Archive for June, 2012

ISBA 2012 [#3]

Posted in Statistics, Travel, University life with tags , , , , , , on June 29, 2012 by xi'an

A third and again very intense day at ISBA 2012: as Steve Scott said, “we are  getting Bayes-ed out”… It started for me with Robert Kohn’s particle filter session, where Julien Cornebise gave us programming recommendations to improve our code, performances, and overall impact of our research, passionately pleading for an object oriented approach that would make everything we program much more portable. Scott Sisson presented a new approach to density estimation for ABC purposes, using first a marginal estimation for each component of the statistic vector, then a normal mixture copula on the normal transforms of the inverse cdfs, and Robert concluded with a extension of  PMCMC to eliminate nuisance parameters by importance sampling, a topic we will discuss again when I visit Sydney in two weeks. The second session of the morning was ABC II, where David Nott spoke about the combination of ABC with Bayes linear tools, a paper Scott had presented in Banff last Spring, Michael Blum summarised the survey on the selection of summary statistics discussed earlier on the ‘Og, Jean-Michel spoke about our (recently accepted) LDA paper, acknowledging our initial (2005) misgivings about ABC (!), and Olie Ratmann concluded the session with a fairly exciting new notion of using a testing perspective to define acceptable draws. While I clearly enjoyed the amount of “ABC talks” during this meeting, several attendees mentioned to me it was a bit overwhelming… Well, my impression is that this conveyed high and loud the message that ABC is now truly part of the Bayesian toolbox, and that further theoretical exploration would be most welcomed.

The afternoon session saw another session I was involved in organising, along with Marc Suchard, on parallel computing for Bayesian calculations. Marc motivated the use of GPUs for a huge medical dataset, showing impressive gains in time for a MAP calculation, with promises of a more complete Bayesian processing. Steve Scott gave the distributed computing version of the session, with Google requirements for a huge and superfast logistic regression, Jarad Niemi went into the (highly relevant!) details of random processors on GPUs and Kenichiro McAlinn described an application to portfolio selection using GPUs. (The topic attracted a huge crowd and the room was packed!) I am sorry the parallel session on Bayesian success stories was taking place at the same time. As it related very much to our on-going project with Kerrie Mengersen (we are currently waiting for the return from  selected authors). Then it was time for a bit of joint work, along with a succulent macha ice-cream in Kyoto station, and another fairly exhausting if quality poster session.

I am sorry to miss the sessions of Friday (and got “flak” from Arnaud for missing his lecture!) as these were promising as well. (Again, anyone for a guest post?!) Overall, I come home exhausted but richer for the exchanges and all I learn from a very good and efficient meeting. Not even mentioning this first experience of Japan. (Written from Kansai Osaka airport on a local machine.)

error: hd0, gpt2 out of disk…

Posted in Travel with tags , , on June 28, 2012 by xi'an

My computer crashed yesterday night with this charming message, just when I am getting to leave Kyoto for Paris, so there should be a break in the ‘Og until I set things back to normal…

George Casella ISBA 2012 memorial

Posted in pictures, Running, Statistics, Travel, University life with tags , , on June 28, 2012 by xi'an

”Death is but crossing the world, as friends do the seas; they live in one another still.
For they must needs be present, that love and live in that which is omnipresent.
In this divine glass, they see face to face; and their converse is free, as well as pure.
This is the comfort of friends, that though they may be said to die, yet their friendship and society are, in the best sense, ever present, because immortal.”
William Penn, Fruits of Solitude

Yesterday, we had the memorial session for George at ISBA 2012. A lot of his friends were there, as well as well as persons who had had a interaction with George, either directly or by reading one of his books. We showed the slideshow prepared by Sarah, George’s daughter, for the memorial in Gainesville and edited by Ed George for a few more captions. Ed read the moving eulogy he had prepared for last week. And then people came to the desk to give testimonies on how they interacted with George and how they had been impacted by this interaction… Above is the poem read by Rebecca Steort as a tribute to George, poem which beautifully sums up our feelings.  Thanks to the organising committee, and in particular to Genya Kobayashi, the memorial was filmed and I hope to get it on line once I am back in Paris, as well as forward it to Anne, Sarah and Ben Casella, as a message of loving support and admiration from all those present at the session. (The above picture was taken in Varna, near Ithaca, when George was the captain of a truck in the volunteer Fire Department. He engaged in this activity as intensely as in any activity he was taking part in, getting through certifications and keeping a pager on at all times but when teaching for emergencies.)

ISBA 2012 [#2]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on June 28, 2012 by xi'an

As I slept more than three hours last night, I managed to stay concentrated for a larger portion of the talks today, if missing my morning run! Sam Clifford already discussed some of the sessions I attended, with the same impression about Tamara Broderick’s talk: this was an exceptional and brilliant talk, where the focus was absolutely right and avoided technicalities while conveying the ideas (my candidate for the Lindley prize for sure!). I also like Niels Hjort’s survey and reminiscence, delivered in his unique style! The second session about big data was also quite interesting as it addressed a true problem I feel concerned about if unable to provide useful advances… Michael Jordan’s idea of bags of little bootstraps was neat and concretised the vague notions I had of splitting the data into little datasets. It also opened new directions for thinking, quite appropriately since Michael will spend next year in Paris!

