Archive for the Wines Category

Chateau Mussar

Posted in pictures, Statistics, Travel, Wines with tags , , , , , on July 20, 2016 by xi'an

ABC random forests for Bayesian parameter inference [version 2.0]

Posted in Books, Kids, pictures, Statistics, Travel, University life, Wines with tags , , , , , , on June 30, 2016 by xi'an

Just mentioning that a second version of our paper has been arXived and submitted to JMLR, the main input being the inclusion of a reference to the abcrf package. And just repeating our best selling arguments that (i) forests do not require a preliminary selection of the summary statistics, since an arbitrary number of summaries can be used as input for the random forest, even when including a large number of useless white noise variables; (b) there is no longer a tolerance level involved in the process, since the many trees in the random forest define a natural if rudimentary distance that corresponds to being or not being in the same leaf as the observed vector of summary statistics η(y); (c) the size of the reference table simulated from the prior (predictive) distribution does not need to be as large as for in usual ABC settings and hence this approach leads to significant gains in computing time since the production of the reference table usually is the costly part! To the point that deriving a different forest for each univariate transform of interest is truly a minor drag in the overall computing cost of the approach.

my happy meal at Mc Donald’s

Posted in Kids, pictures, Travel, Wines with tags , , , , , , on June 29, 2016 by xi'an

As my daughter is working at a McDonald’s close to Paris-Dauphine [as a summer job], I did a neighbour visit two days ago and had a salad there! While there was nothing exciting about the salad, it was my first meal at McDonald’s for at least twenty-five years (although I may have had an occasional tea there in the meanwhile) and there was nothing wrong either. Judging solely from my daughter’s (limited) experience, I am actually impressed by the degree of Taylorism in the preparation and handling of food and the management of staff. Not that I am contemplating getting back to this chain in the next twenty years, for the food served there remains junk food, but the industrial size of the company means that health and safety regulations and labour laws are more likely to be respected there than in a small local restaurant. Again judging solely from my daughter’s experience.

In an apt contrast, we went to celebrate her admission to the medical school last weekend and picked a bento restaurant in Le Marais that had good press. And was open on a Sunday evening. The place is called Nanashis and looks like an immense railways dinning hall. Somewhat noisy but ultimately not unpleasant. And very good if pricey soba cold noodles. (Just avoid the wine. And possibly the deserts since our homemade matcha cake can compete with theirs!)

Cerise

Posted in Travel, University life, Wines with tags , , , , , , on June 20, 2016 by xi'an

cerise

ISBA 2016 [#7]

Posted in Mountains, pictures, Running, Statistics, Travel, Wines with tags , , , , , , , , , , , , , on June 20, 2016 by xi'an

This series of posts is most probably getting by now an imposition on the ‘Og readership, which either attended ISBA 2016 and does (do?) not need my impressions or did not attend and hence does (do?) not need vague impressions about talks they (it?) did not see, but indulge me in reminiscing about this last ISBA meeting (or more reasonably ignore this post altogether). Now that I am back home (with most of my Sard wine bottles intact!, and a good array of Sard cheeses).

This meeting seems to be the largest ISBA meeting ever, with hundreds of young statisticians taking part in it (despite my early misgivings about the deterrent represented by the overall cost of attending the meeting. I presume holding the meeting in Europe made it easier and cheaper for most Europeans to attend (and hopefully the same will happen in Edinburgh in 2018!), as was the (somewhat unsuspected) wide availability of rental alternatives in the close vicinity of the conference resort. I also presume the same travel opportunities would not have been true in Banff, although local costs would have been lower. It was fantastic to see so many new researchers interested in Bayesian statistics and to meet some of them. And to have more sessions run by the j-Bayes section of ISBA (although I found it counterproductive that such sessions do not focus on a thematically coherent theme). As a result, the meeting was more intense than ever and I found it truly exhausting, despite skipping most poster sessions. Maybe also because I did not skip a single session thanks to the availability of an interesting theme for each block in the schedule. (And because I attended more [great] Sard dinners than I originally intended.) Having five sessions in parallel indeed means there is a fabulous offer of themes for every taste. It also means there are inevitably conflicts when picking one’s session.

Back to poster sessions, I feel I missed an essential part of the meeting, which made ISBA meetings so unique, but it also seems to me the organisation of those sessions should be reconsidered against the rise in attendance. (And my growing inability to stay up late!) One solution suggested by my recent AISTATS experience is to select posters towards lowering the number of posters in the four poster sessions. The success rate for the Cadiz meeting was 35%.) The obvious downsizes are the selection process (but this was done quite efficiently for AISTATS) and the potential reduction in the number of participants. A medium ground could see a smaller fraction of posters to be selected by this process (and published one way or another as in machine-learning conferences) and presented during the evening poster sessions, with other posters being given during the coffee breaks [which certainly does not help in reducing the intensity of the schedule]. Another and altogether solution is to extend the parallelism of oral sessions to poster sessions, by regrouping them into five or six themes or keywords chosen by the presenters and having those presented in different rooms to split the attendance down to human level and tolerable decibels. Nothing preventing participants to visit several rooms in a given evening. Or to keep posters for several nights in a row if the number of rooms allows.

