Today I started my new course of Statistics for our third year undergraduates. In English! A point that came as a surprise for the students but I got no complaint (so far) and they started asking questions in English during the class. The slides are “under construction” and this first chapter borrows a fair chunk from Andrew’s blog entries. Including the last slide on the six Kaiser Fung quotes, which was posted yesterday night. The next chapter is going to be more standard, with statistical models, limit theorems, and exponential families.
Archive for the Kids Category
Of interest for xkcd fans: What If?: Serious Scientific Answers to Absurd Hypothetical Questions is out! Actually, it is currently the #1 bestseller on amazon! (A physics book makes it to the top of the bestseller list, a few weeks after a theoretical economics book got there. Nice! Actually, a statistics book also made it to the top: Nate Silver’s The SIgnal and the Noise….) I did not read the book, but it is made of some of the questions answered by Randall Munroe (the father of xkcd) on his what if blog. In connection with this publication, Randall Munroe is interviewed on FiveThirtyEight (Nate Silver’s website), as kindly pointed out to me by Bill Jefferys. The main message is trying to give people a feeling about numbers, a rough sense of numeracy. Which was also the purpose of the guesstimation books.
As the ‘Og went over its [first] million views and 3,000 posts since its first post in October 2008, the most popular entries (lots of book reviews, too many obituaries, and several guest posts):
Next week I am giving a talk at BAYSM in Vienna. BAYSM is the Bayesian Young Statisticians meeting so one may wonder why, but with Chris Holmes and Mike West, we got invited as more… erm… senior speakers! So I decided to give a definitely senior talk on a thread pursued throughout my career so far, namely mixtures. Plus it also relates to works of the other senior speakers. Here is the abstract for the talk:
Mixtures of distributions are fascinating objects for statisticians in that they both constitute a straightforward extension of standard distributions and offer a complex benchmark for evaluating statistical procedures, with a likelihood both computable in a linear time and enjoying an exponential number of local models (and sometimes infinite modes). This fruitful playground appeals in particular to Bayesians as it constitutes an easily understood challenge to the use of improper priors and of objective Bayes solutions. This talk will review some ancient and some more recent works of mine on mixtures of distributions, from the 1990 Gibbs sampler to the 2000 label switching and to later studies of Bayes factor approximations, nested sampling performances, improper priors, improved importance samplers, ABC, and a inverse perspective on the Bayesian approach to testing of hypotheses.
I am very grateful to the scientific committee for this invitation, as it will give me the opportunity to meet the new generation, learn from them and in addition discover Vienna where I have never been, despite several visits to Austria. Including its top, the Großglockner. I will also give a seminar in Linz the day before. In the Institut für Angewandte Statistik.
Great poster session yesterday night and at lunch today. Saw an ABC poster (by Dennis Prangle, following our random forest paper) and several MCMC posters (by Marco Banterle, who actually won one of the speed-meeting mini-project awards!, Michael Betancourt, Anne-Marie Lyne, Murray Pollock), and then a rather different poster on Mondrian forests, that generalise random forests to sequential data (by Balaji Lakshminarayanan). The talks all had interesting aspects or glimpses about big data and some of the unnecessary hype about it (them?!), along with exposing the nefarious views of Amazon to become the Earth only seller!, but I particularly enjoyed the astronomy afternoon and even more particularly Steve Roberts sweep through astronomy machine-learning. Steve characterised variational Bayes as picking your choice of sufficient statistics, which made me wonder why there were no stronger connections between variational Bayes and ABC. He also quoted the book The Fourth Paradigm: Data-Intensive Scientific Discovery by Tony Hey as putting forward interesting notions. (A book review for the next vacations?!) And also mentioned zooniverse, a citizens science website I was not aware of. With a Bayesian analysis of the learning curve of those annotating citizens (in the case of supernovae classification). Big deal, indeed!!!
Yesterday night, we went to a very special restaurant in down-town Paris, called “dans le noir” where meals take place in complete darkness (truly “dans le noir”!). Complete in the sense it is impossible to see one’s hand and one’s glass. The waiters are blind and the experiment turns them into our guides, as we are unable to progress or eat in the dark! In addition to this highly informative experiment, it was fun to guess the food (easy!) and even more to fail miserably at guessing the colour of the wine (a white Minervois made from Syrah that tasted very much like a red, either from Languedoc-Roussillon or from Bordeaux…!) The food was fine if not outstanding (the owner told us how cooking too refined a meal led to terrible feedbacks from the customers as they could not guess what they were eating) and the wine very good (no picture for the ‘Og, obviously!). This was my daughter’s long-time choice for her 18th birthday dinner and a definitely outstanding idea! So if you have the opportunity to try one of those restaurants (in Barcelona Paseo Picasso, London Clerkenwell,
New York, Paris Les Halles, or Saint-Petersbourg), I strongly suggest you to make the move. Eating will never feel the same!
Following a proposal put forward by Ted Meeds, Max Welling, Richard Wilkinson, Neil Lawrence and myself, our ABC in Montréal workshop has been accepted by the NIPS 2014 committee and will thus take place on either Friday, Dec. 11, or Saturday, Dec. 12, at the end of the main NIPS meeting (Dec. 8-10). (Despite the title, this workshop is not part of the ABC in … series I started five years ago. It will only last a single day with a few invited talks and no poster. And no free wine & cheese party.) On top of this workshop, our colleagues Vikash K Mansinghka, Daniel M Roy, Josh Tenenbaum, Thomas Dietterich, and Stuart J Russell have also been successful in their bid for the 3rd NIPS Workshop on Probabilistic Programming which will presumably be held on the opposite day to ours, as Vikash is speaking at our workshop, while I am speaking in this workshop. I am yet undecided as to whether or not to attend the main conference, given that I am already travelling a lot this semester and have to teach two courses, incl. a large undergraduate statistics inference course… Obviously, I will try to attend if our joint paper is accepted by the editorial board! Even though Marco will then be the speaker.