my life as an obstetrician [spam]

An hilarious invitation I received this day:

11^th International Congress of Gynaecology and Obstetrics
June 12-14, 2024
Budapest, Hungary

Dear Christian P. Robert,
On behalf of organizing committee, we are very honoured to invite you to participate in the 11^th International Congress of Gynaecology and Obstetrics (ICGO), which will take place on June 12-14, 2024 at Budapest, Hungary, to deliver a talk on your recent work about Bayesian Probability for Babies as Speaker.

Which I suspect stemmed from my review of Bayesian Probability for Babies on this blog or/and in CHANCE! I cannot tell whether or not this is a genuine scientific conference, with an hefty registration fee of $1,099, but I note that it conveniently parallel the 11^th International Conference on Gynaecology and Obstetrics (in Zürich, March 2024) and less directly the 11th International Congress of Obstetrics & Gynecology (in Teheran, 2015)!

Bayesian postdoc in Confœderatio Helvetica

Antonietta Mira (Università della Svizzera italiana, Lugano) sent me this call for a postdoctoral position between Villigen, near Zürich, hence this picture) and Lugano:

Postdoctoral Fellow: Data Science/Bayesian Inference on Neutron Spectroscopy Data

Your tasks

The increasing availability of empirical large-scale neutron time-of-flight spectroscopy data and steady improvements in computational capacity have resulted in challenges as well as opportunities. This interdisciplinary SDSC-funded project “Bayesian parameter inference from stochastic models (BISTOM)” aims at developing statistical methods and software for analyzing 4D neutron spectroscopy data of quantum magnets. The project is co-directed by Prof. Dr A. Mira (Data Science Center at USI), Dr C. Albert (Eawag), and Prof. Dr Ch. Rüegg (PSI and Univ. Geneva).

Your profile

• PhD in physics, statistics, applied mathematics or computer science
• Solid background in neutron spectroscopy or computational statistics/Bayesian inference
• Strong computational skills
• Strong scientific writing and communication skills in English

Your working place will be PSI, Villigen and USI, Lugano.

We offer

Our institution is based on an interdisciplinary, innovative and dynamic collaboration. If you wish to optimally combine work and family life or other personal interests, we are able to support you with our modern employment conditions and the on-site infrastructure. Your employment contract is initially limited to 2 years, but may be extended up to 4 years in combination with other grants/fellowships e.g. Marie-Curie.

For further information please contact Prof. Dr Christian Rüegg, phone +41 56 310 47 78. Please submit your application online (including CV, list of publications and addresses of referees) for the position as a Postdoctoral Fellow (index no. 3004-00).

Apply online now

sleeping late on Judgement Day [book review]

“…gorgeous carpets with repeating patterns of silver and gold sketched in silk threads, like John Coltrane blowing in full mathematical freefall, so intricate and charming…”

This is the third, latest (and last?) instalment in the Bobby Dollar series by Tad Williams. And much better than the second volume. Much much better. To the points that (i) I did not regret [too much] the heavy price I paid for it in Zürich airport, about twice the U.S. price to be precise, and (ii) I read the book within a few days, despite all kinds of pressing commitments. The rating of this sleeping late on Judgment Day almost equals the dirty streets of Heaven in my opinion. Which is not that surprising when considering it takes place in the same San Juan location and with mostly the same characters, demons and monsters… The plot is also a straight continuation of the earlier one, which is obviously brought to a partly surprising conclusion and not a completely-happy-ending [no further spoilers!]. Some new friendly characters are fantastic, while a new group of enemies make little sense in the overall picture. But this is the problem with this unique series involving the upper spheres and the lower circles: Everything is possible, while requiring no rational explanation! Obviously, there is a risk of over-exploiting this possibility, which occurs from time to time in the novel. Still, it remains a page turner with often funny dialogues and monologues. May the series now rest in peace!

optimal importance sampling

An arXiv file that sat for quite a while in my to-read pile is Variance reduction in SGD by distributed importance sampling by Alain et al. I had to wait for the flight to Zürich and MCMskv to get a look at it. The part of the paper that is of primary interest to me is the generalisation of the optimal importance function result

q⁰(x)∞f(x)|h(x)|

to higher dimensions. Namely, what is the best importance function for approximating the expectation of h(X) when h is multidimensional? There does exist an optimal solution when the score function is the trace of the variance matrix. Where the solution is proportional to the target density times the norm of the target integrand

q⁰(x)∞f(x)||h(x)||

The application of the result to neural networks and stochastic gradients using minibatches of the training set somehow escapes me, even though the asynchronous aspects remind me of the recent asynchronous Gibbs sampler of Terenin, Draper, and Simpson.

While the optimality obtained in the paper is mathematically clear, I am a wee bit surprised at the approach: the lack of normalising constant in the optimum means using a reweighted approximation that drifts away from the optimal score. Furthermore, this optimum is sub-optimal when compared with the component wise optimum which produces a variance of zero (if we assume the normalising constant to be available). Obviously, using the component-wise optima requires to run as many simulations as there are components in the integrand, but since cost does not seem to be central to this study…

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #5]

While the deadline for Breaking News! submission is now over, with close to 20 submissions!, there is a new opening for cheaper lodging: The CUBE hotel in Savognin (20km away) has an offer at 110 CHF per person and per night, including breakfast, dinner, and skipass in a room for 3 people (or more). Be sure to mention MCMski in the subject of your email. As mentioned in the previous post, there are other opportunities in nearby villages, for instance Tiefencastel, 11km away with a 19mn bus connection, or Chur, 18km away with a slower 39mn bus connection, but with a very wide range of offers.