Archive for Coventry
Fusing Simulation with Data Science [ CRiSM workshop, 18-9/07/23]
Posted in Statistics with tags climate change, Coventry, CRiSM, data assimilation, fusion, Met Office, model emulation, probabilistic numerics, University of Warwick, weather forecasters, workshop on April 7, 2023 by xi'an
ABC with path signatures [One World ABC seminar, 2/2/23]
Posted in Books, pictures, Running, Statistics, Travel, University life with tags ABC, Approximate Bayesian computation, Bayesian time series analysis, Coventry, likelihood-free inference, One World ABC Seminar, University of Warwick, webinar on January 29, 2023 by xi'an
The next One World ABC seminar is by Joel Dyer (Oxford) at 1:30pm (UK time) on 02 February.
Title: Approximate Bayesian Computation with Path Signatures
Abstract: Simulation models often lack tractable likelihood functions, making likelihood-free inference methods indispensable. Approximate Bayesian computation (ABC) generates likelihood-free posterior samples by comparing simulated and observed data through some distance measure, but existing approaches are often poorly suited to time series simulators, for example due to an independent and identically distributed data assumption. In this talk, we will discuss our work on the use of path signatures in ABC as a means to handling the sequential nature of time series data of different kinds. We will begin by discussing popular approaches to ABC and how they may be extended to time series simulators. We will then introduce path signatures, and discuss how signatures naturally lead to two instances of ABC for time series simulators. Finally, we will demonstrate that the resulting signature-based ABC procedures can produce competitive Bayesian parameter inference for simulators generating univariate, multivariate, irregularly spaced, and even non-Euclidean sequences.
Reference: J. Dyer, P. Cannon, S. M Schmon (2022). Approximate Bayesian Computation with Path Signatures. arXiv preprint 2106.12555
A message to you
Posted in Books, Kids, Travel with tags Coventry, Coventry Automatics, Ghost Town, Midlands, punk rock, Ska, The Specials on December 21, 2022 by xi'an
As Terry Hall, the singer of the late 1970’s Coventry-based ska/punk group The Specials passed away on Sunday, a song from their early years. In memoriam.
Nature snapshots [10 November]
Posted in Books, Kids, Travel, University life with tags Black Death, book reviews, Coventry, COVID-19, DNA, graduates, Indian politics, Julian Huxley, London, natural selection, Nature, PhD students, Sally Clark, sheep on December 11, 2022 by xi'an
- India (federal) government scapping nearly 300 science awards this year
- a re-analysis of a sudden infant death conviction in Australia relying on rare genetic mutations rather than statistics (as in Sally Clark’s case)
- a book review about a story of the Huxley family that made me realise I had confused most of them as a single person
- a DNA analysis of Black Death survivors (in both London and Denmark), showing natural selection occurred very quickly during the pandemic and increased the risk of autoimmune diseases
- a genuine design of experiment that demonstrated that light grazing by sheep increases diversity, while fertilization does not
- an astronomy paper on cooling supernovae using Bayes factors
- an attempt at rationalising the answer to the Covid threat involving a large panel of experts (and my colleague Miquel Olui-Barton as a co-author)
- a pessimistic assessment by graduate students of their career prospects
Warwick stats turns 50
Posted in Statistics, Travel, University life with tags 50th anniversary, conference, Coventry, Great-Britain, Jeff Harrison, University of Warwick, Warwick Statistics on September 8, 2022 by xi'an
