day one at ISBA 22

Started the day with a much appreciated swimming practice in the [alas warm⁺⁺⁺] outdoor 50m pool on the Island with no one but me in the slooow lane. And had my first ride with the biXi system, surprised at having to queue behind other bikes at red lights! More significantly, it was a great feeling to reunite at last with so many friends I had not met for more than two years!!!

My friend Adrian Raftery gave the very first plenary lecture on his work on the Bayesian approach to long-term population projections, which was recently  a work censored by some US States, then counter-censored by the Supreme Court [too busy to kill Roe v. Wade!]. Great to see the use of Bayesian methods validated by the UN Population Division [with at least one branch of the UN

Stephen Lauritzen returning to de Finetti notion of a model as something not real or true at all, back to exchangeability. Making me wonder when exchangeability is more than a convenient assumption leading to the Hewitt-Savage theorem. And sufficiency. I mean, without falling into a Keynesian fallacy, each point of the sample has unique specificities that cannot be taken into account in an exchangeable model. Nice to hear some measure theory, though!!! Plus a comment on the median never being sufficient, recouping an older (and presumably not original) point of mine. Stephen’s (or Fisher’s?) argument being that the median cannot be recursively computed!

Antonietta Mira and I had our ABC session this afternoon with Cecilia Viscardi, Sirio Legramanti, and Massimiliano Tamborino (Warwick) as speakers. Cecilia linked ABC with normalising flows, in collaboration with Dennis Prangle (whose earlier paper on this connection was presented as the first One World ABC seminar). Thus using past simulations to approximate the posterior by a neural network, possibly with a significant increase in computing time when compared with more rudimentary SMC-ABC methods in larger dimensions. Sirio considered summary-free ABC based on discrepancies like Rademacher complexity. Which more or less contains MMD, Kullback-Leibler, Wasserstein and more, although it seems to be dependent on the parameterisation of the observations. An interesting opening at the end was that this approach could apply to non iid settings. Massi presented a paper coauthored with Umberto that had just been arXived. On sequential ABC with a dependence on the summary statistic (hence guided). Further bringing copulas into the game, although this forces another choice [for the marginals] in the method.

Tamara Broderick talked about a puzzling leverage effect of some observations in economic studies where a tiny portion of individuals may modify the significance or the sign of a coefficient, for which I cannot tell whether the data or the reliance on statistical significance are to blame. Robert Kohn presented mixture-of-Gaussian copulas [not to be confused with mixture of Gaussian-copulas!] and Nancy Reid concluded my first [and somewhat exhausting!] day at ISBA with a BFF talk on the different statistical paradigms take on confidence (for which the notion of calibration seems to remain frequentist).

Side comments: First, most people in the conference are wearing masks, which is great! Also, I find it hard to read slides from the screen, which I presume is an age issue (?!) Even more aside, I had Korean lunch in a place that refused to serve me a glass of water, which I find amazing.

a journal of the plague and pestilence year [stop the war!]

Still standing, impotent, facing Ukrainian cities shelled by Russian bombs…

Read the third & last volume of Arnaldur Indriðason‘s Inspector Konrad new trilogy, Tregasteinn, with no further enthusiasm… There are even more repetitions than in the previous volumes, including recaps from these previous volumes. If this is a literary style, it should be discontinued! If the author thinks the reader has trouble remembering what he wrote a few pages earlier, he should think again. If the author himself cannot remember what he wrote, this is worrying..! Also read Spinning silver by Naomi Novak, a mix of Eastern Europe tales, like Rumpelstiltskin, and of centuries of anti-Semitic persecutions, from a feminist viewpoint where all leading characters are women. While the book has been praised and nominated for the Nebula and the Hugo awards, and won the Locus award,I found it hard to keep up with the rather thin story and fell asleep while the characters were taking yet another sleigh among a fantasy version of Russia or Ukraine… Speaking of whi(t)ch(es):

Watched Juvenile Justice, a 2022 very dark and graphic Korean series on judges in charge of juvenile delinquents. The story is a wee bit thin and the many connections between the characters a cheap trick, with long static shots of the main judge lost in her thoughts and endless passages about her annotating mountains of reports on the case, but the resulting zoom on the judicial procedure and on the harsh penal system make it worth watching.