Archive for the University life Category

your topic is so much impressive

Posted in University life with tags , , , on August 5, 2017 by xi'an

An email from a predatory “journal” I received last week end… With presumably all other speakers at MCqMC 2016. Items of [moderate] interest after looking at the “journal” website:

  • weird wording
  • no mention is made in the email of the $650 required for publish a paper
  • the Editorial Board is inexistent to the point there is no Editor and the page calls for applications

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.

Is nothing > data?

Posted in pictures, Statistics, University life with tags , , , , on July 31, 2017 by xi'an

A fairly interesting take on whether or not data should be singular (an issue that does not occur in French!):

In the Dark

I got this yesterday from one of my office mates who suggested that I stick it somewhere. It’s an advert for a data science company called Pivigo. Logically, the statement on the sticker implies that data is less than nothing, which I don’t think is the point that they’re trying to make. On the other hand, I suppose that by posting this I’ve given Pivigo some free advertising so in some sense it is a successful promotional ploy!

Anyway, when I posted this on Twitter it sparked a little discussion about the vexed issue of whether the word `data’ is singular or plural, so I decided to bore my readers with thoughts on that – not that I’m pedantic or anything.

The word `data’ is formed from the latin plural of the word `datum’ (itself formed from the past participle of the latin verb `dare’, meaning `to give’) hence meaning…

View original post 752 more words

Helsingin satama ja katedraali [jatp]

Posted in pictures, Running, Travel, University life with tags , , , , , , , , on July 27, 2017 by xi'an

Bouncing bouncy particle papers

Posted in Books, pictures, Statistics, University life with tags , , , , on July 27, 2017 by xi'an

Yesterday, two papers on bouncy particle samplers simultaneously appeared on arXiv, arxiv:1707.05200 by Chris Sherlock and Alex Thiery, and arxiv:1707.05296 by Paul Vanetti, Alexandre Bouchard-Côté, George Deligiannidis, and Arnaud Doucet. As a coordinated move by both groups of authors who had met the weeks before at the Isaac Newton Institute in Cambridge.

The paper by Sherlock and Thiery, entitled a discrete bouncy particle sampler, considers a delayed rejection approach that only requires point-wise evaluations of the target density. The delay being into making a speed flip move after a proposal involving a flip in the speed and a drift in the variable of interest is rejected. To achieve guaranteed ergodicity, they add a random perturbation as in our recent paper, plus another perturbation based on a Brownian argument. Given that this is a discretised version of the continuous-time bouncy particle sampler, the discretisation step δ need be calibrated. The authors follow a rather circumvoluted argument to argue in favour of seeking a maximum number of reflections (for which I have obviously no intuition). Overall, I find it hard to assess how much of an advance this is, even when simulations support the notion of a geometric convergence.

“Our results provide a cautionary example that in certain high-dimensional scenarios, it is still preferable to perform refreshment even when randomized bounces are used.” Vanetti et al.

The paper by Paul Vanetti and co-authors has a much more ambitious scale in that it unifies most of the work done so far in this area and relates piecewise deterministic processes, Hamiltonian Monte Carlo, and discrete versions, containing on top fine convergence results. The main idea is to improve upon the existing deterministic methods by taking (more) into account the target density. Hence the use of a bouncy particle sampler associated with the Hamiltonian (as in HMC). This borrows from an earlier slice sampler idea of Iain Murray, Ryan Adams, and David McKay (AISTATS 2010), exploiting an exact Hamiltonian dynamics for an approximation to the true target to explore its support. Except that bouncing somewhat avoids the slice step. The [eight] discrete bouncy particle particle samplers derived from this framework are both correct against the targeted distribution and do not require the simulation of event times. The paper distinguishes between global and local versions, the later exploiting conditional independence properties in the (augmented) target. Which sounds like a version of multiple slice sampling.

Self-Transcendence 2 mile races in Helsinki

Posted in Running, Travel, University life with tags , , , , , , , , , , , on July 26, 2017 by xi'an

Upon our arrival in Helsinki for EMS 2017, Jean-Michel Marin pointed out to me the existence of a 2 miles race the next day [as every Tuesday], indicated on the webpage of the conference. And encouraged me to run it. As I had brought my running gear and did not need preparation for a 2 miles [a mere loop in the parc!], I decided to try the race and we took a tram all the way to a faraway suburb where a few other runners had gathered. It was very relaxed and friendly, with recyclable cloth bibs and free juice available. Against all odds, I managed to win the race, with a first mile under six minutes thanks to another runner rushing me. And got a tee shirt as a reward. (Checking on Wikipedia later, I found that Sri Chinmoy was an Indian guru advocating running as a form of meditation, which I find rather absurd as I am anything but meditating when running a race..!)