Archive for principal components

Mark [a]B[c], plus cats

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , , , , , , , , , , , , on June 22, 2024 by xi'an

30 May was a day of first and last times, if not in capital ways (for me), on the One World ABC webinar. This was the first time we had a talk by Mark Beaumont and also the first time I had team experience of facing a smoking participant, while this was the last time of our monthly webinar for the (Northern) academic year.

The talk was about model misspecification in population genomic, from an ABC perspective with the motivation of common noticeable difference between the distributions of d(s,s⁰) and d(s,s’), distances between the prior predictively simulated summary statistics and the observed ones vs posterior generated ones, which should indicates misspecification, esp with complicated models. Mark and his coauthors then supported a gradual elimination of summary statistics to diminish the discrepancy, hence voluntarily impoverishing the model. While blaming the statistics sounded a bit like shooting the messenger, the resolution is of obvious interest if backing from modelling the misspecification itself.

Some of the presented work was conducted in Ward et al (2022, NeurIPS) with a reference to the outlying Ratmann et al (2009) we later discussed, for including tolerance as an extra parameter ε, thereby reconsidering Wikinson’s exact ABC for noisy observations y by the medium of a normalising flow on the marginal distribution of the denoised x (learned from the prior predictive)

More precisely, the idea is to drop summary statistics by checking whether or not the observed S⁰ belongs to HPD region, removing one component of S at a time, using e.g. a k-NN estimate for the summary density (hence depending on parameterisation of said statistics for the distance). Hopefully, the process stops before loosing identifiability by using too few statistics. I also wondered at multiple uses of the data in this sequential procedure but Mark argued for adopting a meta- or pragma- or Gelmanian- Bayesian perspective in the end!

Another perk was the appearance of (and illustration with) the Scottish Wildcat, mentioned in The Guardian a few months ago and discussed in the ‘Og, with further papers exploring more aspects of this hybridization, like a posterior applied to a much more complex phylogenic tree reconstruction for cats of different creeds and many related parameters.

All About that Bayes restart

Posted in pictures, Statistics, University life with tags , , , , , , , , , , on September 21, 2023 by xi'an

For all Bayesians and sympathisers in the Paris area, All about that Bayes seminars are restarting this semester with a talk by Kaniav Kamari (Centrale Supélec) on 10 October, 16h00, on Campus Pierre & Marie Curie, SCAI:

Bayesian principal component analysis

The technique of principal component analysis (PCA) has recently been expressed as the maximum likelihood solution for a generative latent variable model. In this talk, I’ll first present probabilistic reformulation that is the basis for a Bayesian treatment of PCA. Then, my focus will be on showing that the effective dimensionality of the latent space (equivalent to the number of retained principal components) can be determined automatically as part of the Bayesian inference procedure.

Nature snapshots [and snide shots]

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on October 12, 2017 by xi'an

A very rich issue of Nature I received [late] just before leaving for Warwick with a series of reviews on quantum computing, presenting machine learning as the most like immediate application of this new type of computing. Also including irate letters and an embarassed correction of an editorial published the week before reflecting on the need (or lack thereof) to remove or augment statues of scientists whose methods were unethical, even when eventually producing long lasting advances. (Like the 19th Century gynecologist J. Marion Sims experimenting on female slaves.) And a review of a book on the fascinating topic of Chinese typewriters. And this picture above of a flooded playground that looks like a piece of abstract art thanks to the muddy background.

“Quantum mechanics is well known to produce atypical patterns in data. Classical machine learning methods such as deep neural networks frequently have the feature that they can both recognize statistical patterns in data and produce data that possess the same statistical patterns: they recognize the patterns that they produce. This observation suggests the following hope. If small quantum information processors can produce statistical patterns that are computationally difficult for a classical computer to produce, then perhaps they can also recognize patterns that are equally difficult to recognize classically.” Jacob Biamonte et al., Nature, 14 Sept 2017

One of the review papers on quantum computing is about quantum machine learning. Although like Jon Snow I know nothing about this, I find it rather dull as it spends most of its space on explaining existing methods like PCA and support vector machines. Rather than exploring potential paradigm shifts offered by the exotic nature of quantum computing. Like moving to Bayesian logic that mimics a whole posterior rather than produces estimates or model probabilities. And away from linear representations. (The paper mentions a O(√N) speedup for Bayesian inference in a table, but does not tell more, which may thus be only about MAP estimators for all I know.) I also disagree with the brave new World tone of the above quote or misunderstand its meaning. Since atypical and statistical cannot but clash, “universal deep quantum learners may recognize and classify patterns that classical computers cannot” does not have a proper meaning. The paper contains a vignette about quantum Boltzman machines that finds a minimum entropy approximation to a four state distribution, with comments that seem to indicate an ability to simulate from this system.

principal components [xkcd repost]

Posted in Kids with tags , , , , , , , on January 13, 2017 by xi'an