New Zealand Statistical Association Newsletter 62
September 2005
Reports
Introduction to Hidden Markov Models and their Applications in New Zealand
NZSA Conference, 2005Coming Events
STATISTICS ’05 Workshops on Research Methods
Estimation and Modelling Procedures for HMM and Related Models
ASC/NZSA 2006
Introduction to Hidden Markov Models and their Applications in New Zealand
Lake Wanaka Centre, Wanaka
June 29 - July 1, 2005
Under the auspices of NZIMA the first workshop on “Hidden Markov Models and Complex Systems” was held in Wanaka from 29 June to 1 July. About 40 international and domestic participants gathered to share ideas on the use of Hidden Markov Models and related methods to analyse data from a wide variety of applications. It was superbly organized by Roger Littlejohn (AgResearch) with some help from University of Otago and the organizing committee. Roger and his associates had arranged for beautiful crisp mornings, lots of sun and a limited amount of rain. The views of the lake and its surroundings were stunning!
The workshop started with a well balanced “warm up” on the topic of Hidden Markov Models (HMM). Presenters included Geoff Nicholls (Simple HMMs and Bayesian methods), Murray Jorgensen (the EM algorithm), Peter Thomson (semi-Markov processes), David Vere-Jones (point processes), and Mark Bebbington (Viterbi algorithm). Pdfs of the tutorials are available at http://nzsa.rsnz.org/HMM1/programme.htm.
There were a number of eminent international speakers with broad expertise in the area of HMM.
Dr Emery Brown, who holds professorial appointments at Harvard Medical School and MIT as well as being director of the Neuroscience Statistics Research Laboratory in the Department of Anesthesia and Critical Care at Massachusetts General Hospital, spoke on “Using the State-Space Paradigm to Analyze Information Representation in Neural Systems”. He described some of the important problems and procedures that arise in the analysis of high-dimensional spike train (point process) measurements, with vivid dynamic illustrations of the interactions between neuron firing and rat navigation.
Dr Rolf Turner (University of New Brunswick, Fredericton) spoke on the issues in building a hidden Markov generalized linear model for Sydney faecal coliform count data, with a special emphasis on the assessment of the precision of the parameter estimates, i.e., of calculating the covariance matrix of these estimates. He also made a brief second presentation on some problems of non-uniqueness arising in the application of the Viterbi algorithm to HMMs.
The third visiting fellow was Dr Mark Berman CSIRO Mathematical and Information Sciences, Sydney. He discussed “The Use of HMMs and Related Techniques in Signal and Image Analysis”. He outlined a more general form of the Viterbi algorithm and illustrated its application to a range of problems in signal and image analysis, some of which are HMMs and some of which are shortest path problems.
The contributed talks covered a wide variety of applications of HMM. Robert Davies talked about “Testing for Markov Switching” and Robert Breunig continued on “Specification Testing of Markov-Switching Models”. Satish Iyengar gave two talks - “Multiple Neural Spike Trains” and “Diffusion Models for Integrate-and-Fire Neurons”. Mike Paulin was passionate about his work on “Spiking Neural Networks”. Ilze Ziedins presented her findings on “HMMs in Telecommunications”. Roger Littlejohn talked about his study related to “HMMs for Growth Hormone” and Mike Steel discussed “Covarion-Type Models for DNA Evolution”. Robin Milne presented an application of HMM in “HMMs for Ion Channel Data” and Junko Murakami, who is a Post-doc in the Programme, gave a presentation on parameter estimation. Marcus Frean is a computer scientist and his presentation on “Message Passing Algorithms for Factor Graphs” showed that HMM’s are of interests to a broad community of researchers.
The social side of the workshop was excellent. We enjoyed a nice reception and dinner, and had a half day off to enjoy and explore the surrounding area. A group of 15 visited the local Rippon Vineyard (above) and tasted “...the 2003 Pinot Noir which was written up in the Listener as one of the most outstanding New Zealand Pinot Noir’s yet...!” Another group walked up Mt Roy, which was challenging, but the view from the top was magnificent (appreciated by David Vere-Jones below) and made all the efforts worthwhile.
For more details on the first workshop, bibliography on HMM, software and Web Links please see http://nzsa.rsnz.org/HMM1/programme.htm. Our second workshop on HMMs is scheduled to be held in Wellington, 5-8 December, 2005.
Stefanka Chukova
Our annual conference, held at Salmond Hall, University of Otago in early July, was attended by 116 people, including 19 teachers. Contributing to the general success of the meeting were the clement weather, superb food (and yes, that’s what the students get fed), inspiring input from the invited speakers and an extraordinary number of student papers (12 oral and 3 poster) that made judging the HRS Student Prize a difficult job. Thanks to our sponsors, SAS (satchels), HRS (student prize, see below) and SPSS (Young Statisticians’ evening, see page 16). There are photos and reports from the conference throughout the newsletter.
