## reis naar Amsterdam

Posted in Books, Kids, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , on April 16, 2015 by xi'an

On Monday, I went to Amsterdam to give a seminar at the University of Amsterdam, in the department of psychology. And to visit Eric-Jan Wagenmakers and his group there. And I had a fantastic time! I talked about our mixture proposal for Bayesian testing and model choice without getting hostile or adverse reactions from the audience, quite the opposite as we later discussed this new notion for several hours in the café across the street. I also had the opportunity to meet with Peter Grünwald [who authored a book on the minimum description length principle] pointed out a minor inconsistency of the common parameter approach, namely that the Jeffreys prior on the first model did not have to coincide with the Jeffreys prior on the second model. (The Jeffreys prior for the mixture being unavailable.) He also wondered about a more conservative property of the approach, compared with the Bayes factor, in the sense that the non-null parameter could get closer to the null-parameter while still being identifiable.

Among the many persons I met in the department, Maarten Marsman talked to me about his thesis research, Plausible values in statistical inference, which involved handling the Ising model [a non-sparse Ising model with O(p²) parameters] by an auxiliary representation due to Marc Kac and getting rid of the normalising (partition) constant by the way. (Warning, some approximations involved!) And who showed me a simple probit example of the Gibbs sampler getting stuck as the sample size n grows. Simply because the uniform conditional distribution on the parameter concentrates faster (in 1/n) than the posterior (in 1/√n). This does not come as a complete surprise as data augmentation operates in an n-dimensional space. Hence it requires more time to get around. As a side remark [still worth printing!], Maarten dedicated his thesis as “To my favourite random variables , Siem en Fem, and to my normalizing constant, Esther”, from which I hope you can spot the influence of at least two of my book dedications! As I left Amsterdam on Tuesday, I had time for a enjoyable dinner with E-J’s group, an equally enjoyable early morning run [with perfect skies for sunrise pictures!], and more discussions in the department. Including a presentation of the new (delicious?!) Bayesian software developed there, JASP, which aims at non-specialists [i.e., researchers unable to code in R, BUGS, or, God forbid!, STAN] And about the consequences of mixture testing in some psychological experiments. Once again, a fantastic time discussing Bayesian statistics and their applications, with a group of dedicated and enthusiastic Bayesians!

## a week in Oxford

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on January 26, 2015 by xi'an

I spent [most of] the past week in Oxford in connection with our joint OxWaSP PhD program, which is supported by the EPSRC, and constitutes a joint Centre of Doctoral Training in  statistical science focussing on data-­intensive environments and large-­scale models. The first cohort of a dozen PhD students had started their training last Fall with the first year spent in Oxford, before splitting between Oxford and Warwick to write their thesis.  Courses are taught over a two week block, with a two day introduction to the theme (Bayesian Statistics in my case), followed by reading, meetings, daily research talks, mini-projects, and a final day in Warwick including presentations of the mini-projects and a concluding seminar.  (involving Jonty Rougier and Robin Ryder, next Friday). This approach by bursts of training periods is quite ambitious in that it requires a lot from the students, both through the lectures and in personal investment, and reminds me somewhat of a similar approach at École Polytechnique where courses are given over fairly short periods. But it is also profitable for highly motivated and selected students in that total immersion into one topic and a large amount of collective work bring them up to speed with a reasonable basis and the option to write their thesis on that topic. Hopefully, I will see some of those students next year in Warwick working on some Bayesian analysis problem!

On a personal basis, I also enjoyed very much my time in Oxford, first for meeting with old friends, albeit too briefly, and second for cycling, as the owner of the great Airbnb place I rented kindly let me use her bike to go around, which allowed me to go around quite freely! Even on a train trip to Reading. As it was a road racing bike, it took me a trip or two to get used to it, especially on the first day when the roads were somewhat icy, but I enjoyed the lightness of it, relative to my lost mountain bike, to the point of considering switching to a road bike for my next bike… I had also some apprehensions with driving at night, which I avoid while in Paris, but got over them until the very last night when I had a very close brush with a car entering from a side road, which either had not seen me or thought I would let it pass. Gave me the opportunity of shouting Oï!

