Archive for big Bayes

Big Bayes goes South

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , on December 5, 2018 by xi'an

At the Big [Data] Bayes conference this week [which I found quite exciting despite a few last minute cancellations by speakers] there were a lot of clustering talks including the ones by Amy Herring (Duke), using a notion of centering that should soon appear on arXiv. By Peter Müller (UT, Austin) towards handling large datasets. Based on a predictive recursion that takes one value at a time, unsurprisingly similar to the update of Dirichlet process mixtures. (Inspired by a 1998 paper by Michael Newton and co-authors.) The recursion doubles in size at each observation, requiring culling of negligible components. Order matters? Links with Malsiner-Walli et al. (2017) mixtures of mixtures. Also talks by Antonio Lijoi and Igor Pruenster (Boconni Milano) on completely random measures that are used in creating clusters. And by Sylvia Frühwirth-Schnatter (WU Wien) on creating clusters for the Austrian labor market of the impact of company closure. And by Gregor Kastner (WU Wien) on multivariate factor stochastic models, with a video of a large covariance matrix evolving over time and catching economic crises. And by David Dunson (Duke) on distance clustering. Reflecting like myself on the definitely ill-defined nature of the [clustering] object. As the sample size increases, spurious clusters appear. (Which reminded me of a disagreement I had had with David McKay at an ICMS conference on mixtures twenty years ago.) Making me realise I missed the recent JASA paper by Miller and Dunson on that perspective.

Some further snapshots (with short comments visible by hovering on the picture) of a very high quality meeting [says one of the organisers!]. Following suggestions from several participants, it would be great to hold another meeting at CIRM in a near future. Continue reading

þe Norse farce beamer style

Posted in Statistics with tags , , , , , , , , , on November 30, 2018 by xi'an

phishing alert at CIRM!

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on September 13, 2018 by xi'an

A strong and loud warning to all participants to one of the three events organised in CIRM, Luminy, Marseilles, in conjunction with Kerrie Mengersen’s Jean Morlet visiting chair, namely that some participants have received calls from crooks posting as CIRM admins, asking for credit card details towards supporting their stay at CIRM. This is a phishing attempt as self-supported participants to these events will be asked to pay at the end of their stay and never by phone or mail. In the meanwhile, there remains a few entries for both

  1. Bayesian Statistics in the Big Data Era (26-30 Nov, 2018)
  2. Young Bayesians and Big Data for Social Good (23-26 Nov., 2018)

for which registration is free but compulsory.

ABC in Montréal

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

There will be a symposium on ABC in Montréal this coming December, the day before NIPS, in a continuation of past years NIPS workshops. While invited speakers and panelists have been selected by the committee, a call for papers is open. Note that in continuation with the best “ABC in…” tradition, registration is free! I will unfortunately be unable to make it to this symposium, as the date clashes with our Big Bayes conference at CIRM (free registration, with still some places available!).

Larry Brown memorial and workshop, Penn, Nov 30-Dec 01

Posted in Statistics, Travel, University life with tags , , , , , , , , on August 28, 2018 by xi'an

There will be a memorial service and a workshop in memory of Larry Brown next November 30 – December 01 at Penn, Philadelphia, with talks by Jim Berger, Peter Bickel, Andreas Buja, Tony Cai, Ian Johnstone, Michael Jordan, Mark Low, Avi Mandelbaum, and Bin Yu. Unfortunately for me, this celebration clashes with our “big Bayes” conference in CIRM, Marseilles which ends up on the 30th, so I will not be able to take part in this opportunity to remember and celebrate Larry.