Category: pictures

likelihood-free inference by ratio estimation

“This approach for posterior estimation with generative models mirrors the approach of Gutmann and Hyvärinen (2012) for the estimation of unnormalised models. The main difference is that here we classify between two simulated data sets while Gutmann and Hyvärinen (2012) classified between the observed data and simulated reference data.” A 2018 arXiv posting by Owen […]

research position in Bristol

Christophe Andrieu is seeking a senior research associate (reference ACAD103715) at the University of Bristol to work on new approaches to Bayesian data science. The selected candidate would work with Prof. Christophe Andrieu (School of Mathematics) and Prof. Mark Beaumont (Life Science) on new approaches to tackle Bayesian inference in complex statistical models arising in […]

FALL [book review]

The “last” book I took with me to Japan is Neal Stephenson’s FALL. With subtitle “Dodge in Hell”. It shares some characters with REAMDE but nothing prevents reading it independently as a single volume. Or not reading it at all! I am rather disappointed by the book and hence  sorry I had to carry it […]

the (forty-)seven samurai (赤穂浪士)

During my vacations in Japan, I read the massive (1096p) book by Osaragi Jiro on the  Akō incident, with occidental title the 47 rōnins. Which I had bought in Paris before leaving. This is a romancized version of an historical event that took part in 1701 in the Genroku era. Where 47 rōnin (leaderless samurai) […]

hiking the Kumano Kodo Nakahechi imperial route

The Kumano Kodo is a network of paths of pilgrimage towards places seen as sacred by either buddhists or shintoists (or syncretists!) from the 700’s. Meaning for non-believers a well-established system of ancient hiking paths in the mountainous forests of the Kii peninsula, south of Osaka, Kyoto and Nara. Apart from the potential dangers of […]

deadlines for BayesComp’2020

While I have forgotten to send a reminder that August 15 was the first deadline of BayesComp 2020 for the early registrations, here are further deadlines and dates BayesComp 2020 occurs on January 7-10 2020 in Gainesville, Florida, USA Registration is open with regular rates till October 14, 2019 Deadline for submission of poster proposals […]

conditional noise contrastive estimation

At ICML last year, Ciwan Ceylan and Michael Gutmann presented a new version of noise constrative estimation to deal with intractable constants. While noise contrastive estimation relies upon a second independent sample to contrast with the observed sample, this approach uses instead a perturbed or noisy version of the original sample, for instance a Normal […]

blackwing [book review]

Another fantasy series of the gritty type, maybe not up to the level of the first ground-breaking Abercrombie’s but definitely great!  With some reminiscence of Lawrence’s first series but with a better defined and more complex universe and a not so repulsive central character. Maybe even not repulsive at all when considered past and current […]

a problem that did not need ABC in the end

While in Denver, at JSM, I came across [across validated!] this primarily challenging problem of finding the posterior of the 10³ long probability vector of a Multinomial M(10⁶,p) when only observing the range of a realisation of M(10⁶,p). This sounded challenging because the distribution of the pair (min,max) is not available in closed form. (Although […]