Archive for Coventry

O’Bayes 19/4

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , on July 4, 2019 by xi'an

Last talks of the conference! With Rui Paulo (along with Gonzalo Garcia-Donato) considering the special case of factors when doing variable selection. Which is an interesting question that I had never considered, as at best I would remove all leves or keeping them all. Except that there may be misspecification in the factors as for instance when several levels have the same impact.With Michael Evans discussing a paper that he wrote for the conference! Following his own approach to statistical evidence. And including his reluctance to cover infinity (calling on Gauß for backup!) or continuity, and his call to falsify a Bayesian model by checking it can be contradicted by the data. His assumption that checking for prior is separable from checking for [sampling] model is debatable. (With another mention made of the Savage-Dickey ratio.)

And with Dimitris Fouskakis giving a wide ranging assessment [which Mark Steel (Warwick) called a PEP talk!] of power-expected-posterior priors, used with reference (and usually improper) priors. Which in retrospect would have suited better the beginning of the conference as it provided a background to several of the talks. Raising a question (from my perspective) on using the maximum likelihood estimator as a pseudo-sufficient statistic when this MLE is computed for the base (simplest) model. Maybe an ABC induced bias in this question as it would not work for ABC model choice.

Overall, I think the scientific outcomes of the conference were quite positive: a wide range of topics and perspectives, a reasonable and diverse attendance, especially when considering the heavy load of related conferences in the surrounding weeks (the “June fatigue”!), animated poster sessions. I am obviously not the one to assess the organisation of the conference! Things I forgot to do in this regard: organise transportation from Oxford to Warwick University, provide an attached room for in-pair research, insist on sustainability despite the imposed catering solution, facilitate sharing joint transportation to and from the Warwick campus, mention that tap water was potable, and… wear long pants when running in nettles.

O’Bayes 19/3

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on July 2, 2019 by xi'an

Nancy Reid gave the first talk of the [Canada] day, in an impressive comparison of all approaches in statistics that involve a distribution of sorts on the parameter, connected with the presentation she gave at BFF4 in Harvard two years ago, including safe Bayes options this time. This was related to several (most?) of the talks at the conference, given the level of worry (!) about the choice of a prior distribution. But the main assessment of the methods still seemed to be centred on a frequentist notion of calibration, meaning that epistemic interpretations of probabilities and hence most of Bayesian answers were disqualified from the start.

In connection with Nancy’s focus, Peter Hoff’s talk also concentrated on frequency valid confidence intervals in (linear) hierarchical models. Using prior information or structure to build better and shrinkage-like confidence intervals at a given confidence level. But not in the decision-theoretic way adopted by George Casella, Bill Strawderman and others in the 1980’s. And also making me wonder at the relevance of contemplating a fixed coverage as a natural goal. Above, a side result shown by Peter that I did not know and which may prove useful for Monte Carlo simulation.

Jaeyong Lee worked on a complex model for banded matrices that starts with a regular Wishart prior on the unrestricted space of matrices, computes the posterior and then projects this distribution onto the constrained subspace. (There is a rather consequent literature on this subject, including works by David Dunson in the past decade of which I was unaware.) This is a smart demarginalisation idea but I wonder a wee bit at the notion as the constrained space has measure zero for the larger model. This could explain for the resulting posterior not being a true posterior for the constrained model in the sense that there is no prior over the constrained space that could return such a posterior. Another form of marginalisation paradox. The crux of the paper is however about constructing a functional form of minimaxity. In his discussion of the paper, Guido Consonni provided a representation of the post-processed posterior (P³) that involves the Dickey-Savage ratio, sort of, making me more convinced of the connection.

As a lighter aside, one item of local information I should definitely have broadcasted more loudly and long enough in advance to the conference participants is that the University of Warwick is not located in ye olde town of Warwick, where there is no university, but on the outskirts of the city of Coventry, but not to be confused with the University of Coventry. Located in Coventry.

 

O’Bayes 2019 has now started!

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on June 28, 2019 by xi'an

The O’Bayes 2019 conference in Warwick University has now started, with about 100 participants meeting over four days (plus one of tutorials) in the Zeeman maths building of the University. Quite a change of location and weather when compared with the previous one in Austin. As an organiser I hope all goes well at the practical level and want to thank the other persons who helped me towards this goal, first and foremost Paula Matthews who solved web and lodging and planning issues all over these past months, as well as Mark Steel and Cristiano Villa. As a member of the scientific committee, I am looking forward the talks and discussants along the coming four days, again hoping all speakers and discussants show up and are not hindered by travel or visa issues…

last call for O’Bayes in Warwick

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , on June 4, 2019 by xi'an

This is a last call for late participants or would-be participants to the O’Bayes conference at the end of the month, in Warwick on 28 June – 02 July, and right after the BNP 12 conference. Posters can still be submitted to me and registration is still open for another two weeks.

O’Bayes 2019, more posters if you please!

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on March 26, 2019 by xi'an

As the announcement for O’Bayes 2019 appeared in the March issue of the IMS Bulletin I just received, let me call for further poster submissions to the meeting. The deadline for travel support submission is past, but poster submissions are welcomed till June 15. (Overlap with BNP12 is not an issue!) Submissions should be sent to me (gmail address: bayesianstatistics) as a one page pdf file. Registration is open, with accommodation options.

Tile Hill [paintings]

Posted in Statistics with tags , , , , , , , , , , , on February 24, 2019 by xi'an

free fall [fake]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , on January 12, 2019 by xi'an

As I was looking for the location of a picture serving as a background image for Windows 10 log-in page, I came across several versions of the above, supposedly showing a climber failing to grab another climber’s hand and as a result falling. Or “falling” as the image is obviously doctored, most likely by removing the ropes securing both climbers. This is fairly ridiculous, from the top climber hanging by his hand to the bottom one carrying quickdraws on his harness, as in the worst climbing movies… Still, I wish the location of the shot was provided on the website. (As an insider joke, I had a fall when running that was definitely not fake during the Xmas vacations, scraping a fair amount of skin on the gritty sidewalk, but with no apparent lasting damage, although I am barred from running by a tendinitis which started in Warwick last month..!)