Archive for Criteo

my demonic talk

Posted in Statistics with tags , , , , , , , , , , , on May 13, 2020 by xi'an

Laplace’s Demon [coming home!]

Posted in Kids, Linux, pictures, Statistics, University life with tags , , , , , , , , , , , , , on May 11, 2020 by xi'an

A new online seminar is starting this week, called Laplace’s Demon [after too much immersion in His Dark Materials, lately, ather than Unix coding, I first wrote daemon!] and concerned with Bayesian Machine Learning at Scale. Run by Criteo in Paris (hence the Laplace filiation, I presume!). Here is the motivational blurb from their webpage

Machine learning is changing the world we live in at a break neck pace. From image recognition and generation, to the deployment of recommender systems, it seems to be breaking new ground constantly and influencing almost every aspect of our lives. In this seminar series we ask distinguished speakers to comment on what role Bayesian statistics and Bayesian machine learning have in this rapidly changing landscape. Do we need to optimally process information or borrow strength in the big data era? Are philosophical concepts such as coherence and the likelihood principle relevant when you are running a large scale recommender system? Are variational approximations, MCMC or EP appropriate in a production environment? Can I use the propensity score and call myself a Bayesian? How can I elicit a prior over a massive dataset? Is Bayes a reasonable theory of how to be perfect but a hopeless theory of how to be good? Do we need Bayes when we can just A/B test? What combinations of pragmatism and idealism can be used to deploy Bayesian machine learning in a large scale live system? We ask Bayesian believers, Bayesian pragmatists and Bayesian skeptics to comment on all of these subjects and more.

The seminar takes places on the second Wednesday of the month, at 5pm (GMT+2) starting ill-fatedly with myself on ABC-Gibbs this very Wednesday (13 May 2020), followed by Aki Vehtari, John Ormerod, Nicolas Chopin, François Caron, Pierre Latouche, Victor Elvira, Sara Filippi, and Chris Oates. (I think my very first webinar was a presentation at the Deutsche Bank, New York, I gave from CREST videoconference room from 8pm till midnight after my trip was cancelled when the Twin Towers got destroyed, on 07 September 2001…)