Archive for Banff International Research Station for Mathematical Innovation
the curious incident of the goose in the picture [17w5036]
Posted in Statistics with tags 17w5036, Banff, Banff International Research Station for Mathematical Innovation, Banff National Park, BIRS, Brain Dynamics and Simulation, Canadian goose, Canadian Rockies on March 2, 2017 by xi'an
Mt. Rundle
Posted in Mountains, pictures, Running, Travel with tags Alberta, Banff, Banff International Research Station for Mathematical Innovation, BIRS, Canada, Canadian Rockies, Mount Rundle, Tunnel Mountain on February 27, 2017 by xi'an
ABC’ory in Banff [17w5025]
Posted in Books, Mountains, pictures, Statistics, Travel, University life with tags 14w5125, Banff, Banff International Research Station for Mathematical Innovation, bioinformatics, BIRS, Canadian Rockies, Mexico, molecular simulation, Mount Rundle, Oaxaca, sunset, winter light on February 27, 2017 by xi'an
And another exciting and animated [last] day of ABC’ory [and practice]! Kyle Cranmer exposed a density ratio density estimation approach I had not seen before [and will comment here soon]. Patrick Muchmore talked about unbiased estimators of Gaussian and non-Gaussian densities in elliptically contoured distributions which allows for running pseudo-MCMC than ABC. This reminded me of using the same tool [for those distributions can be expressed as mixtures of normals] in my PhD thesis, if for completely different purposes. In his talk, including a presentation of an ABC blackbox platform called ELFI, Samuel Kaski did translate statistical inference as inverse reinforcement learning: I hope this does not catch! In the afternoon, Dennis Prangle gave us the intuition behind his rare event ABC, which is not estimating rare events by ABC but rather using rare event simulation to improve ABC. [A paper I will a.s. comment here soon as well!] And Scott Sisson concluded the day and the week with his views on ABC for high dimensions.
While being obviously biased as the organiser of the workshop, I nonetheless feel it was a wonderful meeting with just the right number of participants to induce interactions and discussions during and around the talk, as well as preserve some time for pairwise interactions. Like all other workshops I contributed to in BIRS along the years
| 07w5079 | 2007-07-01 | Bioinformatics, Genetics and Stochastic Computation: Bridging the Gap |
| 10w2170 | 2010-09-10 | Hierarchical Bayesian Methods in Ecology |
| 14w5125 | 2014-03-02 | Advances in Scalable Bayesian Computation |
this is certainly a highly profitable one! For a [major] change, the next one [18w5023] will take place in Oaxaca, Mexico, and will see computational statistics meet molecular simulation. [As an aside, here are the first and last slides of Ewan Cameron’s talk, appropriately illustrating beginning and end, for both themes of his talk: epidemiology and astronomy!]
ABC’ory in Banff [17w5025]
Posted in Mountains, pictures, Statistics, Travel, University life with tags ABC, ABC convergence, Banff, Banff International Research Station for Mathematical Innovation, BIRS, Canada, Canadian Rockies, consistency of ABC methods, coverage, synthetic likelihood on February 23, 2017 by xi'an
Another great day of talks and discussions at BIRS! Continuing on the themes of the workshop between delving into the further validation of those approximation techniques and the devising of ever more approximate solutions for ever more complex problems. Among the points that came clearer to me through discussion, a realisation that the synthetic likelihood perspective is not that far away from our assumptions in the consistency paper. And that a logistic version of the approach can be constructed as well. A notion I had not met before (or have forgotten I had met) is the one of early rejection ABC, which should actually be investigated more thoroughly as it should bring considerable improvement in computing time (with the caveats of calibrating the acceptance step before producing the learning sample and of characterising the output). Both Jukka Corander and Ewan Cameron reminded us of the case of models that take minutes or hours to produce one single dataset. (In his talk on some challenging applications, Jukka Corander chose to move from socks to boots!) And Jean-Michel Marin produced an illuminating if sobering experiment on the lack of proper Bayesian coverage by ABC solutions. (It appears that Ewan’s video includes a long empty moment when we went out for the traditional group photo, missing the end of his talk.)
Advances in Scalable Bayesian Computation [group photo]
Posted in Kids, Mountains, pictures, Statistics, Travel, University life with tags 14w5125, Advances in Scalable Bayesian Computation, Banff International Research Station for Mathematical Innovation, Bayesian computation, BIRS, Canada, MCMC, Monte Carlo Statistical Methods, simulation on March 8, 2014 by xi'an
