Archive for IHP

ateliers statistiques bayésiens

Posted in Statistics with tags , , , , , , , on July 18, 2019 by xi'an

The French Statistical Association is running a training workshop on practical computational Bayesian methods on 10-12 September 2019 in Paris (IHP), animated by Sylvain LE CORFF (Telecom SudParis – Institut Polytechnique de Paris) for the initiation to « rstan », by Matthieu AUTHIER (Université de La Rochelle).

BimPressioNs [BNP11]

Posted in Books, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , on June 29, 2017 by xi'an

While my participation to BNP 11 has so far been more at the janitor level [although not gaining George Casella’s reputation on NPR!] than at the scientific one, since we had decided in favour of the least expensive and unstaffed option for coffee breaks, to keep the registration fees at a minimum [although I would have gladly gone all the way to removing all coffee breaks!, if only because such breaks produce much garbage], I had fairly good chats at the second poster session, in particular around empirical likelihoods and HMC for discrete parameters, the first one based on the general Cressie-Read formulation and the second around the recently arXived paper of Nishimura et al., which I wanted to read. Plus many other good chats full stop, around terrific cheese platters!

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Best conference spread ever

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This morning, the coffee breaks were much more under control and I managed to enjoy [and chair] the entire session on empirical likelihood, with absolutely fantastic talks from Nils Hjort and Art Owen (the third speaker having gone AWOL, possibly a direct consequence of Trump’s travel ban).

la maison des mathématiques

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , on January 14, 2017 by xi'an

ihp0When I  worked with Jean-Michel Marin at Institut Henri Poincaré the week before Xmas, there was this framed picture standing on the ground, possibly in preparation for exhibition in the Institute. I found this superposition of the lady cleaning the blackboard from its maths formulas and of the seemingly unaware mathematician both compelling visually in the sheer geometric aesthetics of the act and somewhat appalling in its message. Especially when considering the initiatives taken by IHP towards reducing the gender gap in maths. After inquiring into the issue, I found that this picture was part of a whole photograph exhibit on IHP by Vincent Moncorgé, now published into a book, La Maison des Mathématiques by Villani, Uzan, and Moncorgé. Most pictures are on-line and I found them quite appealing. Except again for the above.

last Big MC [seminar] before summer [June 19, 3pm]

Posted in pictures, Statistics, University life with tags , , , , , , , , , , , on June 17, 2014 by xi'an

crossing Rue Soufflot on my way to IHP from Vieux Campeur, March 28, 2013Last session of our Big’MC seminar at Institut Henri Poincaré this year, on Tuesday Thursday, June 19, with

Chris Holmes (Oxford) at 3pm on

Robust statistical decisions via re-weighted Monte Carlo samples

and Pierre Pudlo (iC3M, Université de Montpellier 2) at 4:15pm on [our joint work]

ABC and machine learning

introduction à la Statistique, by Cédric Villani

Posted in Books, Kids, Statistics, University life with tags , , , , , , on January 26, 2014 by xi'an

crossing Rue Soufflot on my way to IHP from Vieux Campeur, March 28, 2013On Tuesday, there was a series of talks (in French) celebrating Statistics, with an introduction by Cédric Villani. (The talks are reproduced on the French Statistical Society (SFDS) webpage.) Rather unpredictably (!), Villani starts from an early 20th Century physics experiment leading to the estimation of the Avogadro constant from a series of integers. (Repeating an earlier confusion of his, he substitutes the probability of observing a rare event under the null with the probability of the alternative on the Higgs boson to be true!) A special mention to/of Francis Galton’s “supreme law of unreason”. And of surveys, pointing out the wide variability of a result for standard survey populations. But missing the averaging and more statistical effect of accumulating surveys, a principle at the core of Nate Silver‘s predictions. A few words again about the Séralini et al. experiments on Monsanto genetically modified maize NK603, attacked for their lack of statistical foundations. And then, hear hear!, much more than a mere mention of phylogenetic inference, with explanations about inverse inference, Markov Chain Monte Carlo algorithms on trees, convergence of Metropolis algorithms by Persi Diaconis, and Bayesian computations! Of course, this could be seen more as numerical probability than as truly statistics, but it is still pleasant to hear.

