Archive for the Statistics Category

Statistics at Bristol [& U]

Posted in pictures, Statistics, Travel, University life with tags , , , , , on September 14, 2021 by xi'an

For the celebration of the recently renovated Fry Building, which I visited in Feb 2019 (my last time in Britain!), the University of Bristol is holding the Fry Conference series, with one dedicated to statistics on 16-17 September 2021. With Peter Green, Arnaud Doucet, and Judith Rousseau among the speakers. It is sadly on-line so does not give one the opportunity to admire the renovated bulding. And the Voronoi sculpture! (And You figures in the title of the conference.)

what a party!

Posted in pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , on September 13, 2021 by xi'an

We ended up having a terrific b’day party last Thursday after noon, with about 30 friends listening in Institut Henri Poincaré to Florence, Pierre, and Sylvia giving lectures on my favourite themes, namely ABC, MCMC, and mixture inference. Incl. subtle allusions to my many idiosyncrasies in three different flavours!  And a limited number of anecdotes, incl. the unavoidable Cancún glasses disaster! We later headed to a small Ethiopian restaurant located on the other side of the Panthéon, rue de l’Ecole Polytechnique (rather than on the nearby rue Laplace!), which was going to be too tiny for us, especially in these COVID times, until the sky cleared up and the restaurant set enough tables in the small street to enjoy their injeras and wots till almost midnight. The most exciting episode of the evening came when someone tried to steal some of our bags that had been stored in a back room and when Tony spotted the outlier and chased him till the thief dropped the bags..! Thanks to Tony for saving the evening and our computers!!! To Éric, Jean-Michel and Judith for organising this 9/9 event (after twisting my arm just a wee bit). And to all my friends who joined the party, some from far away…

Google scholar error 403

Posted in Statistics with tags , , , on September 10, 2021 by xi'an

mixed feelings

Posted in Books, Kids, Statistics with tags , , , , on September 9, 2021 by xi'an

Two recent questions on X validated about mixtures:

  1. One on the potential negative explosion of the E function in the EM algorithm for a mixture of components with different supports:  “I was hoping to use the EM algorithm to fit a mixture model in which the mixture components can have differing support. I’ve run into a problem during the M step because the expected log-likelihood can be [minus] infinite” Which mistake is based on a confusion between the current parameter estimate and the free parameter to optimise.
  2. Another one on the Gibbs sampler apparently failing for a two-component mixture with only the weights unknown, when the components are close to one another:  “The algorithm works fine if σ is far from 1 but it does not work anymore for σ close to 1.” Which did not see a wide posterior as a possible posterior when both components are similar and hence delicate to distinguish from one another.

 

à bout de souffle [finale]

Posted in Statistics with tags , , , , , , on September 8, 2021 by xi'an