health non-sense [xkcd]

Bill’s 80th!!!

“It was the best of times,
it was the worst of times”
[Dickens’ Tale of Two Cities (which plays a role in my friendship with Bill!)]

My flight to NYC last week was uneventful and rather fast and I worked rather well, even though the seat in front of me was inclined to the max for the entire flight! (Still got glimpses of Aline and of Deepwater Horizon from my neighbours.) Taking a very early flight from Paris was great making a full day once in NYC,  but “forcing” me to take a taxi, which almost ended up in disaster since the Über driver did not show up. At all. And never replied to my message. Fortunately trains were running, I was also running despite the broken rib, and I arrived at the airport some time before access was closed, grateful for the low activity that day. I also had another bit of a worrying moment at the US border control in JFK as I ended up in a back-office of the Border Police after the machine could not catch my fingerprints. And another stop at the luggage control as my lack of luggage sounded suspicious!The conference was delightful in celebrating Bill’s carreer and kindness (tinted with the most gentle irony!). Among stories told at the banquet, I was surprised to learn of Bill’s jazz career side, as I had never heard him play the piano or the clarinet! Even though we had chatted about music and literature on many occasions. Since our meeting in 1989… The (scientific side of the) conference included many talks around shrinkage, from loss estimation to predictive estimation, reminding me of the roaring 70’s and 80’s [James-Stein wise]. And demonstrating the impact of Bill’s wor throughout this era (incl. on my own PhD thesis). I started wondering at the (Bayesian) use of the loss estimate, though, as I set myself facing two point estimators attached with two estimators of their loss: it did not seem a particularly good idea to systematically pick the one with the smallest estimate (and Jim Berger confirmed this feeling on a later discussion). Among the talks on less familiar topics (of mine), I discovered work of Genevera Allen‘s on inferring massive network for neuron connections under sparse information. And of Emma Jingfei Zhang, equally centred on network inference, with applications to brain connectivity.

In a somewhat remote connection with Bill’s work (and our joint and hilarious assessment of Pitman closeness), I presented part of our joint and current work with Adrien Hairault and Judith Rousseau on inferring the number of components in a mixture by Bayes factors when the alternative is an infinite mixture (i.e., a Dirichlet process mixture). Of which Ruobin Gong gave a terrific discussion. (With a connection to her current work on Sense and Sensitivity.)

I was most sorry to miss Larry Wasserman’s and Rob Strawderman’s talk to rush back to the airport, the more because I am sure Larry’s talk would have brought a new light on causality (possibly equating it with tequila and mixtures!). The flight back was uneventfull, the plane rather empty and I slept most of the time. Overall,  it was most wonderful to re-connect with so many friends. Most of whom I had not seen for ages, even before the pandemic. And to meet new friends. (Nothing original in the reported feeling, just telling that the break in conferences and workshops was primarily a hatchet job on social relations and friendships.)

RSS 2022 Honours

21w5107 [½day 4]

Final ½ day of the 21w5107 workshop for me, as our initial plans were to stop today due to the small number of participants on site. And I had booked plane tickets early, too early. I will thus sadly miss the four afternoon talks, mea culpa! However I did attend Noiritt Chandra’s talk on Bayesian factor analysis. Which has always been a bit of a mystery to me in the sense that the number q of factors need be specified, which is a prior input one rarely controls. Here the goal is to estimate a covariance matrix with a sparse representation. And q is estimated by empirical likelihood ahead of the estimation of the matrix. The focus was on minimaxity and MCMC implementation rather than objective Bayes per se! Then, Daniele Durante spoke about analytical posteriors for probit models using unified skew-Normal priors (following a 2019 Biometrika paper). Including marginal posteriors and marginal likelihood. And for various extensions like dynamic probit models. Opening other computational issues such as simulating high dimensional truncated Normal distributions. (Potential use of delayed acceptance there?) This second talk was also drifting away from objective Bayes! In the first half of his talk, Filippo Ascolani introduced us to trees of random probability measures, each mother node being the distribution of the atoms of the children nodes. (Interestingly, Kingman is both connected to (coalescent) trees and to completely random measures.) My naïve first impression was that the distributions would get more and more degenerate as the number of levels in the tree would increase, however I am unsure this is correct as Filippo mentioned getting observations on all nodes. The talk also made me wonder at how this could be related Radford Neal’s Dirichlet trees. (Which I discovered at my first ICMS workshop about 20 years ago.) Yang Ni concluded the morning with a talk on causality that provided (to me) a very smooth (re)introduction to Bayesian causal graphs.

Even more than last time, I enormously enjoyed the workshop, its location, the fantastic staff at the hotel, and the reconnection with dear friends!, just regretting we could not be a few more. I appreciate the efforts made by on-line participants to stay connected and intervene (thanks, Ed!), but the quality of interactions is sadly of another magnitude when spending all our time together. Hopefully there will be a next time and hopefully we’ll then be back to larger size (and hopefully the location will remain the same). Hasta luego, Oaxaca!

on Astra and clots

A tribune this morning in The Guardian by David Spiegelhalter on having no evidence that the Oxford/AstraZeneca vaccine causes blood clots.

“It’s a common human tendency to attribute a causal effect between different events, even when there isn’t one present: we wash the car and the next day a bird relieves itself all over the bonnet. Typical.”

David sets the 30 throboembolic events among the 5 million people vaccinated with AstraZeneca in perpective of the expected 100 deep vein thromboses a week within such a population. Which coincides with the UK’s Medicines and Healthcare Products Regulatory Agency statement that the blood clots are in par with the expected numbers in the vaccinated population. (The part of the tribune about the yellow card reports, based on 10 million vaccinated people, reiterates the remark but may prove confusing to some!) As for hoping for a rational approach to the issue,  … we would need a different type of vaccine, far from being available! As demonstrated by the decision to temporarily stop vaccinating with this vaccine, causing sure additional deaths in the coming weeks.

“Will we ever be able to resist the urge to find causal relationships between different events? One way of doing this would be promoting the scientific method and ensuring everyone understands this basic principle. Testing a hypothesis helps us see which hunches or assumptions are correct and which aren’t. In this way, randomised trials have proved the effectiveness of some Covid treatments and saved vast numbers of lives, while also showing us that some overblown claims about treatments for Covid-19, such as hydroxychloroquine and convalescent plasma, were incorrect.”