Archive for Duke University

O’Bayes 2013 [#3]

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , on December 23, 2013 by xi'an

IMG_2223A final day for this O’Bayes 2013 conference, where I missed the final session for travelling reasons. Several talks had highly attractive features (for me), from David Dunson’s on his recently arXived paper on parallel MCMC, that provides an alternative to the embarrassingly parallel algorithm I discussed a few weeks ago, to be discussed further in a future post, to Marty Wells hindered by poor weather and delivering by phone a talk on L1 shrinkage estimators (a bit of a paradox since, as discussed by Yuzo Maruyama, most MAP estimators cannot be minimax and, more broadly, since they cannot be expressed as resolutions of loss minimisation), to Malay Ghosh revisiting g-priors from an almost frequentist viewpoint,  to Gonzalo Garci-Donato presenting criteria for objective Bayesian model choice in a vision that was clearly the closest to my own perspective on the topic. Overall, when reflecting upon the diversity and high quality of the talks at this O’Bayes meeting, and also as the incoming chair-elect of the corresponding section of ISBA, I think that what emerges most significantly from those talks is an ongoing pondering on the nature of (objective Bayesian) testing, not only in the works extending the g-priors in various directions, but also in the whole debate between Bayes factors and information criteria, model averaging versus model selection. During the discussion on Gonzalo’s talk, David Draper objected to the search for an automated approach to the comparison of models, but I strongly lean towards Gonzalo’s perspective as we need to provide a reference solution able to tackle less formal and more realistic problems. I do hope to see more of those realistic problems tackled at O’Bayes 2015 (which location is not yet settled). In the meanwhile, a strong thank you! to the local organising committee and most specifically to Jim Berger!

O’Bayes 2013 [#2]

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , on December 19, 2013 by xi'an

IMG_2193Another day at O’Bayes 2013, recovering from the flow of reminiscences of yesterday. Talks from Guido Consonni on running reference model selection in complex designs, from Dimitris Fouskakis on integrating out imaginary observations in a g-prior, which seems to bring more sparsity than the hyper-g prior in variable selection, from François Perron on Bayesian inference for copulas, with an innovative parametrisation and links with Polya trees, from Nancy Reid and Laura Ventura on likelihood approximations and pseudo-likelihoods, offering a wide range of solutions for ABC (or BC) references (with the lingering question of the validation of the approximation for a given sample, as discussed by Brunero Liseo) and from two physicists to conclude the day! Tomorrow is the final day and I hope I can go running a last time in the woods before the flights back to Paris.


Posted in Books, pictures, Statistics, University life with tags , , , on December 18, 2013 by xi'an

BayesMy fourth Bayes-250 and presumably the last one, as it starts sounding like groundhog day!

Stephen Stigler started the day with three facts or items of inference on Thomas Bayes: the first one was about The Essay and its true title, a recent research I made use of in Budapest. As reported in his Statistical Science paper, Stigler found an off-print of Bayes’ Essay with an altogether different title: “A Method of Calculating the Exact Probability of All Conclusions founded on Induction”, which sounds much better than the title of the version published in the Proceedings of the Royal Society, “An Essay toward solving a Problem in the Doctrine of Chances”, and appears as part of a larger mathematical construct in answering Hume’s dismissal of miracles… (Dennis Lindley in a personal communication to Stephen acknowledged the importance of the title and regretted “as an atheist” that the theorem was intended for religious usage!)

Stephen then discussed Bayes’s portrait, which (first?) appeared in June 1933 in The American Conservationist. Herein acknowledged as taken from the Wing collection of the Newberry library in Chicago (where Stephen has not yet unearthed the said volume!) My suggestion would be to use a genealogy algorithm to check whether or not paternity cannot be significantly rejected by comparing the two portraits. The more portraits from Bayes’ family, the better.

Steven Fienberg took over for another enjoyable historical talk about the neo-Bayesian revival of the 50s. In connection with his BA paper on the appearance of the term Bayesian. Giving appropriately a large place to Alan Turing. And Jimmy Savage (whose book does not use the term Bayesian). He also played great videos of Howard Raiffa explaining how he became a (closet) Bayesian. And of Jack Good being interviewed by Persi Diaconis. (On a highly personal level, I wonder who in my hotel has named his or her network “Neo Bayesian Revival”!)

In a very unusual format, Adrian Smith and Alan Gelfand ran an exchange around a bottle of Scotch (and a whole amphitheatre), where Adrian recollected his youth at Cambridge and the slow growth of Bayesian statistics in the UK (“a very unorthodox form of inference” in Dennis’ words). I liked very much the way he explained how Dennis Lindley tried to build for statistics the equivalent of the system of axioms Kolmogorov had produced for probability. And even more how Dennis came to the Bayesian side for decision-theoretic reasons. (The end of the exchange was more predictable as being centred on the MCMC revolution.)

