## Viva in Toronto (not really!)

Posted in Statistics, Travel, University life with tags , , , on July 22, 2011 by xi'an

This was the second viva of the week, for the thesis of Madeleine Thompson, but as it was in Toronto, I took part in it by a phone connection. This was rather ineffective as the connection was rather poor and I could not follow most of the questions… I had previously read (and commented) two papers,  Slice Sampling with Adaptive Multivariate Steps: The Shrinking-Rank Method, and Graphical Comparison of MCMC Performance,  co-written by Madeleine so I was well-aware of a part of the contents of the thesis, which I read in toto a few weeks ago. It was an interesting thesis with diversified threads in the various chapter, but I found frustrating to be unable to fully take part in the thesis debate… In retrospect, I should have flown to Toronto from Manchester yesterday or abstained from taking part in the viva!

## Viva and talk in Lancaster [back]

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , on July 20, 2011 by xi'an

Both viva and talk went on well (even though I was a bit too tired to give a good talk, I fear!), with interesting outcomes in both cases. The viva lasted over two hours with an exciting exchange over the increase in overall error linked with the increase in dimension and over handling HMMs with four parameters to calibrate in parallel. At some point I got confused with Dennis’ result that

$\mathbb{E}[\theta|x] = \mathbb{E}\{\theta|\mathbb{E}[\theta|x]\}$

which I though was contradicting my favourite example of the non-central chi-square domination of the regular normal mean, namely that

$\mathbb{E}[||\theta||^2|x]\text{ is doing worse than }\mathbb{E}[||\theta||^2|||x||^2]$

under squared error loss. (This is Example 3.35 in The Bayesian Choice.) I had completely forgotten that the Jeffreys’ priors associated with both posterior expectations were different! The above equality is thus not invalidated by this example. It is further quite interesting in that it shows the posterior expectation is a sort of weak sufficient statistics for the estimation of the parameter, even though I remain in favour of using more summary statistics in ABC than a posterior expectation or a pseudo-MLE. In any case, the discussion of the corresponding Read Paper at the Royal Statistical Society next December 14 promises to be interesting and well-attended… Overall, the trip was quite pleasant (nice hotel, nice run in the countryside, where I took the attached pictures) and profitable, with discussions with Paul Fearnhead gearing me towards taking advantage of my colleagues’ expertise on indirect inference at CREST.