from stronger conclusions supported by evidence; (ii) describe empirical investigations that consider and rule out alternative hypotheses; (iii) make clear the relationship between theoretical analysis and intuitive or empirical claims; and (iv) use language to empower the reader, choosing terminology to avoid misleading or unproven connotations, collisions with other definitions, or conflation with other related but distinct concepts”

The points made by the authors are (p.1)

  1. Failure to distinguish between explanation and speculation
  2. Failure to identify the sources of empirical gains
  3. Mathiness
  4. Misuse of language

Again, I had misgiving about point 3., but this is not an anti-maths argument, rather about the recourse to vaguely connected or oversold mathematical results as a way to support a method.

Most interestingly (and living dangerously!), the authors select specific papers to illustrate their point, picking from well-established authors and from their own papers, rather than from junior authors. And also include counter-examples of papers going the(ir) right way. Among the recommendations for emerging from the morass of poor scholarship papers, they suggest favouring critical writing and retrospective surveys (provided authors can be found for these!). And mention open reviews before I can mention these myself. One would think that published anonymous reviews are a step in the right direction, I would actually say that this should be the norm (plus or minus anonymity) for all journals or successors of journals (PCis coming strongly to mind). But requiring more work from the referees implies rewards for said referees, as done in some biology and hydrology journals I refereed for (and PCIs of course).

LMS Invited Lecture Series / CRISM Summer School 2018

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on July 12, 2018 by xi'an

chance meeting

Posted in Statistics with tags , , , , , , , , , on July 10, 2018 by xi'an

As I was travelling to Coventry yesterday, I spotted this fellow passenger on the train from Birmingham with a Valencia 9 bag, and a chat with him. It was a pure chance encounter as he was not attending our summer school, but continued down the line. (These bags are quite sturdy and I kept mine until a zipper broke.)

LMS Invited Lecture Series and CRISM Summer School in Computational Statistics, just started!

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on July 9, 2018 by xi'an

Warwick summer school on computational statistics [last call]

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on June 24, 2018 by xi'an

In case ‘Og’s readers are not aware, tomorrow, Monday 25 June, is the final day for registration in our incoming LMS/CRiSM summer school on computational statistics taking place at the University of Warwick, two weeks from now, 9-13 July, 2018. There is still room available till midday tomorrow. Greenwich Mean Time. And no later!