Archive for the University life Category


Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on June 26, 2019 by xi'an

I found my (short) trip to Abdijan for the CISEA 2019 conference quite fantastic as it allowed me to meet with old friends, from the earliest days at CREST and even before, and to meet new ones. Including local students of ENSEA who had taken a Bayesian course out of my Bayesian Choice book. And who had questions about the nature of priors and the difficulty they had in accepting that several replies were possible with the same data! I wish I had had more time to discuss the relativity of Bayesian statements with them but this was a great and rare opportunity to find avid readers of my books! I also had a long chat with another student worried about the use or mis-use of reversible jump algorithms to draw inference  on time-series models in Bayesian Essentials, chat that actually demonstrated his perfect understanding of the matter. And it was fabulous to meet so many statisticians and econometricians from West Africa, most of them French-speaking. My only regret is not having any free time to visit Abidjan or the neighbourhood as the schedule of the conference did not allow for it [or even for a timely posting of a post!], especially as it regularly ran overtime. (But it did provide for a wide range of new local dishes that I definitely enjoyed tasting!) We are now discussing further opportunities to visit there, e.g. by teaching a short course at the Master or PhD levels.

Bayesian conjugate gradients [open for discussion]

Posted in Books, pictures, Statistics, University life with tags , , , , , on June 25, 2019 by xi'an

When fishing for an illustration for this post on Google, I came upon this Bayesian methods for hackers cover, a book about which I have no clue whatsoever (!) but that mentions probabilistic programming. Which serves as a perfect (?!) introduction to the call for discussion in Bayesian Analysis of the incoming Bayesian conjugate gradient method by Jon Cockayne, Chris Oates (formerly Warwick), Ilse Ipsen and Mark Girolami (still partially Warwick!). Since indeed the paper is about probabilistic numerics à la Mark and co-authors. Surprisingly dealing with solving the deterministic equation Ax=b by Bayesian methods. The method produces a posterior distribution on the solution x⁰, given a fixed computing effort, which makes it pertain to the anytime algorithms. It also relates to an earlier 2015 paper by Christian Hennig where the posterior is on A⁻¹ rather than x⁰ (which is quite a surprising if valid approach to the problem!) The computing effort is translated here in computations of projections of random projections of Ax, which can be made compatible with conjugate gradient steps. Interestingly, the choice of the prior on x is quite important, including setting a low or high convergence rate…  Deadline is August 04!

talk at CISEA 2019

Posted in Statistics, University life with tags , , , , , , , on June 18, 2019 by xi'an

Here are my slides for the overview talk I am giving at CISEA 2019, in Abidjan, highly resemblant with earlier talks, except for the second slide!

available to discuss your article?

Posted in University life with tags , , , on June 17, 2019 by xi'an

[The ultimate fishing email, not even pretending the “editor” has been reading my article!]

Dear Christian P. Robert,

I recently came across the article you wrote a while ago entitled “[Title]” and wanted to get in touch with you to discuss the idea of writing a similar article for the Internal Medicine Review (IMRJ).

I was thinking of either a short review article, or an article which updates the previous article and includes any new data which wasn’t available at the time the previous article was written.

I know you have a busy schedule but I’m hoping you could find time during the next few months to draft an article. I think it would be a valuable addition to the journal and would be welcomed by our readership. I will include some useful links about IMRJ below. Please don’t hesitate to contact me with any questions.

Could you get back to me about this in the next couple of days and share your thoughts?

[A correction email was sent a few days later:]

I just realized that I forgot to include the title of your article which I was referring to in my email yesterday. I apologize for this. It is “Error and inference: an outsider stand on a frequentist philosophy”.

off to Abidjan, with a few Annals [62kg of ’em]

Posted in Books, Kids, Statistics, Travel, University life with tags , , , , , , , , on June 16, 2019 by xi'an

skipping sampler

Posted in Books, Statistics, University life with tags , , , , on June 13, 2019 by xi'an

“The Skipping Sampler is an adaptation of the MH algorithm designed to sample from targets which have areas of zero density. It ‘skips’ across such areas, much as a flat stone can skip or skim repeatedly across the surface of water.”

An interesting challenge is simulating from a density restricted to a set C when little is known about C, apart from a mean to check whether or not a given value x is in C or not. John Moriarty, Jure Vogrinc (University of Warwick), and Alessandro Zocca make a new proposal to address this problem in a recently arXived paper. Which somewhat reminded me of the delayed rejection methods proposed by Antonietta Mira. And of our pinball sampler.

The paper spends a large amount of space about transferring from the Euclidean representation of the symmetric proposal density q to its polar representation. Which is rather trivial, but brings the questions of the efficient polar proposals  and of selecting the right type of Euclidean distance for the intended target. The method proposed therein is to select a direction first and keep skipping step by step in that direction until the set C is met again (re-entered). Or until a stopping (halting) boundary has been hit. This makes for a more complex proposal than usual but somewhat surprisingly the symmetry in q is sufficient to make the acceptance probability only depend on the target density.

While the convergence is properly established, I wonder at the practicality of the approach when compared with a regular random walk Metropolis algorithm in that both require a scaling to the jump that relates to the support of the target. Neither too small nor too large. If the set C is that unknown that only local (in or out) information is available, scaling of the jumps (and of the stopping rule) may prove problematic. In equivalent ways for both samplers. In a completely blind exploration, sequential (or population) Monte Carlo would seem more appropriate, at least to learn about the scale of jumps and location of the set C. If this set is defined as an intersection of constraints, a tempered (and sequential) solution would be helpful.  When checking the appurtenance to C becomes a computational challenge, more advance schemes have to be constructed, I would think.

free Tuna Altinel

Posted in Travel, University life with tags , , , , , , on June 8, 2019 by xi'an

Tuna Altınel, an associate professor of mathematics at University Claude Bernard Lyon 1 since 1996 and a member of Institut Camille Jordan, was incarcerated by the Turkish authorities on Saturday 11 May, 2019. Internationally recognized as a mathematician, he is also a professor who stands as a model in clarity and dedication. He is also involved in the defence of human rights through the “Academics For Peace” movement.

Tuna Altınel is being prosecuted by the Turkish justice system for signing a petition entitled “We, Turkish academics, will not be a party to this crime”, in January 2016. This petition denounced the intervention of Turkish military forces in the south-east provinces of Turkey since the summer of 2015 (UN HCHR report) and called for the resumption of talks in order to restore peace.

As he arrived in Turkey on 12 April during French academic recess, his passport was confiscated. He was then arrested and incarcerated on Saturday 11 May. In February 2019, he participated in a public meeting—organized by an association legally recognized in France—, aiming to raise awareness about the consequences of military intervention on the civilian populations. His participation in that meeting appears to be one of the charges held against him.

Sign the petition