Archive for the Travel Category

Cancún, ISBA 2014 [day #3]

Posted in pictures, Statistics, Travel, University life with tags , , , , , on July 23, 2014 by xi'an

Cancun13…already Thursday, our [early] departure day!, with an nth (!) non-parametric session that saw [the newly elected ISBA Fellow!] Judith Rousseau present an ongoing work with Chris Holmes on the convergence or non-convergence conditions for a Bayes factor of a non-parametric hypothesis against another non-parametric. I wondered at the applicability of this test as the selection criterion in ABC settings, even though having an iid sample to start with is a rather strong requirement.

Switching between a scalable computation session with Alex Beskos, who talked about adaptive Langevin algorithms for differential equations, and a non-local prior session, with David Rossell presenting a smoother way to handle point masses in order to accommodate frequentist coverage. Something we definitely need to discuss the next time I am in Warwick! Although this made me alas miss both the first talk of the non-local session by Shane Jensen  the final talk of the scalable session by Doug Vandewrken where I happened to be quoted (!) for my warning about discretising Markov chains into non-Markov processes. In the 1998 JASA paper with Chantal Guihenneuc.

After a farewell meal of ceviche with friends in the sweltering humidity of a local restaurant, I attended [the newly elected ISBA Fellow!] Maria Vanucci’s talk on her deeply involved modelling of fMRI. The last talk before the airport shuttle was François Caron’s description of a joint work with Emily Fox on a sparser modelling of networks, along with an auxiliary variable approach that allowed for parallelisation of a Gibbs sampler. François mentioned an earlier alternative found in machine learning where all components of a vector are updated simultaneously conditional on the previous avatar of the other components, e.g. simulating (x’,y’) from π(x’|y) π(y’|x) which does not produce a convergent Markov chain. At least not convergent to the right stationary. However, running a quick [in-flight] check on a 2-d normal target did not show any divergent feature, when compared with the regular Gibbs sampler. I thus wonder at what can be said about the resulting target or which conditions are need for divergence. A few scribbles later, I realised that the 2-d case was the exception, namely that the stationary distribution of the chain is the product of the marginal. However, running a 3-d example with an auto-exponential distribution in the taxi back home, I still could not spot a difference in the outcome.

Off from Cancun [los scientificos Maya]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on July 22, 2014 by xi'an

Maya1The flight back from ISBA 2014 was not as smooth as the flight in: it took one hour for the shuttle to take us to the airport thanks to a driver posing as a touristic guide [who needs a guide when going home?!] and droning on and on about Cancún and the Maya heritage [as far as I could guess from his Spanish]. Learning at the airport that out flight to Mexico City was delayed, then too delayed for us to make the connection, with no hotel room available there, then suggesting to the desk personal every possible European city to learn the flight had left or was about to leave, missing London by an hair, thanks to our droning friend on the scientific Mayas, and eventually being bused to the hotel airport, too far from the last poster session we could have attended!, and leaving early the next morning to Atlanta and then Paris. Which means we could have stayed for most of the remaining sessions and been back home at about the same time…
Maya2

do and [mostly] don’t…

Posted in pictures, Travel with tags , , , , , on July 20, 2014 by xi'an

Cancun14Rather than staying in one of the conference hotels, I followed my habit of renting a flat by finding a nice studio in Cancún via airbnb. Fine except for having no internet connection. (The rental description mentioned “Wifi in the lobby”, which I stupidly interpreted as “lobby of the appartment”, but actually meant “lobby of the condominium building”… Could as well have been “lobby of the airport”.) The condo owner sent us a list of “don’t” a few days ago, some of which are just plain funny (or tell of past disasters!):

- don’t drink heavily
– don’t party or make noise
– don’t host visitors, day or night
– don’t bang the front door or leave the balcony door open when opening the front door
– don’t put cans or bottles on top of the glass cooktop
– don’t cook elaborate meals
– don’t try to fit an entire chicken in the oven
– don’t spill oil or wine on the kitchentop
– don’t cut food directly on the kitchentop
– don’t eat or drink while in bed
– avoid frying, curry, and bacon
– shop for groceries only one day at a time
– hot water may or may not be available
– elevator may or may not be available
– don’t bring sand back in the condo

Cancun, ISBA 2014 [½ day #2]

