Archive for Spain

integral priors for binomial regression

Posted in pictures, R, Statistics, University life with tags , , , , , , , , on July 2, 2013 by xi'an

Diego Salmerón and Juan Antonio Cano from Murcia, Spain (check the movie linked to the above photograph!), kindly included me in their recent integral prior paper, even though I mainly provided (constructive) criticism. The paper has just been arXived.

A few years ago (2008 to be precise), we wrote together an integral prior paper, published in TEST, where we exploited the implicit equation defining those priors (Pérez and Berger, 2002), to construct a Markov chain providing simulations from both integral priors. This time, we consider the case of a binomial regression model and the problem of variable selection. The integral equations are similarly defined and a Markov chain can again be used to simulate from the integral priors. However, the difficulty therein follows from the regression structure, which makes selecting training datasets more elaborate, and  whose posterior is not standard. Most fortunately, because the training dataset is exactly the right dimension, a re-parameterisation allows for a simulation of Bernoulli probabilities, provided a Jeffreys prior is used on those.  (This obviously makes the “prior” dependent on the selected training dataset, but it should not overly impact the resulting inference.)

NIPS workshop on NP Bayes

Posted in Mountains, Statistics, Travel, University life with tags , , , , , on September 14, 2011 by xi'an

There will be a workshop organised by NIPS at the end of the year (there is a flat prior on the date!) in Spain, Sierra Nevada, on Bayesian nonparametrics. Here is the description:

Bayesian nonparametric methods are an expanding part of the machine learning landscape. Proponents of Bayesian nonparametrics claim that these methods enable one to construct models that can scale their complexity with data, while representing uncertainty in both the parameters and the structure. Detractors point out that the characteristics of the models are often not well understood and that inference can be unwieldy. Relative to the statistics community, machine learning practitioners of Bayesian nonparametrics frequently do not leverage the representation of uncertainty that is inherent in the Bayesian framework. Neither do they perform the kind of analysis — both empirical and theoretical — to set skeptics at ease. In this workshop we hope to bring a wide group together to constructively discuss and address these goals and shortcomings.

(I was a bit surprised by the location name, since Sierra Nevada is a mountain range, but Sierra Nevada is also the name of the skiing mountain station next to Granada. I remember driving there to ski with Peter Müller and Judith Rousseau during the objective Bayes meeting of December 2002 organised by Elias Moreno. Depending on the weather it should thus be possible to ski there. Even at night.)

València skyline

Posted in pictures, Travel with tags , on February 22, 2011 by xi'an

A few pictures of the futuristic architecture of the Ciutat de les Arts i les Ciènces complex in València. Continue reading

To València

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , on February 21, 2011 by xi'an

Yesterday, I flew to València to take part in Anabel Forte’s thesis defence, her thesis being on Objective Bayes criteria for variable selection and involving hyper-g priors. The view over the Pyrénées was quite spectacular, even though there was not much snow. Further South, I also liked this contrast between the red arid land and the river in the middle:

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