Here is the fifth and last set of slides for my third year statistics course, trying to introduce Bayesian statistics in the most natural way and hence starting with… Rasmus’ socks and ABC!!! This is an interesting experiment as I have no idea how my students will react. Either they will see the point besides the anecdotal story or they’ll miss it (being quite unhappy so far about the lack of mathematical rigour in my course and exercises…). We only have two weeks left so I am afraid the concept will not have time to seep through!
Archive for Bayesian statistics
[Here is a call for a post-doctoral position in Montpellier, South of France, not Montpelier, Vermont!, in a population genetics group with whom I am working. Highly recommended if you are currently looking for a postdoc!]
Three-year post-doctoral position at the Institute of Computational Biology (IBC), Montpellier (France) :
Methodological developments in evolutionary genomics.
One young investigator position opens immediately at the Institute for Computational Biology (IBC) of Montpellier (France) to work on the development of innovative inference methods and software in population genomics or phylogenetics to analyze large-scale genomic data in the fields of health, agronomy and environment (Work Package 2 « evolutionary genomics » of the IBC). The candidate will develop its own research on some of the following topics : selective processes, demographic history, spatial genetic processes, very large phylogenies reconstruction, gene/species tree reconciliation, using maximum likelihood, Bayesian and simulation-based inference. We are seeking a candidate with a strong background in mathematical and computational evolutionary biology, with interest in applications and software development. The successfull candidate will work on his own project, build in collaboration with any researcher involved in the WP2 project and working at the IBC labs (AGAP, CBGP, ISEM, I3M, LIRMM, MIVEGEC).
IBC hires young investigators, typically with a PhD plus some post-doc experience, a high level of publishing, strong communication abilities, and a taste for multidisciplinary research. Working full-time at IBC, these young researchers will play a key role in Institute life. Most of their time will be devoted to scientific projects. In addition, they are expected to actively participate in the coordination of workpackages, in the hosting of foreign researchers and in the organization of seminars and events (summer schools, conferences…). In exchange, these young researchers will benefit from an exceptional environment thanks to the presence of numerous leading international researchers, not to mention significant autonomy for their work. Montpellier hosts one of the most vibrant communities of biodiversity research in Europe with several research centers of excellence in the field. This positions is open for up to 3 years with a salary well above the French post-doc standards. Starting date is open to discussion.
The application deadline is January 31, 2015.
Living in Montpellier: http://www.agropolis.org/english/guide/index.html
Contacts at WP2 « Evolutionary Genetics » :
Jean-Michel Marin : http://www.math.univ-montp2.fr/~marin/
Vincent Ranwez : https://sites.google.com/site/ranwez/
Olivier Gascuel : http://www.lirmm.fr/~gascuel/
Submit my application : http://www.ibc-montpellier.fr/open-positions/young-investigators#wp2-evolution
Here is the fourth set of slides for my third year statistics course, trying to build intuition about the likelihood surface and why on Earth would one want to find its maximum?!, through graphs. I am yet uncertain whether or not I will reach the point where I can teach more asymptotics so maybe I will also include asymptotic normality of the MLE under regularity conditions in this chapter…
Here are my tee-shirt design proposals for the official ISBA tee-shirt competition! (I used the facilities of CustomInk.com as I could not easily find a free software around. Except for the last one where I recycled my vistaprint mug design…)
While I do not have any expectation of seeing one of these the winner (!), what is your favourite one?!
Here is the third set of slides for my third year statistics course. Nothing out of the ordinary, but the opportunity to link statistics and simulation for students not yet exposed to Monte Carlo methods. (No ABC yet, but who knows?, I may use ABC as an entry to Bayesian statistics, following Don Rubin’s example! Surprising typo on the Project Euclid page for this 1984 paper, by the way…) On Monday, I had the pleasant surprise to see Shravan Vasishth in the audience, as he is visiting Université Denis Diderot (Paris 7) this month.
The 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.
In my book review of the recent book by Dirk Kroese and Joshua Chan, Statistical Modeling and Computation, I mistakenly and persistently typed the name of the second author as Joshua Chen. This typo alas made it to the printed and on-line versions of the subsequent CHANCE 27(2) column. I am thus very much sorry for this mistake of mine and most sincerely apologise to the authors. Indeed, it always annoys me to have my name mistyped (usually as Roberts!) in references. [If nothing else, this typo signals it is high time for a change of my prescription glasses.]