Archive for Larry Brown

Back from Philly

Posted in R, Statistics, Travel, University life with tags , , , , , , , , , on December 21, 2010 by xi'an

The conference in honour of Larry Brown was quite exciting, with lots of old friends gathered in Philadelphia and lots of great talks either recollecting major works of Larry and coauthors or presenting fairly interesting new works. Unsurprisingly, a large chunk of the talks was about admissibility and minimaxity, with John Hartigan starting the day re-reading Larry masterpiece 1971 paper linking admissibility and recurrence of associated processes, a paper I always had trouble studying because of both its depth and its breadth! Bill Strawderman presented a new if classical minimaxity result on matrix estimation and Anirban DasGupta some large dimension consistency results where the choice of the distance (total variation versus Kullback deviance) was irrelevant. Ed George and Susie Bayarri both presented their recent work on g-priors and their generalisation, which directly relate to our recent paper on that topic. On the afternoon, Holger Dette showed some impressive mathematics based on Elfving’s representation and used in building optimal designs. I particularly appreciated the results of a joint work with Larry presented by Robert Wolpert where they classified all Markov stationary infinitely divisible time-reversible integer-valued processes. It produced a surprisingly small list of four cases, two being trivial.. The final talk of the day was about homology, which sounded a priori rebutting, but Robert Adler made it extremely entertaining, so much that I even failed to resent the powerpoint tricks! The next morning, Mark Low gave a very emotional but also quite illuminating about the first results he got during his PhD thesis at Cornell (completing the thesis when I was using Larry’s office!). Brenda McGibbon went back to the three truncated Poisson papers she wrote with Ian Johnstone (via gruesome 13 hour bus rides from Montréal to Ithaca!) and produced an illuminating explanation of the maths at work for moving from the Gaussian to the Poisson case in a most pedagogical and enjoyable fashion. Larry Wasserman explained the concepts at work behind the lasso for graphs, entertaining us with witty acronyms on the side!, and leaving out about 3/4 of his slides! (The research group involved in this project produced an R package called huge.) Joe Eaton ended up the morning with a very interesting result showing that using the right Haar measure as a prior leads to a matching prior, then showing why the consequences of the result are limited by invariance itself. Unfortunately, it was then time for me to leave and I will miss (in both meanings of the term) the other half of the talks. Especially missing Steve Fienberg’s talk for the third time in three weeks! Again, what I appreciated most during those two days (besides the fact that we were all reunited on the very day of Larry’s birthday!) was the pain most speakers went to to expose older results in a most synthetic and intuitive manner… I also got new ideas about generalising our parallel computing paper for random walk Metropolis-Hastings algorithms and for optimising across permutation transforms.

Back to Philly

Posted in Statistics, Travel, University life with tags , , , , , , , on December 15, 2010 by xi'an

Today and tomorrow, I am attending a conference in Wharton in honour of Larry Brown for his 70th birthday. I met Larry in 1988 when visiting Cornell for the year—even using his office in the Math department while he was away on a sabbatical leave—and it really does not feel like that long ago, nor does it feel like Larry is any close to 70 as he looks essentially the same as 22 years ago! The conference is reflecting Larry’s broad range of research from decision-theory and nonparametrics to data analysis. I am thus very glad to celebrate Larry’s birthday with a whole crowd of old and more recent friends. (My talk on Rao-Blackwellisation will be quite similar to the seminar I gave in Stanford last summer [except that I have to talk twice as fast!])

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