Archive for American Statistical Association

JSM 2015 [day #2]

Posted in Books, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , on August 11, 2015 by xi'an

Today, at JSM 2015, in Seattle, I attended several Bayesian sessions, having sadly missed the Dennis Lindley memorial session yesterday, as it clashed with my own session. In the morning sessions on Bayesian model choice, David Rossell (Warwick) defended non-local priors à la Johnson (& Rossell) as having better frequentist properties. Although I appreciate the concept of eliminating a neighbourhood of the null in the alternative prior, even from a Bayesian viewpoint since it forces us to declare explicitly when the null is no longer acceptable, I find the asymptotic motivation for the prior less commendable and open to arbitrary choices that may lead to huge variations in the numerical value of the Bayes factor. Another talk by Jin Wang merged spike and slab with EM with bootstrap with random forests in variable selection. But I could not fathom what the intended properties of the method were… Besides returning another type of MAP.

The second Bayesian session of the morn was mostly centred on sparsity and penalisation, with Carlos Carvalho and Rob McCulloch discussing a two step method that goes through a standard posterior  construction on the saturated model, before using a utility function to select the pertinent variables. Separation of utility from prior was a novel concept for me, if not for Jay Kadane who objected to Rob a few years ago that he put in the prior what should be in the utility… New for me because I always considered the product prior x utility as the main brick in building the Bayesian edifice… Following Herman Rubin’s motto! Veronika Rocková linked with this post-LASSO perspective by studying spike & slab priors based on Laplace priors. While Veronicka’s goal was to achieve sparsity and consistency, this modelling made me wonder at the potential equivalent in our mixtures for testing approach. I concluded that having a mixture of two priors could be translated in a mixture over the sample with two different parameters, each with a different prior. A different topic, namely multiple testing, was treated by Jim Berger, who showed convincingly in my opinion that a Bayesian approach provides a significant advantage.

In the afternoon finalists of the ISBA Savage Award presented their PhD work, both in the theory and  methods section and in the application section. Besides Veronicka Rocková’s work on a Bayesian approach to factor analysis, with a remarkable resolution via a non-parametric Indian buffet prior and a variable selection interpretation that avoids MCMC difficulties, Vinayak Rao wrote his thesis on MCMC methods for jump processes with a finite number of observations, using a highly convincing completion scheme that created independence between blocks and which reminded me of the Papaspiliopoulos et al. (2005) trick for continuous time processes. I do wonder at the potential impact of this method for processing the coalescent trees in population genetics. Two talks dealt with inference on graphical models, Masanao Yajima and  Christine Peterson, inferring the structure of a sparse graph by Bayesian methods.  With applications in protein networks. And with again a spike & slab prior in Christine’s work. The last talk by Sayantan Banerjee was connected to most others in this Savage session in that it also dealt with sparsity. When estimating a large covariance matrix. (It is always interesting to try to spot tendencies in awards and conferences. Following the Bayesian non-parametric era, are we now entering the Bayesian sparsity era? We will see if this is the case at ISBA 2016!) And the winner is..?! We will know tomorrow night! In the meanwhile, congrats to my friends Sudipto Banerjee, Igor Prünster, Sylvia Richardson, and Judith Rousseau who got nominated IMS Fellows tonight.

JSM 2015 [day #1]

Posted in Books, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on August 10, 2015 by xi'an

ferryThis afternoon, at JSM 2015, in Seattle, we had the Bayesian Computation I and II sessions that Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA). Despite this being Sunday and hence having some of the participants still arriving, the sessions went on well in terms of audience. Thanks to Mark Girolami’s strict presidency, we were so much on time in Bayesian Computation I that we had 20mn left for a floor discussion that turned into a speakers’ discussion! All talks were of obvious interest for MCMCists, but Ryan Adams’ presentation on firefly Monte Carlo got me thinking for most of the afternoon on different ways of exploiting the existence of a bound on the terms composing the target. With little to show by the end of the afternoon! On the mundane side, I was sorry to miss Pierre Jacob, who was still in France due to difficulties in obtaining a working visa for Harvard (!), and surprised to see Dawn Woodard wearing a Uber tee-shirt, until she told us she was now working at Uber! Which a posteriori makes sense, given her work on traffic predictions!

delayed in Seattle

Posted in Books, R, Statistics, Travel, University life with tags , , , , , , , , , , on August 9, 2015 by xi'an

Here are the slides of my talk on delayed acceptance I present this afternoon at JSM 2015, in Seattle, in the Bayesian Computation I (2pm, room CC-4C1) and II (4pm, room CC-3A) sessions Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA):

ASA fellows

Posted in R, Statistics, University life with tags , , , , on May 12, 2012 by xi'an

Being freshly elected ASA Fellow (yay!), I just received the list of 2012 ASA Fellows. Among whose, let me mention

  • Sudipto Banerjee, University of Minnesota, Minneapolis, Minnesota, elected “For theoretical, methodological and applied research in spatiotemporal statistical modeling, especially as applied to problems in environmetrics, ecology, occupational health, agriculture and economics, for professional work at the local and national levels and for editorial service to the profession.”
  • Thomas Lumley, University of Auckland, Auckland, New Zealand, elected “For outstanding contributions to statistical theory and practice; for influential collaborations benefiting many important scientific studies; and for implementation of new methodology through the R system and the development of specialist software packages.”
  • Bhramar Mukherjee, University of Michigan, Department of Biostatistics, Ann Arbor, Michigan, elected “For influential research on Bayesian methods for analysis of gene-environment interactions and data generated under case-control and outcome dependent sampling mechanisms, for insightful consulting and collaboration with genetic scientists, for superb teaching and mentoring of both majors and non-majors of biostatistics, and for steadfast service to the profession.”
  • Marc A. Suchard, UCLA, Los Angeles, California, elected “For his wide-ranging, insightful and influential contributions to computational statistics, stochastic processes, Bayesian modeling and computing, evolutionary medicine, bioinformatics, and computational biology; for innovative models and contributions to the analysis of phylogeny, alignment, gene transfer and phylogeography.”
  • Thaddeus Tarpey, Wright State University, Dayton, Ohio, elected “For influential contributions to statistical research and applications, particularly in the areas of multivariate analysis and for excellence in teaching and dissemination of statistical knowledge.”

Significance going X-Atlantic

Posted in Statistics, University life with tags , , on May 27, 2010 by xi'an

While reading the latest issue of Significance over breakfast, I discovered that this enjoyable general audience statistics quarterly was about to become jointly distributed by the RSS and the ASA. Given that the magazine is distinctly British, and tuned to the purposes of the Royal Statistical Society, I hope it will remain the way it is. The conditions of the agreement with the ASA are not known to me, so it sounds from the editorial in Significance that it could only be a diffusion agreement. However, the fact that the logo of the ASA will also appear on the cover seems to imply a more active collaboration that could eventually change the tone of the magazine. Let’s wait and see! In the meanwhile, I will enjoy sharing my second copy of Significance with my colleagues (as I could reproduce the comment from a[nother] member of the RSS who said that his spouse, no statistician herself, would take away and read every issue before he could get his hands on it…)


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