Roger Littlejohn
Emery Brown and David Vere-Jones exchange ideas
during the NZSA Conference.
Winners of the Hoare Research Software student prizes at
the NZSA Conference. Pictured from left to right are Matt Davis (best poster);
Ray Hoare; winner of the best student talk, Jonathan Godfrey,
who has made a habit of winning this over recent years
and has just completed his PhD at Massey;
runners up: Carla Meurk, Andrew Gormley; Alistair Merrifield (not in photo).
Cliff da Costa, Ganes Ganesalingam and Satish Iyengar
(left to right) enjoy a tea break.
Young Statisticians
The SPSS Young Statisticians’ evening, held on the first night of the NZSA conference, gave participants “young in heart or years” a prime opportunity to meet and frolic together. The evening commenced with a couple of games of riotous Laser Force and a round of erratic mini-golf. The Laser Force battles were fearsome, energetic and competitive with Matthew Schofield (Otago University) and Adam Smith (DOC) proving themselves to be particularly lethal in the arena. The second half of the evening was devoted to the pursuit of eating and drinking in a quintessential Dunedin restaurant – “the Speights Ale House” - during which John Harraway staged a raffle for the graduate package generously donated by SPSS. Numbered tickets were placed in an empty Speight’s jug, well mixed and drawn blind, hence its fair to say that Tiri Sullivan (Stats NZ) won by pure chance.
Vanessa Cave
Statistics Education DVD
A special session on statistics education was organised at the NZSA Conference this year. Statistics as a subject is found uninteresting by many high school students. To address the issue and motivate the teaching of statistics it was decided to ask seven researchers at the University of Otago to speak on a study from their research and to show the statistics procedures used in their work. All high schools from Ashburton to Invercargill were invited to send representatives. Half the schools were represented. It was decided to make a DVD of the talks using the Staff in the Higher Education Development Unit at the University of Otago.
The DVD will be available for use in all high schools in New Zealand next year. We are grateful to a grant of $750 from the Campbell Fund to assist with the production of the DVD. The data sets being used will also be available for high schools on an accompanying CD. The project is being coordinated by John Harraway.
The seven projects covered were:
“Answering public health questions through epidemiological/ statistical analyses.” Dr Nigel Dickson (Preventive and Social Medicine)
“Holiday activity hit parade of foreign tourists to New Zealand.” Dr Jurgen Gnoth (Marketing)
“Takahe breeding.” Dr Ian Jamieson (Zoology)
“Aviation accidents and incidents.” Assoc Professor David O’Hare (Psychology)
“Iron deficiencies in young children: should parents be worried.” Dr Elaine Ferguson (Human Nutrition)
“How people feel about themselves when they are rejected from physical activity.” Dr Motohide Miyahara (Physical Education)
“O Cockle, where art thou?” Dr Austina Clark and Dr Fred Lam (Mathematics and Statistics)
Subsequently two clips have been filmed for SNZ and these will be added to the DVD.
John Harraway
STATISTICS ’05
Workshops on
Research Methods:
Modelling & Inference, Experimental Design, and
Spatial Sampling and Capture-Recapture Models for Survey Data
Function Centre, University of Wollongong, NSW
28 – 30 November 2005
Experimental Design
This workshop will honour the career of Professor J. A. (“Nye”) John of the University of Waikato, New Zealand. Professor John has had a long and distinguished career in experimental design. This workshop will be attended by many of the leading and emerging experimental design researchers in Australia and New Zealand.
Web:
http://www.math.uow.edu.au/research/statistics05.shtml
Contact: Assoc Prof Ken Russell, University of Wollongong (kgr@uow.edu.au)
Invited Speakers
Dr Chris Brien, University of South Australia
Professor John Eccleston, University of Queensland
Professor J. A. (“Nye”) John, University of Waikato, New Zealand. Professor Susan Lewis, University of Southampton, UK Plenary Speaker: her research interests are in the development of experimental designs for applications in industry.
Dr Richard Martin, formerly University of Sheffield, UK
Dr Nam-Ky Nguyen, University of New England
Dr Kathy Ruggiero, CSIRO, Canberra
Assoc Prof Ken Russell, University of Wollongong
Assoc Prof Deborah Street, University of Technology Sydney
Assoc Prof David Whitaker, University of Waikato, New Zealand
Dr Emlyn Williams, formerly CSIRO, Canberra
Estimation and Modelling Procedures for HMM and Related Models
Rutherford House, VUW, Wellington
5-8 December, 2005
The second workshop in the NZIMA “Hidden Markov Models and Complex System” Programme will be held in Wellington from 5-8 December, 2005. Detailed information, including forms for registration and submission of abstracts, is available on the workshop webpage http://nzsa.rsnz.org/HMM2/index.htm, and will be updated as plans progress. Enquiries about the programme can be sent to Mark Bebbington (m.bebbington@massey.ac.nz) and about registration or accommodation to Ray Brownrigg (ray@mcs.vuw.ac.nz).