Michael Jordan completed the day with a talk oriented much more towards the future. About the growing statistical perspective on document analysis. Document as data indeed. Starting with the bag of words representation. (A side remark was that his paper Latent Dirichlet allocation got more citations than classics like Jim Berger’s 1985 book or Efron’s 1984 book.) The central theme of the talk was that there is much work left to be done to address real problems. Really real problems with computational issues orders of magnitude away from what we can propose today. Michael took linguistics as a final example. Linking with Adrian’s conclusion in that respect.

O’Bayes 2013

Posted in Statistics, Travel, University life, Wines with tags , , , , , , , on December 17, 2013 by xi'an

IMG_2188It was quite sad that we had to start the O-Bayes 2103 conference with the news that Dennis Lindley passed away, but the meeting is the best opportunity to share memories and stress his impact on the field. This is what happened yesterday in and around the talks. The conference(s) is/are very well-attended, with 200-some participants in total, and many young researchers. As in the earlier meetings, the talks are a mixture of “classical” objective Bayes and non-parametric Bayes (my own feeling being of a very fuzzy boundary between both perspectives, both relying to some extent on asymptotics for validation). I enjoyed in particular Jayanta’s Ghosh talk on the construction of divergence measures for reference priors that would necessarily lead to the Jeffreys prior. With the side open problem of determining whether there are only three functional distances (Hellinger, Kullback and L1 that are independent of the dominating measure. (Upon reflection, I am not sure about this question and whether I got it correctly, as one can always use the prior π as the dominating measure and look at divergences of the form

J(\pi) = \int d\left(\dfrac{\text{d}\pi(\cdot|x)}{\text{d}\pi(\cdot)}\right) m(x)\text{d}x

which seems to open up the range of possible d’s…) However, and in the great tradition of Bayesian meetings, the best part of the day was the poster session. From enjoying a (local) beer with old friends to discussing points and details.  (It is just unfortunate that by 8:15 I was simply sleeping on my feet and could not complete my round of O’Bayes posters, not even mentioning EFaB posters that sounded equally attractive… I even missed discussing around a capture-recapture poster!)

on alternative perspectives and solutions on Bayesian tests

Posted in Statistics, Travel, University life with tags , , , , , , , on December 16, 2013 by xi'an

Here are the slides of my tutorial at O’ Bayes 2013 today, a pot-pourri of various, recent and less recent, criticisms (with, albeit less than usual, a certain proportion of recycled slides):

off to Duke

Posted in Books, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on December 15, 2013 by xi'an

IMG_2181On my way to Duke and O’Bayes 2013, I took an early flight to Atlanta, with a bit of a delay because of a faulty tractor in Charles de Gaulle airport but all in all an overall smooth trip. We alas flew too much south this time to get any view of Greenland except for the glimpse below… Apart from working on my slides for today’s lecture, I watched bits (actually most) of rather silly films, The Lone Ranger and Oblivion, not really worth reviewing here. (The former is playing too much on second degree references to Pirates of the Caribbean. From Johnny Depp making faces to his playing with his watch, to the recurrent madman wearing women’s clothes and playing with an umbrella. The second one was just appalling, from the abysmally poor acting to the ultimate absence of a plot…) I also read in The NYT about a new super-prize in Mathematics to be launched by a few “philanthropists”, including Mark Zuckerberg. The paper was not giving any detail on the focus of the prize and on the motives of the generous donators. Interestingly, the similar prize they set for physics went to two proponents of string theory, which is still a mathematical construct with no experimental evidence, as far as I understand…IMG_2176Rereading Johnson’s PNAS paper for my tutorial had the side result of making me realise him using a flat prior on a normal mean without more justification than there is a “constant factor that arises from the uniform distribution on μ”…

Nobel year for statistics [in a weak sense]

Posted in University life with tags , , , , , , on November 13, 2013 by xi'an

While Nobel prizes never get close to mathematics, it sometimes happens they border statistics. It was the case two years ago with Chris Sims—soon to speak at Bayes 250 in Duke— winning the Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel (often shortened into the Nobel Prize in Economic Sciences). This year was also a borderline year since an econometrician, Lars Peter Hansen, got a third of the prize… Hansen is the current co-editor of Econometrica and one of the main contributors to the theory of the generalised method of moments. (Which can be re-interpreted as a precursor to ABC!) He has most of his papers in Econometrica, Journal of Econometrics, and other econom’ics journals, but also has a 2009 paper in the Annals of Statistics. In addition, even though the case is even more borderline, the fact that simulation techniques are at the core of the 2013 Nobel Prize in Chemistry is also a good thing for our field (although I did not see much mentions made of statistics in the reports I read, apart from their methods making “good predictions”…)