Archive for the Statistics Category

BAYSM’14 recollection

Posted in Books, Kids, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , on September 23, 2014 by xi'an

Poster for the meeting found everywhere on the WU campus, Wien business and economics universityWhen I got invited to BAYSM’14 last December, I was quite excited to be part of the event. (And to have the opportunities to be in Austria, in Wien and on the new WU campus!) And most definitely and a posteriori I have not been disappointed given the high expectations I had for that meeting…! The organisation was seamless, even by Austrian [high] standards, the program diverse and innovative, if somewhat brutal for older Bayesians and the organising committee (Angela Bitto, Gregor Kastner, and Alexandra Posekany) deserves an ISBA recognition award [yet to be created!] for their hard work and dedication. Thanks also to Sylvia Früwirth-Schnatter for hosting the meeting in her university. They set the standard very high for the next BAYSM organising team. (To be hold in Firenze/Florence, on June 19-21, 2016, just prior to the ISBA Worlbaysm5d meeting not taking place in Banff. A great idea to associate with a major meeting, in order to save on travel costs. Maybe the following BAYSM will take place in Edinburgh! Young, local, and interested Bayesians just have to contact the board of BAYS with proposals.)

So, very exciting and diverse. A lot of talks in applied domains, esp. economics and finance in connection with the themes of the guest institution, WU.  On the talks most related to my areas of interest, I was pleased to see Matthew Simpson working on interweaving MCMC with Vivek Roy and Jarad Niemi, Madhura Killedar constructing her own kind of experimental ABC on galaxy clusters, Kathrin Plankensteiner using Gaussian processes on accelerated test data, Julyan Arbel explaining modelling by completely random measures for hazard mixtures [and showing his filliation with me by (a) adapting my pun title to his talk, (b) adding an unrelated mountain picture to the title page, (c) including a picture of a famous probabilist, Paul Lévy, to his introduction of Lévy processes and (d) using xkcd strips], Ewan Cameron considering future ABC for malaria modelling,  Konstantinos Perrakis working on generic importance functions in data augmentation settings, Markus baysm4Hainy presenting his likelihood-free design (that I commented a while ago), Kees Mulder explaining how to work with the circular von Mises distribution. Not to mention the numerous posters I enjoyed over the first evening. And my student Clara Grazian who talked about our joint and current work on Jeffreys priors for mixture of distributions. Whose talk led me to think of several extensions…

Besides my trek through past and current works of mine dealing with mixtures, the plenary sessions for mature Bayesians were given by Mike West and Chris Holmes, who gave very different talks but with the similar message that data was catching up with modelling and with a revenge and that we [or rather young Bayesians] needed to deal with this difficulty. And use approximate or proxy models. Somewhat in connection with my last part on an alternative to Bayes factors, Mike also mentioned a modification of the factor in order to attenuate the absorbing impact of long time series. And Chris re-set Bayesian analysis within decision theory, constructing approximate models by incorporating the loss function as a substitute to the likelihood.

Once again, a terrific meeting in a fantastic place with a highly unusual warm spell. Plus enough time to run around Vienna and its castles and churches. And enjoy local wines (great conference evening at a Heuriger, where we did indeed experience Gemütlichkeit.) And museums. Wunderbar!

new kids on the block

Posted in Kids, R, Statistics, University life with tags , , , on September 22, 2014 by xi'an

La Defense, Dec. 10, 2010This summer, for the first time, I took three Dauphine undergraduate students into research projects thinking they had had enough R training (with me!) and several stats classes to undertake such projects. In all cases, the concept was pre-defined and “all they had to do” was running a massive flow of simulations in R (or whatever language suited them best!) to check whether or not the idea was sound. Unfortunately, for two projects, by the end of the summer, we had not made any progress in any of the directions I wanted to explore… Despite a fairly regular round of meetings and emails with those students. In one case the student had not even managed to reproduce the (fairly innocuous) method I wanted to improve upon. In the other case, despite programming inputs from me, the outcome was impossible to trust.  A mostly failed experiment which makes me wonder why it went that way. Granted that those students had no earlier training in research, either in exploiting the literature or in pushing experiments towards logical extensions. But I gave them entries, discussed with them those possible new pathways, and kept updating schedules and work-charts. And the students were volunteers with no other incentive than discovering research (I even had two more candidates in the queue).  So it may be (based on this sample of 3!) that our local training system is missing in this respect. Somewhat failing to promote critical thinking and innovation by imposing too long presence hours and by evaluating the students only through standard formalised tests. I do wonder, as I regularly see [abroad] undergraduate internships and seminars advertised in the stats journals. Or even conferences.

my life as a mixture [slides]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , on September 18, 2014 by xi'an

wien1Here are the slides of my talk today at the BAYSM’14 conference in Vienna. Mostly an overview of some of my papers on mixtures, with the most recent stuff…

position at Warwick

Posted in Statistics, University life with tags , , , , , , , on September 17, 2014 by xi'an

the pond in front of the Zeeman building, University of Warwick, July 01, 2014the pond in front of the Zeeman building, University of Warwick, July 01, 2014the pond in front of the Zeeman building, University of Warwick, July 01, 2014

A new position for the of Professor Of Statistics and Data Science / Director of the [newly created] Warwick Data Science Institute has been posted. To quote from the job description, “the position arises from the Department of Statistics’ commitment, in collaboration with the Warwick Mathematics Institute and the Department of Computer Science, to a coherent methodological approach to the fundamentals of Data Science and the challenges of complex data sets (for example big data).”  The interview date is November 27, 2014. All details available here.

Statistics first slides

Posted in Books, Kids, Statistics, University life on September 16, 2014 by xi'an

La Défense from Paris-Dauphine, Nov. 15, 2012Today 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.

Series B reaches 5.721 impact factor!

Posted in Books, Statistics, University life with tags , , , on September 15, 2014 by xi'an

I received this email from Wiley with the great figure that JRSS Series B has now reached a 5.721 impact factor. Which makes it the first journal in Statistics from this perspective. Congrats to editors Gareth Roberts, Piotr Fryzlewicz and Ingrid Van Keilegom for this achievement! An amazing jump from the 2009 figure of 2.84…!

xkcd [interview & book]

Posted in Books, Kids, Statistics with tags , , , , , , , on September 14, 2014 by xi'an

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.

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