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Books, Mountains, pictures, R, Statistics, University life with tags ads, Banff International Research Station for Mathematical Innovation, Bayesian nonparametrics, Canada, Canadian Rockies, climbing, curling, Facebook, Google, image classification, machine learning on March 6, 2014 by xi'an
We have now gone over the midpoint of our workshop Advances in Scalable Bayesian Computation with three talks in the morning and an open research or open air afternoon. (Maybe surprisingly I chose to stay indoors and work on a new research topic rather than trying cross-country skiing!) If I must give a theme for the day, it would be (jokingly) corporate Big data, as the three speakers spoke of problems and solutions connected with Google, Facebook and similar companies. First, Russ Salakhutdinov presented some hierarchical structures on multimedia data, like connecting images and text, with obvious applications on Google. The first part described Boltzman machines with impressive posterior simulations of characters and images. (Check the video at 45:00.) Then Steve Scott gave us a Google motivated entry to embarrassingly parallel algorithms, along the lines of papers recently discussed on the ‘Og. (Too bad we forgot to start the video at the very beginning!) One of the novel things in the talk (for me) was the inclusion of BART in this framework, with the interesting feature that using the whole prior on each machine was way better than using a fraction of the prior, as predicted by the theory! And Joaquin Quinonero Candela provided examples of machine learning techniques used by Facebook to suggest friends and ads in a most efficient way (techniques remaining hidden!).
Even though the rest of the day was free, the two hours of exercising between the pool in the early morning and the climbing wall in the late afternoon left me with no energy to experiment curling with a large subsample of the conference attendees, much to my sorrow!
Books, Statistics, University life with tags Bernoulli, David Aldous, Facebook, Galton-Watson process, interacting particle systems, Kingman's coalescent on October 8, 2013 by xi'an
Among the many interesting arXived papers this Friday, I first read David Aldous’ “Interacting particle systems as stochastic social dynamics“. Being unfamiliar with those systems (despite having experts in offices down the hall in Paris-Dauphine!), I read this typology of potential models (published in Bernoulli) with a keen interest! The paper stemmed from a short course given in 2012 in Warwick and Cornell. I think the links exhibited there with (social) networks should be relevant for statisticians working on networks (!) and dynamic graphical models. Statistics is not mentioned in the paper, except for the (misleading) connection with statistical physics, but there is obviously a huge potential for statistical inference, from parameter estimation to model comparison. (As pointed out by David Aldous, there is usually “no data or evidence linking the model to the asserted real-world phenomena”.) The paper then introduces some basic models like the token, the pandemic and the averaging process, plus the voter model that relates to Kingman’s coalescent. A very nice read opening new vistas for sure (and a source of projects for graduate students most certainly!)
Mountains, pictures, Statistics, Travel, University life with tags ABC, adap'skiii, Alps, Chamonix, Facebook, France, Hamiltonian Monte Carlo, IMS, ISBA, MCMC, MCMSki, MCMSki IV, Mont Blanc, sessions, ski, SMC, Utah, webpage on October 23, 2012 by xi'an
The next MCMSki meeting, MCMSki IV, will be held in Chamonix Mont-Blanc, France, from Monday, January 6 to Wednesday, January 8, 2014. As for the previous MCMSki meetings, it jointly supported by the IMS (Institute of Mathematical Statistics) and ISBA (International Society for Bayesian Analysis), as the first meeting of the newly created BayesComp section of ISBA. It will focus on all aspects of MCMC theory and methodology, including related fields like sequential Monte Carlo, approximate Bayesian computation, Hamiltonian Monte Carlo. In contrast with the earlier meetings, it will merge the satellite Adap’ski workshop into the main meeting by having parallel (invited and contributed) sessions on those different themes. A call for proposals of sessions and talks is available here. There will be also opportunities for presenting one’s work at plenary and well-attended evening poster sessions.
In terms of location, after an excursion to Utah, MCMSki IV is back in the Alps, on the French side of Mont-Blanc, and Chamonix offers a wide range of outdoor and indoor activities during the breaks, with all levels of skiing available. The meeting will take place at the Conference Centre le Majestic (Centre des Congrès – Le Majestic) in Chamonix Mont-Blanc. (With a large population of English expatriates living there, Chamonix is very easy to handle for English speakers. The lodging capacities are both diverse and plenty.)