Archive for the Wines Category

O’Bayes 2015 [day #3]

Posted in Statistics, Travel, University life, Wines with tags , , , , , , , , on June 5, 2015 by xi'an

vale6The third day of the meeting was a good illustration of the diversity of the themes [says a member of the scientific committee!], from “traditional” O’Bayes talks on reference priors by the father of all reference priors (!), José Bernardo, re-examinations of expected posterior priors, on properties of Bayes factors, or on new versions of the Lindley-Jeffreys paradox, to the radically different approach of Simpson et al. presented by Håvard Rue. I was obviously most interested in posterior expected priors!, with the new notion brought in by Dimitris Fouskakis, Ioannis Ntzoufras and David Draper of a lower impact of the minimal sample on the resulting prior by the trick of a lower (than one) power of the likelihood. Since this change seemed to go beyond the “minimal” in minimal sample size, I am somehow puzzled that this can be achieved, but the normal example shows this is indeed possible. The next difficulty is then in calibrating this power as I do not see any intuitive justification in a specific power. The central talk of the day was in my opinion Håvard’s as it challenged most tenets of the Objective Bayes approach, presented in a most eager tone, even though it did not generate particularly heated comments from the audience. I have already discussed here an earlier version of this paper and I keep on thinking this proposal for PC priors is a major breakthrough in the way we envision priors and their derivation. I was thus sorry to hear the paper had not been selected as a Read Paper by the Royal Statistical Society, as it would have nicely suited an open discussion, but I hope it will find another outlet that allows for a discussion! As an aside, Håvard discussed the case of a Student’s t degree of freedom as particularly challenging for prior construction, albeit I would have analysed the problem using instead a model choice perspective (on an usually continuous space of models).

montanaAs this conference day had a free evening, I took the tram with friends to the town beach and we had a fantastic [if hurried] dinner in a small bodega [away from the uninspiring beach front] called Casa Montaña, a place decorated with huge barrels, offering amazing tapas and wines, a perfect finale to my Spanish trip. Too bad we had to vacate the dinner room for the next batch of customers…

virgulilla

 

Valencia snapshot

Posted in pictures, Statistics, Travel, University life, Wines with tags , , , , on June 4, 2015 by xi'an

vale5

O’Bayes 2015 [day #2]

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , on June 4, 2015 by xi'an

vale1This morning was the most special time of the conference in that we celebrated Susie Bayarri‘s contributions and life together with members of her family. Jim gave a great introduction that went over Susie’s numerous papers and the impact they had in Statistics and outside Statistics. As well as her recognised (and unsurprising if you knew her) expertise in wine and food! The three talks in that morning were covering some of the domains within Susie’s fundamental contributions and delivered by former students of her: model assessment through various types of predictive p-values by Maria Eugenia Castellanos, Bayesian model selection by Anabel Forte, and computer models by Rui Paulo, all talks that translated quite accurately the extent of Susie’s contributions… In a very nice initiative, the organisers had also set a wine tasting break (at 10am!) around two vintages that Susie had reviewed in the past years [with reviews to show up soon in the Wines section of the ‘Og!]

The talks of the afternoon session were by Jean-Bernard (JB) Salomond about a new proposal to handle embedded hypotheses in a non-parametric framework and by James Scott about false discovery rates for neuroimaging. Despite the severe theoretical framework behind the proposal, JB managed a superb presentation that mostly focussed on the intuition for using the smoothed (or approximative) version of the null hypothesis. (A flavour of ABC, somehow?!) Also kudos to JB for perpetuating my tradition of starting sections with unrelated pictures. James’ topic was more practical Bayes or pragmatic Bayes than objective Bayes in that he analysed a large fMRI experiment on spatial working memory, introducing a spatial pattern that led to a complex penalised Lasso-like optimisation. The data was actually an fMRI of the brain of Russell Poldrack, one of James’ coauthors on that paper.

The (sole) poster session was on the evening with a diverse range of exciting topics—including three where I was a co-author, by Clara Grazian, Kaniav Kamary, and Kerrie Mengersen—but it was alas too short or I was alas too slow to complete the tour before it ended! In retrospect we could have broken it into two sessions since Wednesday evening is a free evening.

O-Bayes15 [day #1]

Posted in Books, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , on June 3, 2015 by xi'an

vale3So here we are back together to talk about objective Bayes methods, and in the City of Valencià as well.! A move back to a city where the 1998 O’Bayes took place. In contrast with my introductory tutorial, the morning tutorials by Luis Pericchi and Judith Rousseau were investigating fairly technical and advanced, Judith looking at the tools used in the frequentist (Bernstein-von Mises) analysis of priors, with forays in empirical Bayes, giving insights into a wide range of recent papers in the field. And Luis covering works on Bayesian robustness in the sense of resisting to over-influential observations. Following works of him and of Tony O’Hagan and coauthors. Which means characterising tails of prior versus sampling distribution to allow for the posterior reverting to the prior in case of over-influential datapoints. Funny enough, after a great opening by Carmen and Ed remembering Susie, Chris Holmes also covered Bayesian robust analysis. More in the sense of incompletely or mis-  specified models. (On the side, rekindling one comment by Susie and the need to embed robust Bayesian analysis within decision theory.) Which was also much Chris’ point, in line with the recent Watson and Holmes’ paper. Dan Simpson in his usual kick-the-anthill-real-hard-and-set-fire-to-it discussion pointed out the possible discrepancy between objective and robust Bayesian analysis. (With lines like “modern statistics has proven disruptive to objective Bayes”.) Which is not that obvious because the robust approach simply reincorporates the decision theory within the objective framework. (Dan also concluded with the comic strip below, whose message can be interpreted in many ways…! Or not.)

The second talk of the afternoon was given by Veronika Ročková on a novel type of spike-and-slab prior to handle sparse regression, bringing an alternative to the standard Lasso. The prior is a mixture of two Laplace priors whose scales are constrained in connection with the actual number of non-zero coefficients. I had not heard of this approach before (although Veronika and Ed have an earlier paper on a spike-and-slab prior to handle multicolinearity that Veronika presented in Boston last year) and I was quite impressed by the combination of minimax properties and practical determination of the scales. As well as by the performances of this spike-and-slab Lasso. I am looking forward the incoming paper!

The day ended most nicely in the botanical gardens of the University of Valencià, with an outdoor reception surrounded by palm trees and parakeet cries…

Signori degli Anelli

Posted in Kids, pictures, Travel, Wines with tags , , , , on May 30, 2015 by xi'an

rin6rin3rin5rip2rip1rin9rin8rin4rin1

Some rings and their stand from the walls and doors of the city of Siena.

Chianti

Posted in pictures, Running, Travel, Wines with tags , , , , , on May 29, 2015 by xi'an

chianti6

Toscana [#3]

Posted in Mountains, pictures, Running, Travel, Wines with tags , , , , , on May 28, 2015 by xi'an

huse

Follow

Get every new post delivered to your Inbox.

Join 892 other followers