Archive for Statistics and Computing

ABC in London [quick recap’]

Posted in Statistics, Travel, University life with tags , , , , on May 6, 2011 by xi'an

The meeting yesterday went on very smoothly and nicely. Despite a tight schedule of 12 talks that made the meeting a very full day (and a very early start from Paris),  it did not feel that exhausting, as also shown by the ensuing discussion in the Queens Arm after the talks. (The organisation of the meeting by Michael Stumpf and his group at Imperial was splendid, with plenty of tea and food to sustain the audience, and a very nice conference room.) It obviously helped that I had read a large portion of the papers related to the talks.

The meeting started with David Balding recalling a few quotes from Alan Templeton to stress that ABC was not uniformly well-received in all circles, then Adam Powell gave a fascinating talk about an implementation of ABC on tracking the evolution of dairy farming in Europe. One amazing result in this work was that the whole of European cattle originated from a small herd of a few hundred domesticated aurochs in the Fertile Crescent! Simon Tavaré presented an equally fascinating study on the ancestral tree of primates that used a mix of ABC and MCM, recently published in System Biology, with the age of the common ancestor estimated to be between 80 and 90 million years ago (and an additional estimation of the divergence between humans and chimpanzees to be closer to 8 million years than 5 million years as thought previously). Tina Toni talked about the application of ABC-SMC and ABC model choice to complex biochemical dynamics. Pierre Pudlo and Mohammed Sedki introduced the new ABC-SMC scheme for selecting the tolerance we are developing (with Jean-Michel Marin and Jean-Marie Cornuet), which builds on Del Moral, Doucet and Jasra’s ABC-SMC (and hopefully completed soon to be submitted to Statistics and Computing special ABC issue). Oliver Ratmann showed an implementation of his model assessment to several epidemic data, including a superb influenza sequence. Ajay Jasra explained the main ideas in the ABC HMM paper I recently discussed (even mentioning the post during the talk!). Mark Beaumont started with a recollection of the developments on his GIMH algorithm and illustrated the use of particle MCMC with an ABC target in a dynamic admixture model with a sort of Dirichlet random walk on the admixture parameters. Michael Blum presented his study on the clear estimation error improvement brought by linear and non-linear adjustments to the raw ABC output. Dennis Prangle then followed by a pedagogical introduction to the semi-automated ABC discussed several times on the ‘Og. In the final session on ABC model choice, Xavier Didelot started the discussion by stating the problem about Bayes factor approximation and the resolution in the case of exponential families and Chris Barnes showed us a new method for picking summary statistics by a Kullback-Leibler criterion (Michael Stumpf had sent me the draft of the paper a few days ago and I will comment on the approach once it is available on arXiv).

Again, a very full but exhilarating day! Looking forward the next edition in Roma!

Statistics and Computing and ABC

Posted in R, Statistics with tags , , on February 23, 2011 by xi'an

Statistics and Computing has received several papers on ABC and plans to make a special ABC issue out of these. All submissions related to ABC that are made prior to late June 2011 and that are accepted will be published in this special issue. The special issue is identified as a specific article type on the on-line submissions page.

In case you have questions or requests about this special issue, please directly contact the Editor Gilles Celeux or the publishing editor. Not me! I am simply forwarding the announcement from the Editor to all those interested.

a survey on ABC

Posted in R, Statistics with tags , , , on January 7, 2011 by xi'an

With Jean-Michel Marin, Pierre Pudlo and Robin Ryder, we just completed a survey on the ABC methodology. It is now both arXived and submitted to Statistics and Computing. Rather interestingly, our first draft was written in Jean-Michel’s office in Montpelier by collating the ‘Og posts surveying new ABC papers! (Interestingly because this means that my investment in the ‘Og is now such that it needs to [and can] be recycled into papers and books. Another paper with Randal Douc is inspired from a reply to a comment…) Besides surveying the recent literature, this paper illustrates the behaviour of the ABC approximation in the simple case of the MA(2) model. Both graphs reproduced here illustrate the impact of the choice of the distance (above) and of the tolerance level (below, in a model choice setting).

Feedback on data cloning

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , , , on September 22, 2010 by xi'an

Following some discussions I had last week at Banff about data cloning, I re-read the 2007 “Data cloning” paper published in Ecology Letters by Lele, Dennis, and Lutscher. Once again, I see a strong similarity with our 2002 Statistics and Computing SAME algorithm, as well as with the subsequent (and equally similar) “A multiple-imputation Metropolis version of the EM algorithm” published in Biometrika by Gaetan and Yao in 2003—Biometrika to which Arnaud and I had earlier and unsuccessfully submitted this unpublished technical report on the convergence of the SAME algorithm… (The SAME algorithm is also described in detail in the 2005 book Inference in Hidden Markov Models, Chapter 13.)

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