advances in Bayesian modelling a Venezia

ABC in Ed’burgh

A glorious day for this new edition of the “ABC in…” workshops, in the capital City of Edinburgh! I enjoyed very much this ABC day for demonstrating ABC is still alive and kicking!, i.e., enjoying plenty of new developments and reinterpretations. With more talks and posters on the way during the main ISBA 2018 meeting. (All nine talks are available on the webpage of the conference.)

After Michael Gutmann’s tutorial on ABC, Gael Martin (Monash) presented her recent work with David Frazier, Ole Maneesoonthorn, and Brendan McCabe on ABC  for prediction. Maybe unsurprisingly, Bayesian consistency for the given summary statistics is a sufficient condition for concentration of the ABC predictor, but ABC seems to do better for the prediction problem than for parameter estimation, not losing to exact Bayesian inference, possibly because in essence the summary statistics there need not be of a large dimension to being consistent. The following talk by Guillaume Kon Kam King was also about prediction, for the specific problem of gas offer, with a latent Wright-Fisher point process in the model. He used a population ABC solution to handle this model.

Alexander Buchholz (CREST) introduced an ABC approach with quasi-Monte Carlo steps that helps in reducing the variability and hence improves the approximation in ABC. He also looked at a Negative Geometric variant of regular ABC by running a random number of proposals until reaching a given number of acceptances, which while being more costly produces more stability.

Other talks by Trevelyan McKinley, Marko Järvenpää, Matt Moores (Warwick), and Chris Drovandi (QUT) illustrated the urge of substitute models as a first step, and not solely via Gaussian processes. With for instance the new notion of a loss function to evaluate this approximation. Chris made a case in favour of synthetic vs ABC approaches, due to degradation of the performances of nonparametric density estimation with the dimension. But I remain a doubting Thomas [Bayes] on that point as high dimensions in the data or the summary statistics are not necessarily the issue, as also processed in the paper on ABC-CDE discussed on a recent post. While synthetic likelihood requires estimating a mean function and a covariance function of the parameter of the dimension of the summary statistic. Even though estimated by simulation.

Another neat feature of the day was a special session on cosmostatistics with talks by Emille Ishida and Jessica Cisewski, from explaining how ABC was starting to make an impact on cosmo- and astro-statistics, to the special example of the stellar initial mass distribution in clusters.

Call is now open for the next “ABC in”! Note that, while these workshops have been often formally sponsored by ISBA and its BayesComp section, they are not managed by a society or a board of administrators, and hence are not much contrived by a specific format. It would just be nice to keep the low fees as part of the tradition.

CASSIS [in Vancouver]

My friend Luke Bornn is running a workshop on Statistics in Sports the day after JSM, in Vancouver. With sessions on American football, basketball, and other sports. Not exactly in the continuation of the long summer of Briton conferences series, unless one considers the “British” in British Columbia!, but definitely worth considering as a boxing day for JSM!

yes, another potential satellite to ISBA 2018!

On July 2-4, 2018, there will be an ISBA sponsored workshop on Bayesian non-parametrics for signal and image processing, in Bordeaux, France. This is a wee bit further than Warwick (BAYsm) or Rennes (MCqMC), but still manageable from Edinburgh with direct flights (if on Ryanair). Deadline for free (yes, free!) registration is May 31.

just in case your summer of British conferences is not yet fully-booked…

deaths at sea and a workshop

For several years, actually from the beginning of the Syrian revolution, I have been looking for data and for statisticians working on migrant deaths resulting from crossing the Mediterranean. With very little success, either because the researchers I met had poor and fragmented data, or because the agencies I contacted showed no (good) will into returning these statistics. Frontex being the most blatant example. I thus read with a lot of interest this article “Uncounted: Invisible Deaths on Europe’s Borders” which analyses the reasons for not producing statistics on the deaths at sea linked with desperate migrants crossing the sea in ill-suited boats.

In connection with this pressing issue, Kerrie Mengersen, Pierre Pudlo and myself organise next November a small workshop on Young Bayesians and Big Data for social good, at CIRM, Marseille, France. It will take place on the weekend before our main conference, Bayesian statistics in the Big Data era, that is, on 23-26 November 2018. Registration is free (and on site accomodation is cheap) but the number of attendees is limited, so apply asap! Senior participants include at this stage Tamara Broderick (MIT), Julien Cornebise (Element AI, TBC), David Corliss (Peace Work), Ruth King (Edinburgh), Cody Ross (UCSD, TBC), and the workshop aims at bringing participants to work together on methodological challenges and characteristic datasets. The outcome of the workshop will be presented at the beginning of the Bayesian statistics in the Big Data era, conference, on Monday 26 November.

València summer school

In another continuation of the summer of Bayesian conferences in Europe, the Universidat de Valencià is organising a summer school on Bayesian statistics, from 16 July till 20 July, 2018. Which thus comes right after our summer school on computational statistics at Warwick. With a basic course on Bayesian learning (2 days). And a more advanced course on Bayesian modeling with BayesX. And a final day workshop.