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on July 19, 2014 by xi'an

Cancun12

Half-day #2 indeed at ISBA 2014, as the Wednesday afternoon kept to the Valencia tradition of free time, and potential cultural excursions, so there were only talks in the morning. And still the core poster session at (late) night. In which my student Kaniav Kamari presented a poster on a current project we are running with Kerrie Mengersen and Judith Rousseau on the replacement of the standard Bayesian testing setting with a mixture representation. Being half-asleep by the time the session started, I did not stay long enough to collect data on the reactions to this proposal, but the paper should be arXived pretty soon. And Kate Lee gave a poster on our importance sampler for evidence approximation in mixtures (soon to be revised!). There was also an interesting poster about reparameterisation towards higher efficiency of MCMC algorithms, intersecting with my long-going interest in the matter, although I cannot find a mention of it in the abstracts. And I had a nice talk with Eduardo Gutierrez-Pena about infering on credible intervals through loss functions. There were also a couple of appealing posters on g-priors. Except I was sleepwalking by the time I spotted them… (My conference sleeping pattern does not work that well for ISBA meetings! Thankfully, both next editions will be in Europe.)

Great talk by Steve McEachern that linked to our ABC work on Bayesian model choice with insufficient statistics, arguing towards robustification of Bayesian inference by only using summary statistics. Despite this being “against the hubris of Bayes”… Obviously, the talk just gave a flavour of Steve’s perspective on that topic and I hope I can read more to see how we agree (or not!) on this notion of using insufficient summaries to conduct inference rather than trying to model “the whole world”, given the mistrust we must preserve about models and likelihoods. And another great talk by Ioanna Manolopoulou on another of my pet topics, capture-recapture, although she phrased it as a partly identified model (as in Kline’s talk yesterday). This related with capture-recapture in that when estimating a capture-recapture model with covariates, sampling and inference are biased as well. I appreciated particularly the use of BART to analyse the bias in the modelling. And the talk provided a nice counterpoint to the rather pessimistic approach of Kline’s.

Terrific plenary sessions as well, from Wilke’s spatio-temporal models (in the spirit of his superb book with Noel Cressie) to Igor Prunster’s great entry on Gibbs process priors. With the highly significant conclusion that those processes are best suited for (in the sense that they are only consistent for) discrete support distributions. Alternatives are to be used for continuous support distributions, the special case of a Dirichlet prior constituting a sort of unique counter-example. Quite an inspiring talk (even though I had a few micro-naps throughout it!).

I shared my afternoon free time between discussing the next O’Bayes meeting (2015 is getting very close!) with friends from the Objective Bayes section, getting a quick look at the Museo Maya de Cancún (terrific building!), and getting some work done (thanks to the lack of wireless…)

Cancún, ISBA 2014 [day #1]

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

sunrise in Cancún, July 15, 2014The first full day of talks at ISBA 2014, Cancún, was full of goodies, from the three early talks on specifically developed software, including one by Daniel Lee on STAN that completed the one given by Bob Carpenter a few weeks ago in Paris (which gives me the opportunity to advertise STAN tee-shirts!). To the poster session (which just started a wee bit late for my conference sleep pattern!). Sylvia Richardson gave an impressive lecture full of information on Bayesian genomics. I also enjoyed very much two sessions with young Bayesian statisticians, one on Bayesian econometrics and the other one more diverse and sponsored by ISBA. Overall, and this also applies to the programme of the following days, I found that the proportion of non-parametric talks was quite high this year, possibly signalling a switch in the community and the interest of Bayesians. And conversely very few talks on computing related issues. (With most scheduled after my early departure…)

In the first of those sessions, Brendan Kline talked about partially identified parameters, a topic quite close to my interests, although I did not buy the overall modelling adopted in the analysis. For instance, Brendan Kline presented the example of a parameter θ that is the expectation of a random variable Y which is indirectly observed through x <Y< x̅ . While he maintained that inference should be restricted to an interval around θ and that using a prior on θ was doomed to fail (and against econometrics culture), I would have prefered to see this example as a missing data one, with both x and x̅ containing information about θ. And somewhat object to the argument against the prior as it would equally apply to any prior modelling. Although unrelated in the themes, Angela Bitto presented a work on the impact of different prior modellings on the estimation of time-varying parameters in time-series models. À la Harrison and West 1994 Discriminating between good and poor shrinkage in a way I could not spot. Unless it was based on the data fit (horror!). And a third talk of interest by Andriy Norets that (very loosely) related to Angela’s talk by presenting a framework to modify credible sets towards frequentist properties: one example was the credible interval on a positive normal mean that led to a frequency-valid confidence interval with a modified prior. This reminded me very much of the shrinkage confidence intervals of the James-Stein era.

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