Archive for the Running Category

O’Bayes 19/4

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , on July 4, 2019 by xi'an

Last talks of the conference! With Rui Paulo (along with Gonzalo Garcia-Donato) considering the special case of factors when doing variable selection. Which is an interesting question that I had never considered, as at best I would remove all leves or keeping them all. Except that there may be misspecification in the factors as for instance when several levels have the same impact.With Michael Evans discussing a paper that he wrote for the conference! Following his own approach to statistical evidence. And including his reluctance to cover infinity (calling on Gauß for backup!) or continuity, and his call to falsify a Bayesian model by checking it can be contradicted by the data. His assumption that checking for prior is separable from checking for [sampling] model is debatable. (With another mention made of the Savage-Dickey ratio.)

And with Dimitris Fouskakis giving a wide ranging assessment [which Mark Steel (Warwick) called a PEP talk!] of power-expected-posterior priors, used with reference (and usually improper) priors. Which in retrospect would have suited better the beginning of the conference as it provided a background to several of the talks. Raising a question (from my perspective) on using the maximum likelihood estimator as a pseudo-sufficient statistic when this MLE is computed for the base (simplest) model. Maybe an ABC induced bias in this question as it would not work for ABC model choice.

Overall, I think the scientific outcomes of the conference were quite positive: a wide range of topics and perspectives, a reasonable and diverse attendance, especially when considering the heavy load of related conferences in the surrounding weeks (the “June fatigue”!), animated poster sessions. I am obviously not the one to assess the organisation of the conference! Things I forgot to do in this regard: organise transportation from Oxford to Warwick University, provide an attached room for in-pair research, insist on sustainability despite the imposed catering solution, facilitate sharing joint transportation to and from the Warwick campus, mention that tap water was potable, and… wear long pants when running in nettles.

O’Bayes 19/2

Posted in Books, pictures, Running, Travel, University life with tags , , , , , , , , , , , , , , , , , on July 1, 2019 by xi'an

One talk on Day 2 of O’Bayes 2019 was by Ryan Martin on data dependent priors (or “priors”). Which I have already discussed in this blog. Including the notion of a Gibbs posterior about quantities that “are not always defined through a model” [which is debatable if one sees it like part of a semi-parametric model]. Gibbs posterior that is built through a pseudo-likelihood constructed from the empirical risk, which reminds me of Bissiri, Holmes and Walker. Although requiring a prior on this quantity that is  not part of a model. And is not necessarily a true posterior and not necessarily with the same concentration rate as a true posterior. Constructing a data-dependent distribution on the parameter does not necessarily mean an interesting inference and to keep up with the theme of the conference has no automated claim to [more] “objectivity”.

And after calling a prior both Beauty and The Beast!, Erlis Ruli argued about a “bias-reduction” prior where the prior is solution to a differential equation related with some cumulants, connected with an earlier work of David Firth (Warwick).  An interesting conundrum is how to create an MCMC algorithm when the prior is that intractable, with a possible help from PDMP techniques like the Zig-Zag sampler.

While Peter Orbanz’ talk was centred on a central limit theorem under group invariance, further penalised by being the last of the (sun) day, Peter did a magnificent job of presenting the result and motivating each term. It reminded me of the work Jim Bondar was doing in Ottawa in the 1980’s on Haar measures for Bayesian inference. Including the notion of amenability [a term due to von Neumann] I had not met since then. (Neither have I met Jim since the last summer I spent in Carleton.) The CLT and associated LLN are remarkable in that the average is not over observations but over shifts of the same observation under elements of a sub-group of transformations. I wondered as well at the potential connection with the Read Paper of Kong et al. in 2003 on the use of group averaging for Monte Carlo integration [connection apart from the fact that both discussants, Michael Evans and myself, are present at this conference].

running after my plane

Posted in Books, Kids, pictures, Running, Travel with tags , , , , , , , , , , , , on June 29, 2019 by xi'an

A bit of a hectic trip to Abidjan last Sunday, starting from Caen in the early morning where I was supporting my daughter, wife, mother, and mother-in-law for the annual Rochambelle women-only 5k race on the previous evening! With my daughter managing a fantastic 52nd position and ending up first of her category! As I was driven to the local train station to get back to my 63kg of Annals and my plane, the on-going 10k race kept preventing us from reaching it and I eventually decided 8 minutes before the deadline to leave the car and race to the station, actually running along the 10k racers for one kilometer and managing to enter the train just before it was leaving (too bad I could not finish the race, this start would have made for a great time despite my current injury!). And then when I eventually reached the CDG airport with my 63kg, I was told my bags were not good enough to carry them and that I had to drop some years of these Annals in the bin! So very frustrating… At least the remaining books reached their intended destination.The plane ride itself was uneventful and above a constant cover of clouds. While catching up with some unread arXivals, I also watched a great 2018 Japanese movie, Shoplifters, which sounded more like a modern tale than a realistic story, so outlying its characters were. With unexpected revelations towards the end and overall a moving and very subtle reflection on what ultimately makes a family. (Reading reviews on the movie later made me realise one scene had been censored for plane audiences…)

O’Bayes 2019 has now started!

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on June 28, 2019 by xi'an

The O’Bayes 2019 conference in Warwick University has now started, with about 100 participants meeting over four days (plus one of tutorials) in the Zeeman maths building of the University. Quite a change of location and weather when compared with the previous one in Austin. As an organiser I hope all goes well at the practical level and want to thank the other persons who helped me towards this goal, first and foremost Paula Matthews who solved web and lodging and planning issues all over these past months, as well as Mark Steel and Cristiano Villa. As a member of the scientific committee, I am looking forward the talks and discussants along the coming four days, again hoping all speakers and discussants show up and are not hindered by travel or visa issues…

last call for O’Bayes in Warwick

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , on June 4, 2019 by xi'an

This is a last call for late participants or would-be participants to the O’Bayes conference at the end of the month, in Warwick on 28 June – 02 July, and right after the BNP 12 conference. Posters can still be submitted to me and registration is still open for another two weeks.

ABC in Grenoble, 19-20 March 2020

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on May 22, 2019 by xi'an

The next occurrence of the “ABC in…” workshops will take place in Grenoble, France, on 19-20 March 2020. Both local organising and international scientific committees have been constituted and the program should soon be constructed, along with calls to contributions launched at the same time. As in most earlier versions of the workshops (ABC in Paris, London, Roma, &tc.), we are aiming at a workshop atmosphere and, thanks to local sponsors, the registration fees if any will be low.

Grenoble can be easily reached by fast trains from Paris, Roissy, Geneva and Lyon. (There are also flights to Grenoble airport from Warwick, as well as Bristol, Edinburgh, London, Manchester, Rotterdam, Stockholm, Warsaw, but this is less convenient than flying to Lyon Saint-Exupery airport and catching a fast train at the airport.) To add to the appeal of the place, the workshop occurs during the skiing season, with three mountain ranges in the close vicinity. Making ABski a genuine possibility for the weekend after!

Calanques, calanques [aka 40/40]

Posted in Mountains, pictures, Running, Travel, University life with tags , , , , , , , , , , , on May 17, 2019 by xi'an