Archive for Julien Cornebise

Biostat/Pharma is coming to ISBA [guest post]

Posted in Statistics, Travel, University life with tags , , , , on June 19, 2012 by xi'an

This post is written by Julien Cornebise :

Along with Telba Irony, Peter Mueller, and Gary Rosner, I have the pleasure to be co-founding a dedicated Biostat/Pharma section of ISBA.

Its aim is to help network and federate under a common well-known “brand” the many initiatives to spread Bayesian methods and ideas in Biostats and Pharmacological stats: for example workshops, short courses, continuing education, sessions within larger conferences, etc.

We also want to help bridge academic and industry in this regard: there are plenty of people on both sides with excellent ideas and stimulating problems, and we think that such an ISBA’s section could help connecting them.

You can already sign the opening petition: we aim to have this section open by the end of the summer. Besides, I will be in ISBA 2012 in Kyoto next week: if you have questions, suggestions, or existing initiatives that could benefit from this branding, I will be glad to meet with yoi!

Post-scriptum: to sign the opening petition, you need to already be or become an ISBA member (50 USD, much worth it!)

Bayes on drugs (guest post)

Posted in Books, R, Statistics, University life with tags , , , , , , , on May 21, 2012 by xi'an

This post is written by Julien Cornebise.

Last week in Aachen was the 3rd Edition of the Bayes(Pharma) workshop. Its specificity: half-and-half industry/academic participants and speakers, all in Pharmaceutical statistics, with a great care to welcome newcomers to Bayes, so as to spread as much as possible the love where it will actually be used. First things first: all the slides are available online, thanks to the speakers for sharing those. Full disclaimer: being part of the scientific committee of the workshop, I had a strong subjective prior.

3 days, 70 participants, we were fully booked, and even regretfully had to refuse inscriptions due to lack of room-space (!! German regulations are quite… enforced). Time to size it up for next year, maybe?

My most vivid impression overall: I was struck by the interactivity of the questions/answers after each talk. Rarely fewer than 5 questions per talk (come on, we’ve all attended sessions where the chairman is forced to ask the lone question — no such thing here!), on all points of each talk, with cross-references from one question to the other, even from one *talk* to the other! Seeing so much interaction and discussion in spite of (or, probably, thanks to ?) the diversity of the audience was a real treat: not only did the questions bring up additional details about the talk, they were, more importantly, bringing very precious highlight on the questioners’ mindsets, their practical concerns and needs. Both academics and industrials were learning on all counts — and, for having sometimes seen failed marriages of the kind in the past (either a French round-table degenerating in nasty polemic on “research-induced tax credit”, or just plain mismatch of interests), I was quite impressed that we were purely and simply all interested in multiple facets of the very same thing: the interface between pharma and stats.

As is now a tradition, the first day was a short course, this time by Pr. Emmanuel Lessaffre: based on his upcoming book on Bayesian Biostatistics (Xian, maybe a review someday?), it was meant to be introductory for newcomers to Bayes, but was still packed with enough “tricks of the trades” that even seasoned Bayesians could get something out of it. I very much appreciated the pedagogy in the “live” examples, with clear convergence caveats based on traceplots of common software (WinBUGS). The most vivid memory: his strong spotlight on INLA as “the future of Bayesian computation”. Although my research is mostly on MCMC/SMC, I’m now damn curious to give it a serious try — this was further reinforced by late evening discussions with Gianluca BaioM, who revealed that all his results that were all obtained in seconds of INLA computing.

Day 2 and half-day 3 were invited and contributed talks, all motivated by top-level applications. No convergence theorems here, but practical issues, with constraints that theoreticians (including myself!) would hardly guess exist: very small sample sizes, regulatory issues, concurrence with legacy methodology with only seconds-long runtime (impossible to run 1 million MCMC steps!), and sometimes even imposed software due to validation processes! Again, as stated above, the number and quality of questions is really what I will keep from those 2 days.

