reflections on the probability space induced by moment conditions with implications for Bayesian Inference [slides]

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , on December 4, 2014 by xi'an

Here are the slides of my incoming discussion of Ron Gallant’s paper, tomorrow.

a weird beamer feature…

Posted in Books, Kids, Linux, R, Statistics, University life with tags , , , , , , , , , , , , on September 24, 2014 by xi'an

As I was preparing my slides for my third year undergraduate stat course, I got a weird error that got a search on the Web to unravel:

! Extra }, or forgotten \endgroup.
\endframe ->\egroup
\begingroup \def \@currenvir {frame}
l.23 \end{frame}
\begin{slide}
?


which was related with a fragile environment

\begin{frame}[fragile]
\frametitle{simulation in practice}
\begin{itemize}
\item For a given distribution $F$, call the corresponding
pseudo-random generator in an arbitrary computer language
\begin{verbatim}
> x=rnorm(10)
> x
[1] -0.021573 -1.134735  1.359812 -0.887579
[7] -0.749418  0.506298  0.835791  0.472144
\end{verbatim}
\item use the sample as a statistician would
\begin{verbatim}
> mean(x)
[1] 0.004892123
> var(x)
[1] 0.8034657
\end{verbatim}
to approximate quantities related with $F$
\end{itemize}
\end{frame}\begin{frame}


but not directly the verbatim part: the reason for the bug was that the \end{frame} command did not have a line by itself! Which is one rare occurrence where the carriage return has an impact in LaTeX, as far as I know… (The same bug appears when there is an indentation at the beginning of the line. Weird!) [Another annoying feature is wordpress turning > into &gt; in the sourcecode environment…]

my life as a mixture [slides]

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

Here 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…

JSM 2014, Boston [#3]

Posted in Statistics, University life with tags , , , , , , , on August 8, 2014 by xi'an

Today I gave a talk in the Advances in model selection session. Organised by Veronika Rockova and Ed George. (A bit of pre-talk stress: I actually attempted to change my slides at 5am and only managed to erase the current version! I thus left early enough to stop by the presentation room…) Here are the final slides, which have much in common with earlier versions, but also borrowed from Jean-Michel Marin’s talk in Cambridge. A posteriori, I think the talk missed one slide on the practical run of the ABC random forest algorithm, since later questions showed miscomprehension from the audience.

The other talks in this session were by Andreas Buja [whom I last met in Budapest last year] on valid post-modelling inference. A very relevant reflection on the fundamental bias in statistical modelling. Then by Nick Polson, about efficient ways to compute MAP for objective functions that are irregular.  Great entry into optimisation methods I had never heard of earlier.! (The abstract is unrelated.) And last but not least by Veronika Rockova, on mixing Indian buffet processes with spike-and-slab priors for factor analysis with unknown numbers of factors. A definitely advanced contribution to factor analysis, with a very nice idea of introducing a non-identifiable rotation to align on orthogonal designs. (Here too the abstract is unrelated, a side effect of the ASA requiring abstracts sent very long in advance.)

Although discussions lasted well into the following Bayesian Inference: Theory and Foundations session, I managed to listen to a few talks there. In particular, a talk by Keli Liu on constructing non-informative priors. A question of direct relevance. The notion of objectivity is to achieve a frequentist distribution of the Bayes factor associated with the point null that is constant. Or has a constant quantile at a given level. The second talk by Alexandra Bolotskikh related to older interests of mine’s, namely the construction of improved confidence regions in the spirit of Stein. (Not that surprising, given that a coauthor is Marty Wells, who worked with George and I on the topic.) A third talk by Abhishek Pal Majumder (jointly with Jan Hanning) dealt on a new type of fiducial distributions, with matching prior properties. This sentence popped a lot over the past days, but this is yet another area where I remain puzzled by the very notion. I mean the notion of fiducial distribution. Esp. in this case where the matching prior gets even closer to being plain Bayesian.

on alternative perspectives and solutions on Bayesian tests

Posted in Statistics, Travel, University life with tags , , , , , , , on December 16, 2013 by xi'an

Here are the slides of my tutorial at O’ Bayes 2013 today, a pot-pourri of various, recent and less recent, criticisms (with, albeit less than usual, a certain proportion of recycled slides):

seminars at CMU and University of Toronto

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , on October 29, 2013 by xi'an

Here are the slides for my seminar talks at Carnegie Mellon University (Pittsburgh) and the University of Toronto, tomorrow and the day after, respectively:

snapshot from my SIOD 2013 talk

Posted in pictures, Statistics, Travel, University life with tags , , , , , on July 11, 2013 by xi'an