Archive for Forte Village

ISBA 2016 [#2]

Posted in Books, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on June 15, 2016 by xi'an

Today I attended Persi Diaconis’ de Finetti’s ISBA Lecture and not only because I was an invited discussant, by all means!!! Persi was discussing his views on Bayesian numerical analysis. As already expressed in his 1988 paper. Which now appears as a foundational precursor to probabilistic numerics. And which is why I had a very easy time in preparing my discussion as I mostly borrowed from my NIPS slides. With some degree of legitimacy since I was already a discussant there. Anyway,  here is the most novel slide in the discussion, built upon my realisation that the principle behind nested sampling is fairly generic for integral approximation, rather than being restricted to marginal likelihood approximation.

persidiscussionAmong many interesting things, Persi’s talk made me think anew about infinite variance importance sampling. And about the paper by Souraj Chatterjee and Persi that I discussed a few months ago. In that some regularisation of those “useless” importance estimates can stem from prior modelling. Not as an aside, let me add I am very grateful to the ISBA 2016 organisers and to the chair of the de Finetti lecture committee for their invitation to discuss this talk!

ISBA 2016

Posted in Kids, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on June 14, 2016 by xi'an

non-tibetan flags in Pula, Sardinia, June 12, 2016I remember fondly the early Valencia meetings where we did not have to pick between sessions. Then one year there were two sessions and soon more. And we now have to pick among equally tantalising sessions. [Complaint of the super wealthy, I do realise.] After a morning trip to San’Antioco and the southern coast of Sardinia, I started my ISBA 2016 with an not [that Bayesian] high dimension session with Michael Jordan (who gave a talk related to his MCMski lecture), Isa Verdinelli and Larry Wasserman.

Larry gave a [non-Bayesian, what else?!] talk on the problem of data splitting versus double use of the same data. Or rather using a model index estimated from a given dataset to estimate the properties of the mean of the same data. As in model selection. While splitting the data avoids all sorts of problem, not splitting the data but using a different loss function could avoid the issue. (And the infinite regress that if we keep conducting inference, we may have to split further and further the data.) Namely, if we were looking only at quantities that do not vary across models. So it is surprising that prediction get affected by this.

In a second session around Bayesian tests and model choice, Sarah Filippi presented the Bayesian non-parametric test she devised with Chris Holmes, using Polya trees. And mentioned our testing-by-mixture approach as a valuable alternative! Veronika Rockova talked about her new approach to efficient variable selection by spike-and-slab priors, through a mix of particle MCMC and EM, plus some variational Bayes motivations. (She also mentioned extensions by repulsive sampling through the pinball sampler, of which her recent AISTATS paper reminded me.)

Later in the evening, I figured out that the poster sessions that make the ISBA/Valencia meetings so unique are alas out of reach for me as the level of noise and my reduced hearing capacities (!) make impossible any prolonged discussion on any serious notion. No poster session for ‘Og’s men!, then, even though I can hang out at the fringe and chat with friends!

ISBA 2016 [logo]

Posted in pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on April 22, 2015 by xi'an

Things are starting to get in place for the next ISBA 2016 World meeting, in Forte Village Resort Convention Center, Sardinia, Italy. June 13-17, 2016. And not only the logo inspired from the nuraghe below. I am sure the program will be terrific and make this new occurrence of a “Valencia meeting” worth attending. Just like the previous occurrences, e.g. Cancún last summer and Kyoto in 2012.

However, and not for the first time, I wonder at the sustainability of such meetings when faced with always increasing—or more accurately sky-rocketing!—registration fees… We have now reached €500 per participant for the sole (early reg.) fees, excluding lodging, food or transportation. If we bet on 500 participants, this means simply renting the convention centre would cost €250,000 for the four or five days of the meeting. This sounds enormous, even accounting for the processing costs of the congress organiser. (By comparison, renting the convention centre MCMSki in Chamonix for three days was less than €20,000.) Given the likely high costs of staying at the resort, it is very unlikely I will be able to support my PhD students  As I know very well of the difficulty to find dedicated volunteers willing to offer a large fraction of their time towards the success of behemoth meetings, this comment is by no means aimed at my friends from Cagliari who kindly accepted to organise this meeting. But rather at the general state of academic meetings which costs makes them out of reach for a large part of the scientific community.

Thus, this makes me wonder anew whether we should move to a novel conference model given that the fantastic growth of the Bayesian community makes the ideal of gathering together in a single beach hotel for a week of discussions, talks, posters, and more discussions unattainable. If truly physical meetings are to perdure—and this notion is as debatable as the one about the survival of paper versions of the journals—, a new approach would be to find a few universities or sponsors able to provide one or several amphitheatres around the World and to connect all those places by teleconference. Reducing the audience size at each location would greatly the pressure to find a few huge and pricey convention centres, while dispersing the units all around would diminish travel costs as well. There could be more parallel sessions and ways could be found to share virtual poster sessions, e.g. by having avatars presenting some else’s poster. Time could be reserved for local discussions of presented papers, to be summarised later to the other locations. And so on… Obviously, something would be lost of the old camaraderie, sharing research questions and side stories, as well as gossips and wine, with friends from all over the World. And discovering new parts of the World. But the cost of meetings is already preventing some of those friends to show up. I thus think it is time we reinvent the Valencia meetings into the next generation. And move to the Valenci-e-meetings.