Wanting very much to see the Fushimi Inari-Taisha shrine and its red pilars, I shamefully skipped Chris Holmes’ plenary lecture (and hope Chris will pardon me, one day..!). The shrine was actually quite spectacular while a walking distance from the conference (due East, about 20mn). I even managed to take “empty” pictures despite the crowd. The two afternoon sessions on random probabilities and “honest” MCMC were also quite to my taste, again opening news vistas and raising questions. I also managed to take a peek at most posters, even though another hour would have been welcomed, and got several great exchanges along the way.

ISBA 2012 [guest post]

Posted in pictures, Statistics, Travel, University life with tags , , , , on June 27, 2012 by xi'an

(This post on his impression on ISBA 2012 was written by Sam Clifford, PhD student at QUT.)

Living in Australia has a few benefits when it comes to ISBA 2012. The most obvious one is that travel to Japan takes less than 24 hours and all occurs within time zones which are fairly close to what I consider “normal time”. While my room mate and other attendees appeared to be in various states of exhaustion and mania (we all deal with a lack of sleep very differently) I spent the Monday morning after registration exploring parts of downtown Kyoto with two other attendees from QUT.

Well rested and ready for action, I managed to stay awake during the foundational topic sessions. I had seen Aad van der Vaart talk about coverage of credible sets this time last year in Veracruz at 8BNP, but having come further with my studies I now understood much more of what was going on and could appreciate the implications on a deeper level. The take-home message “you can be very certain but very wrong”. It’s definitely food for thought as I go ahead with my own work on non-/semi-parametric smoothing.

The standout talks for me so far have been in the Advances in Gaussian Processes, Hierarchies of BNP processes and Beta process sessions. While I don’t work directly in these fields I find them absolutely fascinating and was treated in the GP session to three very good examples of the use of GPs with some very clever intricacies in solving some large scale physical science problems. Cari Kaufman’s presentation, in particular, was a great demonstration of how we can use the properties of GPs and flexible mean estimators to obtain sensible smoothers than interpolate the data we have while giving good estimates of the remaining uncertainty. We had a chat on the way to lunch about the overlap between our work and started thinking about some interesting problems that exist in this overlap.

The Hierarchical NP Bayes session had Emily Fox talking about hierarchies of GPs that take advantage of partitioning and the additive properties of GPs and give us a multiresolution GP modelling technique. Combining a globally smooth GP with smaller scale GPs which can model local and discontinuous behaviour in a straightforward and computationally efficient manner is a really neat way to take care of the multiple scales of behaviour in data. Every time I see what Fox is working on I get really excited about the ways we might be able to use it in my group.

Probably my favourite talk was Tamara Broderick’s talk on the search for exchangeable feature probability functions as a way to characterise latent feature models in the way clustering models have been characterised. I know that Tam spent a lot of time on this talk, both late at night and early in the morning, and it paid off. The moment of beauty, for me, came when she presented an extension to Kingman’s Paintbox that allows for overlapping “partitions” by ensuring that the second feature was shared between the partitions where the first feature was and wasn’t expressed (such that p2|p1 and p2|~p1 are in equal proportions, linking it to the Independence). At that point, the talk stopped being about some interesting models based on the Beta process and became a call to discover what was possible in terms of links between a painting scheme and EFPFs. The paper became available on the arXiv during the Beta Process session

Written at Wednesday morning coffee break.

Gion and Kiyomizu [more wandering]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , on June 27, 2012 by xi'an


Being still utterly and irremediably jetlagged, I went running again very early to south Higashimaya, passing by Gion and Kiyomizu temples, as well as running on a pleasant path in the wood, up to the top of the hill (Zushiokukachōchō?) and being rewarded by a superb view of the city as it was less hazy (if still humid) than  yesterday. (I am quite surprised at seeing hardly any other runner on those runs, even though I agree that running in the middle of the woods by 5:30am is not a standard morning jogging)
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ISBA 2012 [#1]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , on June 26, 2012 by xi'an

The empirical likelihood session was the first one I attended in the morning. As I had slept fairly little the past night, I had alas trouble (more than usual!) to stay awake during the talks! They covered the application of a mix of empirical likelihood and Bayesian tools to missing data and survey data. My overall impression is however that there was not much and not enough discussion about the validation of the approach, i.e.~in connection with my lecture of the previous day, whether or not it was Bayesian, and whether or not it leads to a coherent type of inference, albeit asymptotically.

The following session was ABC #1 that I organised, with Scott Sisson chairing. As a biased organiser, I though it went on well and presented some current viewpoints on model choice and summary statistic selection, all of which have been discussed on this ‘Og! In particular, Dennis Prangle exposed his extension of the Read Paper to the model choice issue, raising interesting questions about the notion of sufficiency in this setting. Similarly, Chris Drovandi discussed the choice of pseudo-model in indirect inference, using a model fit as the selection tool, which does not seem an obvious solution to me as what matters is rather the different behaviour of the corresponding estimator in a collection of models…

After a very pleasant lunch with Ed George in what sounded like a very local and secluded restaurant, where we prepared tomorrow’s memorial session by mostly exchanging stories and memories about George Casella, I went to the adaptive Monte Carlo session, where exhaustion got the better of my genuine interest in the topic (despite Pierre prodding me awake from time to time!)… The more relevant my call for contributions to those impressions of ISBA 2012 from all volunters!


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