Archive for AISTATS 2016

European statistics in Finland [EMS17]

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on August 2, 2017 by xi'an

While this European meeting of statisticians had a wide range of talks and topics, I found it to be more low key than the previous one I attended in Budapest, maybe because there was hardly any talk there in applied probability. (But there were some sessions in mathematical statistics and Mark Girolami gave a great entry to differential geometry and MCMC, in the spirit of his 2010 discussion paper. Using our recent trip to Montréal as an example of geodesic!) In the Bayesian software session [organised by Aki Vetahri], Javier Gonzáles gave a very neat introduction to Bayesian optimisation: he showed how optimisation can be turned into Bayesian inference or more specifically as a Bayesian decision problem using a loss function related to the problem of interest. The point in following a Bayesian path [or probabilist numerics] is to reduce uncertainty by the medium of prior measures on functions, although resorting [as usual] to Gaussian processes whose arbitrariness I somehow dislike within the infinity of priors (aka stochastic processes) on functions! One of his strong arguments was that the approach includes the possibility for design in picking the next observation point (as done in some ABC papers of Michael Guttman and co-authors, incl. the following talk at EMS 2017) but again the devil may be in the implementation when looking at minimising an objective function… The notion of the myopia of optimisation techniques was another good point: only looking one step ahead in the future diminishes the returns of the optimisation and an alternative presented at AISTATS 2016 [that I do not remember seeing in Càdiz] goes against this myopia.

Umberto Piccini also gave a talk on exploiting synthetic likelihoods in a Bayesian fashion (in connection with the talk he gave last year at MCqMC 2016). I wondered at the use of INLA for this Gaussian representation, as well as at the impact of the parameterisation of the summary statistics. And the session organised by Jean-Michel involved Jimmy Olson, Murray Pollock (Warwick) and myself, with great talks from both other speakers, on PaRIS and PaRISian algorithms by Jimmy, and on a wide range of exact simulation methods of continuous time processes by Murray, both managing to convey the intuition behind their results and avoiding the massive mathematics at work there. By comparison, I must have been quite unclear during my talk since someone interrupted me about how Owen & Zhou (2000) justified their deterministic mixture importance sampling representation. And then left when I could not make sense of his questions [or because it was lunchtime already].


Posted in pictures, R, Statistics, Travel, University life with tags , , , , , , , , , on August 31, 2016 by xi'an

The next AISTATS conference is taking place in Florida, Fort Lauderdale, on April 20-22. (The website keeps the same address one conference after another, which means all my links to the AISTATS 2016 conference in Cadiz are no longer valid. And that the above sunset from Florida is named… cadiz.jpg!) The deadline for paper submission is October 13 and there are two novel features:

  1. Fast-track for Electronic Journal of Statistics: Authors of a small number of accepted papers will be invited to submit an extended version for fast-track publication in a special issue of the Electronic Journal of Statistics (EJS) after the AISTATS decisions are out. Details on how to prepare such extended journal paper submission will be announced after the AISTATS decisions.
  2. Review-sharing with NIPS: Papers previously submitted to NIPS 2016 are required to declare their previous NIPS paper ID, and optionally supply a one-page letter of revision (similar to a revision letter to journal editors; anonymized) in supplemental materials. AISTATS reviewers will have access to the previous anonymous NIPS reviews. Other than this, all submissions will be treated equally.

I find both initiatives worth applauding and replicating in other machine-learning conferences. Particularly in regard with the recent debate we had at Annals of Statistics.

what to do with refereed conference proceedings?

Posted in Books, Statistics, University life with tags , , , , , , on August 8, 2016 by xi'an

In the recent days, we have had a lively discussion among AEs of the Annals of Statistics, as to whether or not set up a policy regarding publications of documents that have already been published in a shortened (8 pages) version in a machine learning conference like NIPS. Or AISTATS. While I obviously cannot disclose details here, the debate is quite interesting and may bring the machine learning and statistics communities closer if resolved in a certain way. My own and personal opinion on that matter is that what matters most is what’s best for Annals of Statistics rather than the authors’ tenure or the different standards in the machine learning community. If the submitted paper is based on a brilliant and novel idea that can appeal to a sufficiently wide part of the readership and if the maths support of that idea is strong enough, we should publish the paper. Whether or not an eight-page preliminary version has been previously published in a conference proceeding like NIPS does not seem particularly relevant to me, as I find those short papers mostly unreadable and hence do not read them. Since Annals of Statistics runs an anti-plagiarism software that is most likely efficient, blatant cases of duplications could be avoided. Of course, this does not solve all issues and papers with similar contents can and will end up being published. However, this is also the case for statistics journals and statistics, in the sense that brilliant ideas sometimes end up being split between two or three major journals.

another bogus conference [AISTATS copycat]

Posted in University life with tags , , , , on July 27, 2016 by xi'an


catz4Aki Vehtari spotted a bogus conference on human computer interaction and artificial intelligence that had copied the entire scientific committee of AISTATS 2016! The copy of the committee has now disappeared, but the list of topics is very similar to AISTATS 2016. (And Arthur Gretton is still the contact on this other site.) The conference was indicated as run by the Manchester International College, but this presumably is yet another usurpation of names… For instance, the conference is supposed to take place at a local hotel rather than in the College. And the reference has now disappeared. Almost simultaneously, we also received a request to edit the proceedings of this “conference” on Computers, which is a (free?) open access journal I know nothing about. (Except that it is listed as predatory by Jeffrey Beall.)