The registration fee will be $200, with a $150 NZIMA subsidy for New Zealand residents; the workshop dinner at the Skyline Restaurant on the Tuesday evening will cost $50. There will also be NZIMA scholarships for students, to cover travel and accommodation costs. Those attending should arrange their own accommodation, preferably around the Thorndon (northern) end of the city to be close to the workshop venue; links to suitable accommodation are on the webpage.
The
first day will consist of revision and tutorial material on models and
algorithms, along with software demonstrations. Subsequent days will include
presentations from NZIMA Visiting Fellows, including Peter Clifford of Oxford
University (left) and Hal White of UC San Diego (below right). Offers have also
been made to other distinguished contributors in the field.
We are also hoping for strong contributions from NZers who presented and participated at Wanaka, as well as establishing connections with more NZers using HMMs over a range of applications.
The Hidden Markov Models Programme is running a weekly seminar series over September-October, with presentations from post-docs and other Programme participants. It is primarily based in Wellington, but there is funding within the programme for each speaker to travel to another venue to give their seminar there. If you are interested in arranging such a seminar, please contact David Vere-Jones (David.Vere-Jones@mcs.vuw.ac.nz). Further details will be notified on http://nzsa.rsnz.org/HMM2/links.htm as they come to hand. Talks scheduled henceforth, with most venues in the Cotton Building, VUW, are:
Wednesday August 31st, 4 pm. David Harte: "An Introduction to Discrete Time Hidden Markov Models"
Friday September 9th, 12 noon, CO249 Andrea Ridolfi: "Normal Mixture Models and HMM Parameter Estimation"
Tuesday Sept 13, 12 noon, Andrea Ridolfi: “Power Spectra of Point Processes and Related Signals”
Friday Sept 16, 12 noon, Junko Murakami. “Introduction to Particle Filters for HMMs”
Friday Sept 23, 12 noon, Marcus Frean: “Particle Filters and Inference for Stochastic Processes on Graphs”
Friday Sept 30, 12 noon, Pierre Ailliot: "Markov-switching AR models for wind time series"
Friday Oct 7, 12 noon, Paul Malcolm (Canberra) “Parameter Estimation for Asset-Price Evolution Dynamics via M-ary Detection”
Friday Oct 21, 12 noon, Paul Mullowney (Christchurch).
Friday Oct 28, 12 noon, Mike Paulin (Otago) “The Neural Particle Filter: A model of neural computations for dynamical state estimation in the brain”
Friday Oct 14, 12 noon, David Bryant (Auckland).
Post-doctoral Fellowships
Post-doctoral
fellowships have been awarded under the HMM programme to Junko Murakami (right)
and Pierre Ailliot. Junko was a speaker at the Wanaka Workshop. She recently
completed a PhD at Arizona State University on aspects of the numerical
performance of EM algorithm applied to HMMs, and has previous research and
consulting experience in Japan and US. She will be working with David Vere-Jones
on HMMs in Seismology.
Pierre
Ailliot (left) completed his PhD at Université de Rennes and IFREMER on “Markov
switching autoregressive models: Applications to wind time series”. He has
arrived in New Zealand, and is stationed at NIWA in Wellington, working on HMMs
for rainfall.
Paul Mullowney, a joint post-doc at the Universities of Canterbury and Pittsburgh, is working within the Programme (though not funded by it) on “Stochastic Differential Equations with applications to fisheries and neuroscience”.
ASC/NZSA 2006 Statistical Connections
Auckland
3-7 July, 2006
You are warmly invited to attend the Australian Statistical Conference/New Zealand Statistical Association Conference 2006 at SKYCITY, Auckland.
SKYCITY Auckland Convention Centre is located in downtown
Auckland. It is the newest and most technically advanced convention centre in
New Zealand.
The Program Committee is working hard on developing the Conference Program.
Three
Keynote Speakers have accepted invitations: David Donoho (right), Peter Hall,
and Xiao-li Meng. All three are COPSS Award winners. Keynote speakers will
present a plenary session. In addition, Ray Chambers will deliver the Foreman
Lecture, which will also be a plenary session.
A range of Invited Speaker Sessions are planned and of those invited the following speakers have accepted: Christian Robert, Junji Nakano, Bill Venables, Brian Cade, Mark Burgman, Tony Pettitt, Alan Rodrigo, Emlyn Williams, Steve Buckland, Rachel Fewster, Brian McArdle, Nozer Singpurwalla, Alastair Scott.
Key Dates
Call for Abstracts: 31 October 2005
Abstracts Submission Deadline: 16 February 2006
Authors notified of acceptance: 28 March 2006
Early Bird Registration Deadline: 25 April 2006
For further information, including satellite workshops, visit the conference website at http://www.statsnz2006.com/
Email: d.scott@auckland.ac.nz
David Scott