It may also be that this edition of ISBA 2016 sees the end of the resort-style meeting in the spirit of the early Valencia meetings. Edinburgh 2018 will certainly be an open-space conference in that meals and lodgings will be “on” the participants who may choose where and how much. I have heard many times the argument that conferences held in single hotels or resorts facilitated the contacts between young and senior researchers, but I fear this is not sustainable against the growth of the audience. Holding the meeting in a reasonably close and compact location, as a University building, should allow for a sufficient degree of interaction, as was the case at ISBA 2016. (Kerrie Mengersen also suggested that a few restaurants nearby could be designated as “favourites” for participants to interact at dinner time.) Another suggestion to reinforce networking and interacting would be to hold more satellite workshops before the main conference. It seems there could be a young Bayesian workshop in England the prior week as well as a summer short course on simulation methods.

Organising meetings is getting increasingly complex and provides few rewards at the academic level, so I am grateful to the organisers of ISBA 2016 to have agreed to carry the burden this year. And to the scientific committee for setting the quality bar that high. (A special thought too for my friend Walter Racugno who had the ultimate bad luck of having an accident the very week of the meeting he had contributed to organise!)

[Even though I predict this is my last post on ISBA 2016 I would be delighted to have guest posts on others’ impressions on the meeting. Feel free to send me entries!]

ISBA 2016 [#6]

Posted in Kids, Mountains, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , on June 19, 2016 by xi'an

Fifth and final day of ISBA 2016, which was as full and intense as the previous ones. (Or even more if taking into account the late evening social activities pursued by most participants.) First thing in the morning, I managed to get very close to a hill top, thanks to the hints provided by Jeff Miller!, and with no further scratches from the nasty local thorn bushes. And I was back with plenty of time for a Bayesian robustness session with great talks. (Session organised by Judith Rousseau whom I crossed while running, rushing to the airport thanks to an Air France last-minute cancellation.) First talk by James Watson (on his paper with Chris Holmes on Kullback neighbourhoods on priors that Judith and I discussed recently in Statistical Science). Then as a contrapunto Peter Grünwald gave a neat geometric motivation for possible misbehaviour of Bayesian inference in non-convex misspecified environments and discussed his SafeBayes resolution that weights down the likelihood. In a sort of PAC-Bayesian way. And Erlis Ruli presented the ABC-R approach he developed with Laura Ventura and Nicola Sartori based on M-estimators and score functions. Making wonder [idly, as usual] whether cumulating different M-estimators would make a difference in the performances of the ABC algorithm.

David Dunson delivered one of the plenary lectures on high-dimensional discrete parameter estimation, including for instance categorical data. This wide-range talk covered many aspects and papers of David’s work, including a use of tensors I had neither seen nor heard of before before. With sparse modelling to resist the combinatoric explosion of contingency tables. However, and you may blame my Gallic pessimistic daemon for this remark, I have trouble to picture the meaning and relevance of a joint distribution on a space of hundreds and hundreds of dimension and similarly the ability to check the adequacy of any modelling in terms of goodness of fit. For instance, to borrow a non-military example from David’s talk, handling genetic data on ACGT sequences to infer its distribution sounds unreasonable unless most of the bases are mono-allelic. And the only way I see to test the realism of a model in this framework would be to engineer realisations of this distribution to observe the outcome, a test that seems neither feasible not desirable. Prediction based on such models may obviously operate satisfactorily without such realism requirements.

My first afternoon session (after the ISBA assembly that announced the location of ISBA 2020 in Yunnan, China!, home of Pu’ Ehr tea) was about accelerated MCMC schemes with talks by Sanvesh Srivastava on divide-and-conquer MCMC using Wasserstein barycentres, already discussed here, Minsuk Shin on a faster stochastic search variable selection which I could not understand, and Alex Beskos on the extension of Giles’ multilevel Monte Carlo to MCMC settings, which sounded worth investigating further even though I did not follow the notion all the way through. After listening to Luke Bornn explaining how to recalibrate grid data for climate science by accounting for correlation (with the fun title of `lost moments’), I rushed to my rental to [help] cook dinner for friends and… the ISBA 2016 conference was over!

ISBA 2016 [#3]

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on June 16, 2016 by xi'an

Among the sessions I attended yesterday, I really liked the one on robustness and model mispecification. Especially the talk by Steve McEachern on Bayesian inference based on insufficient statistics, with a striking graph of the degradation of the Bayes factor as the prior variance increases. I sadly had no time to grab a picture of the graph, which compared this poor performance against a stable rendering when using a proper summary statistic. It clearly relates to our work on ABC model choice, as well as to my worries about the Bayes factor, so this explains why I am quite excited about this notion of restricted inference. In this session, Chris Holmes also summarised his two recent papers on loss-based inference, which I discussed here in a few posts, including the Statistical Science discussion Judith and I wrote recently. I also went to the j-ISBA [section] session which was sadly under-attended, maybe due to too many parallel sessions, maybe due to the lack of unifying statistical theme.

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