If I had to state one regret, maybe, it would be this unsatisfactory feeling that, for many newcomers, MCMC = WinBUGS — with its obvious restrictions. The lesson I learned: all the great methodological advances of the last 10 years, especially in Adaptive MCMC, have not yet reached most practitioners yet, since they need *tools* they can use. It may be a sign that, as methodological researchers, we should maybe put a stronger emphasis on bringing software packages forward (for R, of course, but also for JAGS or OpenBUGS!); not only a zip-file with our article’s codes, but a full-fledged package, with ongoing support, maintenance, and forum. That’s a tough balance to find, since the time maintaining a package does not count in the holy-bibliometry… but doesn’t it have more actual impact? Besides, more packages = less papers but also = more citations of the corresponding paper. Some do take this road (Robert Gramacy’s packages were cited last week as examples of great support, and Andy Gelman and Matt Hoffman are working on the much-expected STAN, and I mentioned above Havard Rue’s R-INLA), but I don’t think it is yet considered “best practices”.

As a conclusion, this Bayes-Pharma 2012 workshop reminded me a lot of the SAMSI 2010 Summer Program: while Bayes-Pharma aims to be much more introductory, they had in common this same success in blending pharma-industry and academy. Could it be a specificity of pharma? In which case, I’m looking very much forward opening ISBA’s Specialized Section on Biostat/Pharmastat that a few colleagues and I are currently working on (more on this here soon). With such a crowd on both sides of the Atlantic, and a looming Bayes 2013 in the Netherlands, that will be exciting.

Posts of the year

Posted in Books, R, Statistics, University life with tags , , , , , , , on August 31, 2011 by xi'an

Like last year, here are the most popular posts since last August:

  1. Home page 92,982
  2. In{s}a(ne)!! 6,803
  3. “simply start over and build something better” 5,834
  4. Julien on R shortcomings 2,373
  5. Parallel processing of independent Metropolis-Hastings algorithms 1,455
  6. Do we need an integrated Bayesian/likelihood inference? 1,361
  7. Coincidence in lotteries 1,256
  8. #2 blog for the statistics geek?! 863
  9. ABC model choice not to be trusted 814
  10. Sudoku via simulated annealing 706
  11. Bayes on the Beach 2010 [2] 704
  12. News about speeding R up 688
  13. Solution manual for Introducing Monte Carlo Methods with R 688
  14. R exam 617
  15. Bayesian p-values 607
  16. Monte Carlo Statistical Methods third edition 577
  17. Le Monde puzzle [49] 499
  18. The foundations of Statistics: a simulation-based approach 493
  19.  The mistborn trilogy 492
  20. Lack of confidence in ABC model choice 487
  21. Solution manual to Bayesian Core on-line 481
  22. Bayes’ Theorem 459
  23. Julian Besag 1945-2010 452
  24. Millenium 1 [movie] 448
  25. ABC lectures [finale] 436

No major surprise in this ranking: R related blogs keep the upper part, partly thanks to being syndicated on R-bloggers, partly thanks to the tribunes contributed by Ross Ihaka and Julien Cornebise, even though I am surprised a rather low-key Le Monde puzzle made it to the list (maybe because it became part of my latest R exam?). Controversial books reviews are great traffic generators, even though the review of The foundations of Statistics: a simulation-based approach was posted less than a month ago. At last, it is comforting to see two of our major research papers for the 2010-2011 period on the list: the Parallel processing of independent Metropolis-Hastings algorithms with Pierre and Murray, and the more controversial Lack of confidence in ABC model choice with Jean-Michel and Natesh (twice). The outlier in the list is undoubtedly Bayes on the Beach 2010 [2] which got undeserved traffic for pointing out to Surfers Paradise , a highly popular entry! On my side unscientific entries, Saunderson’s Mistborn and Larson’s Millenium, McCarthy’s Border trilogy missing the top list by three entries…

Two local recipients for the Savage award!

Posted in Statistics, University life with tags , , , , on April 4, 2011 by xi'an

Two Paris statisticians are recipients of the Savage award this year: Julien Cornebise (PhD from Telecom-Paristech with Eric Moulines, now at UCL in Mark Girolami’s group) is nominated for the Theory award and Robin Ryder (PhD in Oxford with Geoff Nicholls, now at CREST) is nominated for the Applied methodology award. Congratulations to both (and to the other two recipients) for well-deserved rewards! (Past local recipients were Billy Amzal in 2005 and Nicolas Chopin in 2002.)

Follow

Get every new post delivered to your Inbox.

Join 551 other followers