Archive for the Running Category

maggiore alba [jatp]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , on August 17, 2017 by xi'an

Skye window [jatp]

Posted in Mountains, pictures, Running, Statistics, Travel with tags , , , , , , , on August 12, 2017 by xi'an

Old Man of Storr [jatp]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , on August 11, 2017 by xi'an

ABC gas

Posted in pictures, Running, Travel with tags , , , , , , , on August 9, 2017 by xi'an

another sunset on Skye [jatp]

Posted in pictures, Running, Travel with tags , , , , , , , , on August 4, 2017 by xi'an

European statistics in Finland [EMS17]

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on August 2, 2017 by xi'an

While this European meeting of statisticians had a wide range of talks and topics, I found it to be more low key than the previous one I attended in Budapest, maybe because there was hardly any talk there in applied probability. (But there were some sessions in mathematical statistics and Mark Girolami gave a great entry to differential geometry and MCMC, in the spirit of his 2010 discussion paper. Using our recent trip to Montréal as an example of geodesic!) In the Bayesian software session [organised by Aki Vetahri], Javier Gonzáles gave a very neat introduction to Bayesian optimisation: he showed how optimisation can be turned into Bayesian inference or more specifically as a Bayesian decision problem using a loss function related to the problem of interest. The point in following a Bayesian path [or probabilist numerics] is to reduce uncertainty by the medium of prior measures on functions, although resorting [as usual] to Gaussian processes whose arbitrariness I somehow dislike within the infinity of priors (aka stochastic processes) on functions! One of his strong arguments was that the approach includes the possibility for design in picking the next observation point (as done in some ABC papers of Michael Guttman and co-authors, incl. the following talk at EMS 2017) but again the devil may be in the implementation when looking at minimising an objective function… The notion of the myopia of optimisation techniques was another good point: only looking one step ahead in the future diminishes the returns of the optimisation and an alternative presented at AISTATS 2016 [that I do not remember seeing in Càdiz] goes against this myopia.

Umberto Piccini also gave a talk on exploiting synthetic likelihoods in a Bayesian fashion (in connection with the talk he gave last year at MCqMC 2016). I wondered at the use of INLA for this Gaussian representation, as well as at the impact of the parameterisation of the summary statistics. And the session organised by Jean-Michel involved Jimmy Olson, Murray Pollock (Warwick) and myself, with great talks from both other speakers, on PaRIS and PaRISian algorithms by Jimmy, and on a wide range of exact simulation methods of continuous time processes by Murray, both managing to convey the intuition behind their results and avoiding the massive mathematics at work there. By comparison, I must have been quite unclear during my talk since someone interrupted me about how Owen & Zhou (2000) justified their deterministic mixture importance sampling representation. And then left when I could not make sense of his questions [or because it was lunchtime already].

conference carbon footprint

Posted in Kids, pictures, Running, Travel, University life, Wines with tags , , , , , , , , , on August 1, 2017 by xi'an

As a local organiser of the recent BNP 11 conference in Paris, and hence involved in setting and cleaning coffee breaks and [now famous] wine&cheese poster sessions, I was rather shocked by the amount of waste generated by those events, albeit aware of the importance of the social exchanges they induced… And thus got to wonder how the impact of those conference events could be reduced. One solution is the drastic one, namely to provide exactly nothing at all during the breaks between talks and expect anyone hungry or thirsty enough to bring one own’s food or drink. Another one, as suggested by my daughter at the dinner table, is to provide Ecocups, namely reusable plastic glasses that can given to all participants at the beginning of the conference. Or sold (or rented) to those who have not brought their own mug or bottle. (Of course, this may be a poor idea in that manufacturing and shipping a hard-plastic glass that most likely will be discarded after a few days may be more damaging than producing the equivalent number of “disposable” thin plastic glasses. And in the end all this agitation is peanuts compared with the impact of flying participants to the conference. For which I have no handy solution… As biking to the conference location is a privilege very few can enjoy.) Still, and even though this puts another stone in the already rocky organisers’ garden, I wish we could adopt more positive policies at the meetings we organise and sponsor.