Archive for webinar

practical details on ISBA²⁰²¹

Posted in Statistics, University life with tags , , , , , , , , on May 31, 2021 by xi'an

Remember that the [online]  ISBA 2021 conference will be a mixture of live talks, pre-recorded talks, and posters. All live-streaming will be via Zoom, with links integrated into the Whova platform.

  1. Plenary talks (i.e., Foundational Lectures, Keynote Lectures, and Named Lectures) and all invited talks will be live-streamed during the corresponding sessions.
  2. Contributed talks are prerecorded (available from June 10, 2021). During the live-streamed Contributed Sessions, each speaker will give a 5-min live recap of their contributed talk,  highlighting the main points, followed by live discussion and Q&A from the audience.
  3. Contributed speakers who had optionally chosen to accompany their talk with a poster will present the poster [live] in their designated Poster Sessions. All Poster Sessions will be held on, which will also serve as the virtual space for social times during the whole conference.
  4. One week before the conference, will go live and all posters will also become available then.
  5. Speakers of all talk types will have the option to upload and post their slides on Whova starting one week before the conference [which I personally recommend as I find it too easy for my attention to drift off during an online and need to recheck earlier slides to reconnect!]

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.

simulation-based inference for neuroscience [One World ABC seminar]

Posted in Books, pictures, Statistics, University life with tags , , , , , , , on April 26, 2021 by xi'an

The next One World ABC seminar will take place on Thursday at 11:30, UK time, and will broadcast a talk by Jakob Macke on Simulation-based inference for neuroscience. Here is the abstract

Neuroscience research makes extensive use of mechanistic models of neural dynamics — these models are often implemented through numerical simulators, requiring the use of simulation-based approaches to statistical inference. I will talk about our recent work on developing simulation based inference-methods using flexible density estimators parameterised with neural networks, our efforts on benchmarking these approaches, and applications to modelling problems in neuroscience.

Remember you need to register beforehand to receive the access code!

ABC in Svalbard [the day after]

Posted in Books, Kids, Mountains, pictures, R, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , on April 19, 2021 by xi'an

The following and very kind email was sent to me the day after the workshop

thanks once again to make the conference possible. It was full of interesting studies within a friendly environment, I really enjoyed it. I think it is not easy to make a comfortable and inspiring conference in a remote version and across two continents, but this has been the result. I hope to be in presence (maybe in Svalbard!) the next edition.

and I fully agree to the talks behind full of interest and diverse. And to the scheduling of the talks across antipodal locations a wee bit of a challenge, mostly because of the daylight saving time  switches! And to seeing people together being a comfort (esp. since some were enjoying wine and cheese!).

I nonetheless found the experience somewhat daunting, only alleviated by sharing a room with a few others in Dauphine and having the opportunity to react immediately (and off-the-record) to the on-going talk. As a result I find myself getting rather scared by the prospect of the incoming ISBA 2021 World meeting. With parallel sessions and an extensive schedule from 5:30am till 9:30pm (in EDT time, i.e. GMT-4) that nicely accommodates the time zones of all speakers. I am thus thinking of (safely) organising a local cluster to attend the conference together and recover some of the social interactions that are such an essential component of [real] conferences, including students’ participation. It will of course depend on whether conference centres like CIRM reopen before the end of June. And if enough people see some appeal in this endeavour. In the meanwhile, remember to register for ISBA 2021 and for free!, before 01 May.

ABC in Svalbard [#2]

Posted in Books, Mountains, pictures, R, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , on April 14, 2021 by xi'an

The second day of the ABC wwworkshop got a better start than yesterday [for me] as I managed to bike to Dauphine early enough to watch the end of Gael’s talk and Matias Quiroz’ in full on the Australian side (of zoom). With an interesting take on using frequency-domain (pseudo-)likelihoods in complex models. Followed by two talks by David Frazier from Monash and Chris Drovandi from Brisbane on BSL, the first on misspecification with a finer analysis as to why synthetic likelihood may prove worse: the Mahalanobis distance behind it may get very small and the predictive distribution of the distance may become multimodal. Also pointing out the poor coverage of both ABC and BSL credible intervals. And Chris gave a wide-ranging coverage of summary-free likelihood-free approaches, with examples where they were faring well against some summary-based solutions. Olivier from Grenoble [with a co-author from Monash, keeping up the Australian theme] discussed dimension reductions which could possibly lead to better summary statistics, albeit unrelated with ABC!

Riccardo Corradin considered this most Milanese problem of all problems (!), namely how to draw inference on completely random distributions. The clustering involved in this inference being costly, the authors using our Wasserstein ABC approach on the partitions, with a further link to our ABC-Gibbs algorithm (which Grégoire had just presented) for the tolerance selection. Marko Järvenpää presented an approach related with a just-published paper in Bayesian Analysis. with a notion of noisy likelihood modelled as a Gaussian process. Towards avoiding evaluating the (greedy) likelihood too often, as in the earlier Korrakitara et al. (2014). And coining the term of Bayesian Metropolis-Hastings sampler (as the regular Metropolis (Rosenbluth) is frequentist)! And Pedro Rodrigues discussed using normalising flows in poorly identified (or inverse) models. Raising the issue of validating this approximation to the posterior and connecting with earlier talks.

The afternoon session was a reply of the earliest talks from the Australian mirrors. Clara Grazian gave the first talk yesterday on using and improving a copula-based ABC, introducing empirical likelihood, Gaussian processes and splines. Leading to a question as to whether or not the copula family could be chosen by ABC tools. David Nott raised the issue of conflicting summary statistics. Illustrated by a Poisson example where using the pair made by the empirical mean and the empirical variance  as summary: while the empirical mean is sufficient, conditioning on both leads to a different ABC outcome. Which indirectly relates to a work in progress in our Dauphine group. Anthony Ebert discussed the difficulty of handling state space model parameters with ABC. In an ABCSMC² version, the likelihood is integrated out by a particle filter approximation but leading to difficulties with the associated algorithm, which I somewhat associate with the discrete nature of the approximation, possibly incorrectly. Jacob Priddle’s talked about a whitening version of Bayesian synthetic likelihood. By arguing that the variance of the Monte Carlo approximation to the moments of the Normal synthetic likelihood is much improved when assuming that the components of the summary statistic are independent. I am somewhat puzzled by the proposal, though, in that the whitening matrix need be estimated as well.

Thanks to all colleagues and friends involved in building and running the mirrors and making some exchanges possible despite the distances and time differences! Looking forward a genuine ABC meeting in a reasonable future, and who knows?!, reuniting in Svalbard for real! (The temperature in Longyearbyen today was -14⁰, if this makes some feel better about missing the trip!!!) Rather than starting a new series of “ABC not in…”