Locarno beach [jatp]

Posted in Mountains, pictures, Travel with tags , , , , , , on August 8, 2018 by xi'an

head position at Warwick stats

Posted in Statistics with tags , , , , , , , , on August 7, 2018 by xi'an

The Department of Statistics at Warwick seeks a new head to continue to develop and advance the quality of its education and research. The successful candidate will be appointed as a professor on an indefinite basis and will have a strong research and leadership profile. The appointment as Head of Department will be for three years in the first instance, with an option to extend. The next Head will work with this large and diverse community of academics and students, and support collaboration with the wider University. They will represent the Department to public and private audiences, nationally and internationally, and develop networks to promote the work of the Department. The deadline for applicants is 28 September 2018.

 

Stawamus Chief

Posted in Mountains, pictures, Travel with tags , , , , , , , on August 6, 2018 by xi'an

Being back in Vancouver gave me the great opportunity to bag a climb I had wanted to make for quite a while, the classical route on the Stawamus (or Squamish) Chief, which is a big granite dome standing on top of the Howe Sound, north of Vancouver and south of Whistler (for NIPS longterm attendees!). In 2011, Julien, David and I went climbing for a whole day a cliff nearby called Burger and Fries. While the Chief is a 600m big vertical wall that makes for a fairly involved climb, the standard route is mostly bypassing the vertical exposure and goes up on gritty granite slabs that do not require hand pulls (The Apron) and then cracks that make for an easy climb, until the crux of the climb (Buff), again involving cracks if vertical ones and a half chimney, somewhat more exposed, with a solo free climber passing my guide Brett Nixon from Vancouver Mountain Guides and myself on the way. Something around 12 pitches total. Just a great climb, well-suited for my lack of sufficient training in the past months!, and with terrific views all the way, plus constant shade a big plus on a very hot day! Meeting with friends at the top, who had gone up the hiking path, was an added bonus as we could hike down together. Hopefully, I will be back in a near future to try another route, like Angel’s Crest…

for a coincidence

Posted in Mountains, pictures, Travel, University life with tags , , , , , , on August 5, 2018 by xi'an

Last night in Vancouver, we were walking back to Chinatown under an expressway, in a rather uninspiring section of town. Waiting at a cross-light with another couple on the other side. As we crossed the street I glanced at the man and noticed his Chamonix North Face tee-shirt. He happened to do the same and… noticed my identical Chamonix North Face tee-shirt! We shared a laugh at this (huge?) coincidence and continued on our respective ways. (He was not taking part in MCMskiii in case this seems a likely explanation!)

ICM 2018

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on August 4, 2018 by xi'an

While I am not following the International Congress of Mathematicians which just started in Rio, and even less attending, I noticed an entry on their webpage on my friend and colleague Maria Esteban which I would have liked to repost verbatim but cannot figure how. (ICM 2018 also features a plenary lecture by Michael Jordan on gradient based optimisation [which was also Michael’s topic at ISBA 2018] and another one by Sanjeev Arora on the maths deep learning, two talks broadly related with statistics, which is presumably a première at this highly selective maths conference!)

JSM 2018 [#4]

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on August 3, 2018 by xi'an

As last ½ day of sessions at JSM2018 in an almost deserted conference centre, with a first session set together by Mario Peruggia and a second on Advances in Bayesian Nonparametric Modeling and Computation for Complex Data. Here are the slides of my talk this morning in the Bayesian mixture estimation session.

which I updated last night (Slideshare most absurdly does not let you update versions!)

Since I missed the COPSS Award ceremony for a barbecue with friends on Locarno Beach, I only discovered this morning that the winner this year is Richard Samworth, from Cambridge University, who eminently deserves this recognition, if only because of his contributions to journal editing, as I can attest from my years with JRSS B. Congrats to him as well as to Bin Yu and Susan Murphy for their E.L. Scott and R.A. Fisher Awards!  I also found out from an email to JSM participants that the next edition is in Denver, Colorado, which I visited only once in 1993 on a trip to Fort Collins visiting Kerrie Mengersen and Richard Tweedie. Given the proximity to the Rockies, I am thinking of submitting an invited session on ABC issues, which were not particularly well covered by this edition of JSM. (Feel free to contact me if you are interested in joining the session.)

JSM 2018 [#3]

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on August 2, 2018 by xi'an

Third day at JSM2018 and the audience is already much smaller than the previous days! Although it is hard to tell with a humongous conference centre spread between two buildings. And not getting hooked by the tantalising view of the bay, with waterplanes taking off every few minutes…


Still, there were (too) few participants in the two computational statistics (MCMC) sessions I attended in the morning, the first one being organised by James Flegal on different assessments of MCMC convergence. (Although this small audience made the session quite homely!) In his own talk, James developed an interesting version of multivariate ESS that he related with a stopping rule for minimal precision. Vivek Roy also spoke about a multiple importance sampling construction I missed when it came upon on arXiv last May.

In the second session, Mylène Bédard exposed the construction of and improvement brought by local scaling in MALA, with 20% gain from using non-local tuning. Making me idle muse over whether block sizes in block-Gibbs sampling could also be locally optimised… Then Aaron Smith discussed how HMC should be scaled for optimal performances, under rather idealised conditions and very high dimensions. Mentioning a running time of d, the dimension, to the power ¼. But not addressing the practical question of calibrating scale versus number of steps in the discretised version. (At which time my hands were [sort of] frozen solid thanks to the absurd air conditioning in the conference centre and I had to get out!)