Posted in Kids, pictures, Statistics, University life with tags , , , , , , on January 19, 2015 by xi'an

Now my grading is over, I can reflect on the unexpected difficulties in the mathematical statistics exam. I knew that the first question in the multiple choice exercise, borrowed from Cross Validation, was going to  be quasi-impossible and indeed only one student out of 118 managed to find the right solution. More surprisingly, most students did not manage to solve the (absence of) MLE when observing that n unobserved exponential Exp(λ) were larger than a fixed bound δ. I was also amazed that they did poorly on a N(0,σ²) setup, failing to see that

$\mathbb{E}[\mathbb{I}(X_1\le -1)] = \Phi(-1/\sigma)$

and determine an unbiased estimator that can be improved by Rao-Blackwellisation. No student reached the conditioning part. And a rather frequent mistake more understandable due to the limited exposure they had to Bayesian statistics: many confused parameter λ with observation x in the prior, writing

$\pi(\lambda|x) \propto \lambda \exp\{-\lambda x\} \times x^{a-1} \exp\{-bx\}$

$\pi(\lambda|x) \propto \lambda \exp\{-\lambda x\} \times \lambda^{a-1} \exp\{-b\lambda\}$

hence could not derive a proper posterior.

## Statistics slides (5)

Posted in Books, Kids, Statistics, University life with tags , , , , , on December 7, 2014 by xi'an

Here is the fifth and last set of slides for my third year statistics course, trying to introduce Bayesian statistics in the most natural way and hence starting with… Rasmus’ socks and ABC!!! This is an interesting experiment as I have no idea how my students will react. Either they will see the point besides the anecdotal story or they’ll miss it (being quite unhappy so far about the lack of mathematical rigour in my course and exercises…). We only have two weeks left so I am afraid the concept will not have time to seep through!

## Methodological developments in evolutionary genomic [3 years postdoc in Montpellier]

Posted in pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , on November 26, 2014 by xi'an

[Here is a call for a post-doctoral position in Montpellier, South of France, not Montpelier, Vermont!, in a population genetics group with whom I am working. Highly recommended if you are currently looking for a postdoc!]

#### Three-year post-doctoral position at the Institute of Computational Biology (IBC), Montpellier (France) : Methodological developments in evolutionary genomics.

One young investigator position opens immediately at the Institute for Computational Biology (IBC) of Montpellier (France) to work on the development of innovative inference methods and software in population genomics or phylogenetics to analyze large-scale genomic data in the fields of health, agronomy and environment (Work Package 2 « evolutionary genomics » of the IBC). The candidate will develop its own research on some of the following topics : selective processes, demographic history, spatial genetic processes, very large phylogenies reconstruction, gene/species tree reconciliation, using maximum likelihood, Bayesian and simulation-based inference. We are seeking a candidate with a strong background in mathematical and computational evolutionary biology, with interest in applications and software development. The successfull candidate will work on his own project, build in collaboration with any researcher involved in the WP2 project and working at the IBC labs (AGAP, CBGP, ISEM, I3M, LIRMM, MIVEGEC).

IBC hires young investigators, typically with a PhD plus some post-doc experience, a high level of publishing, strong communication abilities, and a taste for multidisciplinary research. Working full-time at IBC, these young researchers will play a key role in Institute life. Most of their time will be devoted to scientific projects. In addition, they are expected to actively participate in the coordination of workpackages, in the hosting of foreign researchers and in the organization of seminars and events (summer schools, conferences…). In exchange, these young researchers will benefit from an exceptional environment thanks to the presence of numerous leading international researchers, not to mention significant autonomy for their work. Montpellier hosts one of the most vibrant communities of biodiversity research in Europe with several research centers of excellence in the field. This positions is open for up to 3 years with a salary well above the French post-doc standards. Starting date is open to discussion.

The application deadline is January 31, 2015.

Living in Montpellier: http://www.agropolis.org/english/guide/index.html

#### Contacts at WP2 « Evolutionary Genetics » :

Jean-Michel Marin : http://www.math.univ-montp2.fr/~marin/

Olivier Gascuel : http://www.lirmm.fr/~gascuel/

Submit my application : http://www.ibc-montpellier.fr/open-positions/young-investigators#wp2-evolution

## Statistics slides (4)

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , , on November 10, 2014 by xi'an

Here is the fourth set of slides for my third year statistics course, trying to build intuition about the likelihood surface and why on Earth would one want to find its maximum?!, through graphs. I am yet uncertain whether or not I will reach the point where I can teach more asymptotics so maybe I will also include asymptotic normality of the MLE under regularity conditions in this chapter…

## my ISBA tee-shirt designs

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , on October 15, 2014 by xi'an

Here are my tee-shirt design proposals for the official ISBA tee-shirt competition! (I used the facilities of CustomInk.com as I could not easily find a free software around. Except for the last one where I recycled my vistaprint mug design…)

While I do not have any expectation of seeing one of these the winner (!), what is your favourite one?!