While it is of course very easy to set a webpage and a registration site for bogus conferences, it is sad that no action can be engaged against such fraudsters!

AISTATS 2016 [#2]

Posted in Kids, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , , on May 13, 2016 by xi'an

The second and third days of AISTATS 2016 passed like a blur, with not even the opportunity to write my impressions in real time! Maybe long tapa breaks are mostly to blame for this… In any case, we had two further exciting plenary talks about privacy-preserving data analysis by Kamalika Chaudhuri and crowdsourcing and machine learning by Adam Tauman Kalai. The talk by Kamalika was covering recent results by Kamalika and coauthors about optimal privacy preservation in classification and a generalisation to correlated data, with the neat notion of a Markov Quilt.  Other talks that same day also dwelt on this privacy issue, but I could not be . The talk by Adam was full of fun illustrations on humans training learning systems (with the unsolved difficulty of those humans deliberately mis-training the system, as exhibited recently by the short-lived Microsoft Tay experiment).

Both poster sessions were equally exciting, with the addition of MLSS student posters on the final day. Among many, I particularly enjoyed Iain Murray’s pseudo-marginal slice sampling, David Duvenaud’s fairly intriguing use of early stopping for non-parametric inference,  Garrett Bernstein’s work on aggregated Markov chains, Ye Wang’s scalable geometric density estimation [with a special bonus for his typo on the University of Turing, instead of Torino], Gemma Moran’s and Chengtao Li’s posters on determinantal processes, and Matej Balog’s Mondrian forests with a Laplace kernel [envisioning potential applications for ABC]. Again, just to mention a few…

The participants [incl. myself] also took one evening off to visit a sherry winery in Jerez, with a well-practiced spiel on the story of the company, with some building designed by Gutave Eiffel, and with a wine-tasting session. As I personally find this type of brandy too strong in alcohol, I am not a big fan of sherry but it was nonetheless an amusing trip! With no visible after-effects the next morning, since the audience was as large as usual for Adam’s talk [although I did not cross a machine-learning soul on my 6am run…]

In short, I enjoyed very much AISTATS 2016 and remain deeply impressed by the efficiency of the selection process and the amount of involvement of the actors of this selection, as mentioned earlier on the ‘Og. Kudos!

AISTATS 2016 [#1]

Posted in pictures, R, Running, Statistics, Travel, Wines with tags , , , , , , , , , , , , on May 11, 2016 by xi'an

Travelling through Seville, I arrived in Càdiz on Sunday night, along with a massive depression [weather-speaking!]. Walking through the city from the station was nonetheless pleasant as this is an town full of small streets and nice houses. If with less churches than Seville! Richard Samworth gave the first plenary talk of AISTATS 2016  with a presentation on random projections for classification. His classifier is based on an average of a large number of linear random projections of the original data where the projections are chosen as minimising the prediction error over a subset of the components. The performances of this approach seem to be consistently higher than for random forests, which makes it definitely worth investigating further. (A related R package is available.)

The following talks that day covered Bayesian optimisation and probabilistic numerics, with Javier Gonzales introducing glasses for Bayesian optimisation in order to solve its myopia (!)—by which he meant predicting the output of the optimisation over n future steps. And a first mention of the Pima Indians by Daniel Hernandez-Lobato in his talk about EP with stochastic gradient steps towards optimisation. (As well as much larger datasets.) And Mark Girolami bringing quasi-Monte Carlo into control variates. A kernel based ABC by Mijung Park, which uses kernels and maximum mean discrepancy to avoid defining summary statistics, and a version of parallel MCMC by Guillaume Basse. Plus another session on deep learning.

As usual with AISTATS conferences, the central activity of the day was the noon poster session, including speakers discussing their paper, and I had several interesting chats about MCMC related topics, with e.g. one alternative notion of ensemble MCMC [centred on estimating the normalising constant].

We awarded the notable student paper awards before the welcoming cocktail: The winners are Bo DaiNedelina Teneva, and Ye Wang.  And this first day ended up with a companionable evening in a most genuine tapa bar, tasting local blood sausage and local blue cheese. (If you do not mind the corrida theme!)

AISTATS 2016 [programme]

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , on March 14, 2016 by xi'an

The full programme for AISTATS 2016 in Cádiz is now on-line, including the posters (except for the additional posters by MLSS participants). Richard Samworth is scheduled to talk on Monday morning, May 9, Kamalika Chaudhuri on Tuesday morning, May 10, and Adam Tauman Kalai  on Wednesday morning, May 11. As at the previous AISTATS meeting, poster sessions are central to the day, while evenings are free (which shows this is not a Bayesian meeting!!!). See you in Cádiz, hopefully! (Registration is still open, just in case.)