Archive for EMS 2017

European statistics in Finland [EMS17]

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on August 2, 2017 by xi'an

While this European meeting of statisticians had a wide range of talks and topics, I found it to be more low key than the previous one I attended in Budapest, maybe because there was hardly any talk there in applied probability. (But there were some sessions in mathematical statistics and Mark Girolami gave a great entry to differential geometry and MCMC, in the spirit of his 2010 discussion paper. Using our recent trip to Montréal as an example of geodesic!) In the Bayesian software session [organised by Aki Vetahri], Javier Gonzáles gave a very neat introduction to Bayesian optimisation: he showed how optimisation can be turned into Bayesian inference or more specifically as a Bayesian decision problem using a loss function related to the problem of interest. The point in following a Bayesian path [or probabilist numerics] is to reduce uncertainty by the medium of prior measures on functions, although resorting [as usual] to Gaussian processes whose arbitrariness I somehow dislike within the infinity of priors (aka stochastic processes) on functions! One of his strong arguments was that the approach includes the possibility for design in picking the next observation point (as done in some ABC papers of Michael Guttman and co-authors, incl. the following talk at EMS 2017) but again the devil may be in the implementation when looking at minimising an objective function… The notion of the myopia of optimisation techniques was another good point: only looking one step ahead in the future diminishes the returns of the optimisation and an alternative presented at AISTATS 2016 [that I do not remember seeing in Càdiz] goes against this myopia.

Umberto Piccini also gave a talk on exploiting synthetic likelihoods in a Bayesian fashion (in connection with the talk he gave last year at MCqMC 2016). I wondered at the use of INLA for this Gaussian representation, as well as at the impact of the parameterisation of the summary statistics. And the session organised by Jean-Michel involved Jimmy Olson, Murray Pollock (Warwick) and myself, with great talks from both other speakers, on PaRIS and PaRISian algorithms by Jimmy, and on a wide range of exact simulation methods of continuous time processes by Murray, both managing to convey the intuition behind their results and avoiding the massive mathematics at work there. By comparison, I must have been quite unclear during my talk since someone interrupted me about how Owen & Zhou (2000) justified their deterministic mixture importance sampling representation. And then left when I could not make sense of his questions [or because it was lunchtime already].

Helsingin satama ja katedraali [jatp]

Posted in pictures, Running, Travel, University life with tags , , , , , , , , on July 27, 2017 by xi'an

Self-Transcendence 2 mile races in Helsinki

Posted in Running, Travel, University life with tags , , , , , , , , , , , on July 26, 2017 by xi'an

Upon our arrival in Helsinki for EMS 2017, Jean-Michel Marin pointed out to me the existence of a 2 miles race the next day [as every Tuesday], indicated on the webpage of the conference. And encouraged me to run it. As I had brought my running gear and did not need preparation for a 2 miles [a mere loop in the parc!], I decided to try the race and we took a tram all the way to a faraway suburb where a few other runners had gathered. It was very relaxed and friendly, with recyclable cloth bibs and free juice available. Against all odds, I managed to win the race, with a first mile under six minutes thanks to another runner rushing me. And got a tee shirt as a reward. (Checking on Wikipedia later, I found that Sri Chinmoy was an Indian guru advocating running as a form of meditation, which I find rather absurd as I am anything but meditating when running a race..!)

Takaisin helsinkiin

Posted in pictures, Statistics, Travel with tags , , , , , , , , , , on July 23, 2017 by xi'an

I am off tomorrow morning to Helsinki for the European Meeting of Statisticians (EMS 2017). Where I will talk on how to handle multiple estimators in Monte Carlo settings (although I have not made enough progress in this direction to include anything truly novel in the talk!) Here are the slides:

I look forward this meeting, as I remember quite fondly the previous one I attended in Budapest. Which was of the highest quality in terms of talks and interactions. (I also remember working hard with Randal Douc on a yet-unfinished project!)