Archive for EMS 2013

Séminaire Probabilités, Décision, Incertitude

Posted in Books, Running, Statistics, Travel, University life with tags , , , , , , , , on February 4, 2014 by xi'an

RER B composition, Saint-Michel, Feb. 10, 2012Last Friday, I gave a seminar at the Séminaire Probabilités, Décision, Incertitude, which is run by IHφST, the institute for history and philosophy of sciences and techniques of the Université of Paris 1. I decided to present my Budapest EMS 2013 talk at a slower pace and by cutting the technical parts. And adding a few historical titbits. It took me two hours and I enjoyed the experience. I cannot tell for the audience, who seemed a bit wary of mathematical disgressions, but I got comments on the Lindley paradox and on the contents of Ari Spanos’ Who’s afraid… Here are the slides again, in case Slideshare freezes your browser as it does mine…

As a side anecdote, the seminar took place in an old building in the core of the Saint-Germain des Prés district. The view from the seminar room on the busy streets of this district was quite eye-catching! (Not as distracting as the one from a room in Ca’ Foscari where I gave a seminar a few years ago facing the Venezia Laguna and windsurfers practising…)

snapshot from Budapest (EMS 2013 #4)

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on July 26, 2013 by xi'an

sunset on the Danube, Budapest, July 23, 2013Last day at EMS 2013! I started the day with an attempt to run inside the big necropolis on the east of town (Nemzeti sirkert), attempt that failed as I was too early. I then delivered my ISBA Thomas Bayes memorial lecture, with an amazing number of people (amazing conditional on the fact that it was delivered at 9am the morning after the banquet, on the last day of the conference, that it was a memorial historical talk which could be (mis-)perceived as Bayesian propaganda, and that I had put my slides on line already!). I managed (in I hope a comprehensible and not-too-boring way!) to cover most of the slides, skipping some ABC details, in the allotted hour, and not forgetting the historical note (Teller was born here) and the local ABC picture… Many aspects of past and current Bayesian statistics were missing: Fabrizio Ruggeri pointed out prior elicitation and Xiao-Li Meng [who wore a special tie with Thomas Bayes’ picture!] George Box. As an aside, has anyone versed in image analysis ever tried to link Thomas Bayes somehow doubtful portrait with his father’s? They do not look the least related to my unexpert eyes…

The rest of the day went very quickly, with a Bayesian computation session on SMC and exact approximations, and an afternoon consisting of Larry Brown’s talk on linear models as approximations (bringing a new light on the topic!) and of Xiao-Li Meng’s talk on measuring the impact of priors through a new information device. While I attended the “Future of Statistics” panel like most of the remaining participants, the future remained rather foggy, as I could not make my mind between the optimist side pointed out the growing need of statisticians at every level and the pessimist view that those jobs were mostly taken by poorly trained non-statisticians… In conclusion, I enjoyed the meeting for its diversity and range of talks, as well as its fantastic location of course!

snapshot from Budapest (EMS 2013 #2)

Posted in pictures, Running, Travel, University life with tags , , , on July 24, 2013 by xi'an

IMG_0492After a morning run that took me to the top of Gellért Hill, I went to the conference to listen to an interesting plenary talk by Emmanuel Candés on singular value decomposition by randomisation, then went back to ponder with Randal about the missing link in our proof, before exploring a little bit of Budapest and indulging in a superb cake at Gresham

snapshot from Budapest (EMS 20130 #1)

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

Rákóczi Téri VásárcsarnokI had a nice “working” day in Budapest today, spending most of the time looking at Markov chain diagrams and Peskun orderings with Randal Douc, while drinking litres of  iced coffee, meaning I skipped a large part of the talks at EMS 2013 I am afraid… Thanks to the very early sunrise in Budapest (which is on the same time zone as Brest or even Porto!), I managed to have a long run along the Danube and a breakfast with my friends Gautami and Peter before the conference had even started. I still attended David Balding’s invited talk on DNA based evidence, containing an illustration in the Amanda knox case,  the Bayesian non-parametric session, which provided me with additional illustrations for The Talk, from Bernstein-von Mises to species estimation, then the computational biology session where Michael Stumpf showed us a masterly mix of stick breaking processes, Bayesian networks, hidden Markov models and genetics.  And… we managed to make considerable progress in this proof of ours!

Bayes 250th versus Bayes 2.5.0.

Posted in Books, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on July 20, 2013 by xi'an

More than a year ago Michael Sørensen (2013 EMS Chair) and Fabrizzio Ruggeri (then ISBA President) kindly offered me to deliver the memorial lecture on Thomas Bayes at the 2013 European Meeting of Statisticians, which takes place in Budapest today and the following week. I gladly accepted, although with some worries at having to cover a much wider range of the field rather than my own research topic. And then set to work on the slides in the past week, borrowing from my most “historical” lectures on Jeffreys and Keynes, my reply to Spanos, as well as getting a little help from my nonparametric friends (yes, I do have nonparametric friends!). Here is the result, providing a partial (meaning both incomplete and biased) vision of the field.

Since my talk is on Thursday, and because the talk is sponsored by ISBA, hence representing its members, please feel free to comment and suggest changes or additions as I can still incorporate them into the slides… (Warning, I purposefully kept some slides out to preserve the most surprising entry for the talk on Thursday!)

abstract for “Bayes’ Theorem: then and now”

Posted in Books, Mountains, Statistics, Travel, University life with tags , , , , , , , , , on March 19, 2013 by xi'an

Here is my abstract for the invited talk I will give at EMS 2013 in Budapest this summer (the first two banners were sites of EMS 2013 conferences as well, which came above the European Meeting of Statisticians on a Google search for EMS 2013):

What is now called Bayes’ Theorem was published and maybe mostly written by Richard Price in 1763, 250 ago. It was re-discovered independently (?) in 1773 by Pierre Laplace, who put it to good use for solving statistical problems, launching what was then called inverse probability and now goes under the name of Bayesian statistics. The talk will cover some historical developments of Bayesian statistics, focussing on the controversies and disputes that marked and stil mark its evolution over those 250 years, up to now. It will in particular address some arguments about prior distributions made by John Maynard Keynes and Harold Jeffreys, as well as divergences about the nature of testing by Dennis Lindley, James Berger, and current science philosophers like Deborah Mayo and Aris Spanos, and misunderstandings on Bayesian computational issues, including those about approximate Bayesian computations (ABC).

I was kindly asked by the scientific committee of EMS 2013 to give a talk on Bayes’ theorem: then and now, which suited me very well for several reasons: first, I was quite interested in giving an historical overview, capitalising on earlier papers about Jeffreys‘ and Keynes‘ books, my current re-analysis of the Jeffreys-Lindley’s paradox, and exchanges around the nature of Bayesian inference. (As you may guess from the contents of the abstract, even borrowing from the article about Price in Significance!) Second, the quality of the programme is definitely justifying attending the whole conference. And not only for meeting again with many friends. At last, I have never visited Hungary and this is a perfect opportunity for starting my summer break there!