The last part of the talk more predictably links Villani’s own field of optimal transportation (which I would translate as a copula problem…) and statistics, mostly understood as empirical distributions. I find it somewhat funny that Sanov’s theorem is deemed therein to be a (or even the) Statistics theorem! I wonder how many statisticians could state this theorem… The same remark applies for the Donsker-Varadhan theory of large deviations. Still, the very final inequality linking the three types of information concepts is just… beautiful! You may spot in the last minute a micro confusion in repeating twice the definition for Fisher’s information rather than deducing that the information associated with a location family is constant. (And a no-so-necessary mention of the Cramer-Rao bound on unbiased estimators. Which could have been quoted as the Fréchet-Darmois-Cramer-Rao bound in such historical grounds ) A pleasant moment, all in all! (There are five other talks on that page, including one by Emmanuel Candés.)

Olli à/in/im Paris

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , on May 27, 2013 by xi'an

Warning: Here is an old post from last October I can at last post since Olli just arXived the paper on which this talk was based (more to come, before or after Olli’s talk in Roma!).

Oliver Ratman came to give a seminar today at our Big’MC seminar series. It was an extension of the talk I attended last month in Bristol:

10:45 Oliver Ratmann (Duke University and Imperial College) – “Approximate Bayesian Computation based on summaries with frequency properties”

Approximate Bayesian Computation (ABC) has quickly become a valuable tool in many applied fields, but the statistical properties obtained by choosing a particular summary, distance function and error threshold are poorly understood. In an effort to better understand the effect of these ABC tuning parameters, we consider summaries that are associated with empirical distribution functions. These frequency properties of summaries suggest what kind of distance function are appropriate, and the validity of the choice of summaries can be assessed on the fly during Monte Carlo simulations. Among valid choices, uniformly most powerful distances can be shown to optimize the ABC acceptance probability. Considering the binding function between the ABC model and the frequency model of the summaries, we can characterize the asymptotic consistency of the ABC maximum-likelhood estimate in general situations. We provide examples from phylogenetics and dynamical systems to demonstrate that empirical distribution functions of summaries can often be obtained without expensive re-simulations, so that the above theoretical results are applicable in a broad set of applications. In part, this work will be illustrated on fitting phylodynamic models that capture the evolution and ecology of interpandemic influenza A (H3N2) to incidence time series and the phylogeny of H3N2’s immunodominant haemagglutinin gene.

I however benefited enormously from hearing the talk again and also from discussing the fundamentals of his approach before and after the talk (in the nearest Aussie pub!). Olli’s approach is (once again!) rather iconoclastic in that he presents ABC as a testing procedure, using frequentist tests and concepts to build an optimal acceptance condition. Since he manipulates several error terms simultaneously (as before), he needs to address the issue of multiple testing but, thanks to a switch between acceptance and rejection, null and alternative, the individual α-level tests get turned into a global α-level test.

Panthéon

Posted in pictures, University life with tags , , , , , , , , on March 29, 2013 by xi'an

crossing Rue Soufflot on my way to IHP from Vieux Campeur, March 28, 2013

As I was crossing the street, on my way to Institut Henri Poincaré to attend the Big’MC seminar with talks by Yves Atchadé on confidence intervals on MCMC ouput and Omiros Papaspiliopoulos on exact filtering, I thought the Panthéon had a nice enough background to deserve a picture. I also stopped by a nearby art shop to buy 0.7mm leads for my mechanical pencil and ended up discussing Charles Rennie Mackintosh with the seller, as I was wearing my University of Glasgow sweatshirt…