Archive for Edinburgh
go, Iron scots!
Posted in Statistics with tags Arthur's Seat, Edinburgh, finish line, Ironman Edinburgh, marathon, race, Scotland, ultra-marathon on June 30, 2018 by xi'an
ABC in Ed’burgh
Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags ABC, ABC in Edinburgh, ABC in Helsinki, ABC'ory, Arthur's Seat, cruise, Edinburgh, Finland, Scotland, workshop on June 28, 2018 by xi'an
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.
from Arthur’s Seat [spot ISBA participants]
Posted in Mountains, pictures, Running, Travel with tags ABC in Edinburgh, Arthur's Seat, capital city, conference, Edinburgh, Holyrood, ISBA 2018, Lothians, morning run, Scotland, sunrise, University of Edinburgh, volcanoes on June 27, 2018 by xi'an
Bayesian GANs [#2]
Posted in Books, pictures, R, Statistics with tags ABC in Edinburgh, Bayesian GANs, compatible conditional distributions, Edinburgh, GANs, generative adversarial networks, ISBA 2018, joint posterior, MCMC convergence, Metropolis-within-Gibbs algorithm, Monte Carlo Statistical Methods, normal model, University of Edinburgh on June 27, 2018 by xi'an
As an illustration of the lack of convergence of the Gibbs sampler applied to the two “conditionals” defined in the Bayesian GANs paper discussed yesterday, I took the simplest possible example of a Normal mean generative model (one parameter) with a logistic discriminator (one parameter) and implemented the scheme (during an ISBA 2018 session). With flat priors on both parameters. And a Normal random walk as Metropolis-Hastings proposal. As expected, since there is no stationary distribution associated with the Markov chain, simulated chains do not exhibit a stationary pattern,
And they eventually reach an overflow error or a trapping state as the log-likelihood gets approximately to zero (red curve).
Too bad I missed the talk by Shakir Mohammed yesterday, being stuck on the Edinburgh by-pass at rush hour!, as I would have loved to hear his views about this rather essential issue…
going blonde
Posted in Mountains, pictures, Travel with tags ABC in Edinburgh, black pudding, blonde, confit, Edinburgh, food, haggies, ISBA 2018, restaurant review, Scotland, tagine, tian on June 25, 2018 by xi'an
In case you are currently visiting Edinburgh, e.g. for ISBA 2018, and wondering where to have lunch or dinner, there is a wee restaurant a bit out of the [tourist] way called Blonde, where I ate several times during ICMS workshops. It is located on St. Leonards Street, next to Rebus‘ former offices!, and serves original and tasty cuisine, with a friendly and unassuming service and vegetarian options. It is but a few blocks away [south] from the conference location, towards Arthur’s Seat as an iconic background. And at a fairly reasonable price. Including the wine list.
