Archive for the University life Category

at the centre of Bayes

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , on October 14, 2019 by xi'an

ABC-SAEM

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , , , , , , , on October 8, 2019 by xi'an

In connection with the recent PhD thesis defence of Juliette Chevallier, in which I took a somewhat virtual part for being physically in Warwick, I read a paper she wrote with Stéphanie Allassonnière on stochastic approximation versions of the EM algorithm. Computing the MAP estimator can be done via some adapted for simulated annealing versions of EM, possibly using MCMC as for instance in the Monolix software and its MCMC-SAEM algorithm. Where SA stands sometimes for stochastic approximation and sometimes for simulated annealing, originally developed by Gilles Celeux and Jean Diebolt, then reframed by Marc Lavielle and Eric Moulines [friends and coauthors]. With an MCMC step because the simulation of the latent variables involves an untractable normalising constant. (Contrary to this paper, Umberto Picchini and Adeline Samson proposed in 2015 a genuine ABC version of this approach, paper that I thought I missed—although I now remember discussing it with Adeline at JSM in Seattle—, ABC is used as a substitute for the conditional distribution of the latent variables given data and parameter. To be used as a substitute for the Q step of the (SA)EM algorithm. One more approximation step and one more simulation step and we would reach a form of ABC-Gibbs!) In this version, there are very few assumptions made on the approximation sequence, except that it converges with the iteration index to the true distribution (for a fixed observed sample) if convergence of ABC-SAEM is to happen. The paper takes as an illustrative sequence a collection of tempered versions of the true conditionals, but this is quite formal as I cannot fathom a feasible simulation from the tempered version and not from the untempered one. It is thus much more a version of tempered SAEM than truly connected with ABC (although a genuine ABC-EM version could be envisioned).

Prairie chair

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , on October 2, 2019 by xi'an

Today is the launching day of PRAIRIE, one of the four Instituts Interdisciplinaires d’Intelligence Artificielle (3IA) supported by the French government. Taking place in Paris Dauphine, with Yann Le Cun as guest speaker. I have been fortunate to be endowed with one of these chairs for the coming years, along with my CEREMADE colleagues Laurent Cohen and Irène Waldspurger.

if you are looking for me today…

Posted in Kids, pictures, Travel, University life with tags , , , , on October 1, 2019 by xi'an

Antarctic sabbatical

Posted in Mountains, Travel, University life with tags , , , , , on September 29, 2019 by xi'an

Airbnb is supporting 5 volunteers that wish to join next December environmental scientist Kirstie Jones-Williams, from the University of Exeter, on a scientific expedition in Antarctica, investigating the presence of microplastics there. The deadline for applications  is 11:59pm EDT on 8 October 2019. (I wish I could, but the news came a bit late to contemplate rescheduling a large number of classes.) As the offer includes riding snowmobiles and fat tyre bikes, and visiting sites over Antarctica, during the one week stay there, this obviously sounds more like covert tourism than a genuine expedition. With a dose of greenwashing by Airbnb, “inherently more eco-friendly than other forms of travel given that people are using spaces already built” to quote from the University of Exeter webpage, which does not mention the impact of airbnbing locals out of city centres by drying out long-term rentals and raising housing prices sky-high… (As a long-term user of airbnb, hence accomplice to the fact, I noticed a rising proportion of places that are sheer around-the-year rentals rather than occasionally let to visitors. And hope the alternative platform fairbnb.coop will launch soon.)

neural summaries

Posted in Statistics, University life with tags , , , , , , on September 27, 2019 by xi'an

Christian Robert is giving a talk in Jussieu tomorrow

Posted in Statistics, University life with tags , , , , , , , on September 26, 2019 by xi'an

My namesake Christian (Yann) Robert (CREST) is giving a seminar tomorrow in Jussieu (Université Pierre & Marie Curie, couloir 16-26, salle 209), between 2 and 3, on composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions. Here is the abstract:

We consider the family of hierarchical Archimedean copulas obtained from multivariate exponential mixture distributions through compounding, as introduced by Cossette et al. (2017). We investigate ways of determining the structure of these copulas and estimating their parameters. An agglomerative clustering technique based on the matrix of Spearman’s rhos, combined with a bootstrap procedure, is used to identify the tree structure. Parameters are estimated through a top-down composite likelihood. The validity of the approach is illustrated through two simulation studies in which the procedure is explained step by step. The composite likelihood method is also compared to the full likelihood method in a simple case where the latter is computable.