## manifold learning [BNP Seminar, 11/01/23]

Posted in Books, Statistics, University life with tags , , , , , , , , on January 9, 2023 by xi'an

An incoming BNP webinar on Zoom by Judith Rousseau and Paul Rosa (U of Oxford), on 11 January at 1700 Greenwich time:

Bayesian nonparametric manifold learning

In high dimensions it is common to assume that the data have a lower dimensional structure. We consider two types of low dimensional structure: in the first part the data is assumed to be concentrated near an unknown low dimensional manifold, in the second case it is assumed to be possibly concentrated on an unknown manifold. In both cases neither the manifold nor the density is known. Atypical example is for noisy observations on an unknown low dimensional manifold.

We first consider a family of Bayesian nonparametric density estimators based on location – scale Gaussian mixture priors and we study the asymptotic properties of the posterior distribution. Our work shows in particular that non conjuguate location-scale Gaussian mixture models can adapt to complex geometries and spatially varying regularity when the density is supported near a low dimensional manifold.

In the second part of the talk we will consider also the case where the distribution is supported on a low dimensional manifold. In this non dominated model,we study different types of posterior contraction rates: Wasserstein and $L_1(\mu_\mathcal{M})$ where $\mu_\mathcal{M}$ is the Haussdorff measure on the manifold $\mathcal{M}$ supporting the density. Some more generic results on Wasserstein contraction rates are also discussed.

## BNP13

Posted in Mountains, pictures, Running, Statistics, Travel with tags , , , , , , , , , , , , , , , , on October 28, 2022 by xi'an

BNP13 is set in this incredible location on a massive lake (almost as large as Lac Saint Jean!) facing several tantalizing snow-capped volcanoes… My trip from Paris to Puerto Varas was quite smooth if relatively longish (but I slept close to 8 hours on the first leg and busied myself with Biometrika submissions the rest of the way). Leaving from Paris at midnight proved a double advantage as this was one of the last flights leaving, with hardly anyone in the airport. On Sunday, I arrived early enough to take a quick dip in Lake Llanquihue which was fairly cold and choppy!

Overall the conference is quite exhilarating as all talks are of interest and often covering on-going research. This may be one of the most engaging meetings I have attended in the past years! Plus a refreshing variety of topics and seniority in the speakers.

To start with a bang!, Sonia Petrone (Bocconi) gave a very nice plenary lecture in the most auspicious manner, covering her recent works on Bayesian prediction as an alternative way to run Bayesian inference (in connection with the incoming Read Paper by Fong et al.). She covered so much ground that I got lost before long (jetlag did not help!). However, an interesting feature underlying her talk is that, under exchangeability, the sequence of predictives converges to a random probability measure, a de Finetti way to construct the prior that is based on predictives. Avoiding in a sense the model and the prior on the parameters of that process. (The parameter is derived from the infinite exchangeable [or conditionally iid] sequence, but the sequence of predictives need be defined.) The drawback is that this approach involves infinite sequences, with practical truncation to a finite horizon being an approximation whose precision / error may prove elusive to characterise. The predictive approach also allows to recover a limiting Normal distribution (not a Bernstein-von Mises type!) and hence credible intervals on parameters and distributions.

While this is indeed a BNP conference (!), I was surprised to see lot of talks paying attention to clustering and even to mixtures, with again a recurrent imprecision on the meaning of a cluster. (Maybe this was already the case for BNP11 in Paris but I may have been too busy helping with catering to notice!) For instance, Brian Trippe (MIT) gave a quick intro on his (AISTATS 2022) work on parallel MCMC with coupling. As unbiased MCMC strongly improving upon naïve parallel MCMC relative to the computing cost. With an interesting example where coupling is agnostic to the labeling of random partitions in clustering problems, involving optimal transport, manageable in O(K³log(K)) time when K is the number of clusters.

## Fusion at CIRM

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , on October 24, 2022 by xi'an

Today is the first day of the FUSION workshop Rémi Bardenet and myself organised. Due to schedule clashes, I will alas not be there, since [no alas!] at the BNP conference in Chili. The program and collection of participants is quite exciting and I hope more fusion will result from this meeting. Enjoy! (And beware of boars, cold water, and cliffs!!!)

## off to BNP!

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , , , , , , on October 23, 2022 by xi'an

Today I am off to Chile, to attend the 13th Bayesian non-parametric conference, BNP13. Which follows BNP11 that took place in Paris. And BNP12, which took place in Oxford (just prior to O’Bayes in Warwick, which in retrospect was the wrong strategy as most attendees did not extend their stay…). The programme is quite diverse and exciting, plus involving a lot of friends I had not seen for quite a while (as they weren’t at ISBA in Montréal). And the location is fabulous, sitting by Lake Llanquihue [whose waters may prove too cold!] and facing the [tantalizing] volcán Osorno (2652m). Which was observed by Darwin on his second trip, during a 1835 eruption. (The last eruption was in 1869, hopefully staying the same for the whole week!)

## BASICS workshop in Paris [29-30/09]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on September 19, 2022 by xi'an

There will be a workshop on Bayesian non-parametrics, deep learning and uncertainty quantification, marking the closure of the BASICS ANR project, at Paris Sorbonne University, on campus Pierre et Marie Curie, on 29-30 September, with many friends speaking there. The participation is free. Registration is, however, compulsory and now open.