Siem Reap conference

As I returned from the conference in Siem Reap. on a flight avoiding India and Pakistan and their [brittle and bristling!] boundary on the way back, instead flying far far north, near Arkhangelsk (but with nothing to show for it, as the flight back was fully in the dark), I reflected how enjoyable this conference had been, within a highly friendly atmosphere, meeting again with many old friends (some met prior to the creation of CREST) and new ones, a pleasure not hindered by the fabulous location near Angkor of course. (The above picture is the “last hour” group picture, missing a major part of the participants, already gone!)

Among the many talks, Stéphane Shao gave a great presentation on a paper [to appear in JASA] jointly written with Pierre Jacob, Jie Ding, and Vahid Tarokh on the Hyvärinen score and its use for Bayesian model choice, with a highly intuitive representation of this divergence function (which I first met in Padua when Phil Dawid gave a talk on this approach to Bayesian model comparison). Which is based on the use of a divergence function based on the squared error difference between the gradients of the true log-score and of the model log-score functions. Providing an alternative to the Bayes factor that can be shown to be consistent, even for some non-iid data, with some gains in the experiments represented by the above graph.

Arnak Dalalyan (CREST) presented a paper written with Lionel Riou-Durand on the convergence of non-Metropolised Langevin Monte Carlo methods, with a new discretization which leads to a substantial improvement of the upper bound on the sampling error rate measured in Wasserstein distance. Moving from p/ε to √p/√ε in the requested number of steps when p is the dimension and ε the target precision, for smooth and strongly log-concave targets.

This post gives me the opportunity to advertise for the NGO Sala Baï hostelry school, which the whole conference visited for lunch and which trains youths from underprivileged backgrounds towards jobs in hostelery, supported by donations, companies (like Krama Krama), or visiting the Sala Baï  restaurant and/or hotel while in Siem Reap.

 

Nature tea[dbits]

A very special issue of Nature (7 February 2019, vol. 556, no. 7742). With an outlook section on tea, plus a few research papers (and ads) on my principal beverage. News about the REF, Elsevier’s and Huawei’s woes with the University of California, the dangerous weakening of Title IX by the Trump administration, and a long report on the statistical analysis of Hurricane Maria deaths, involving mostly epidemiologists, but also Patrick Ball who took part in our Bayes for Good workshop at CIRM. Plus China’s food crisis and ways to reduce cropland losses and food waste. Concerning the tea part(y), a philogenetic study of different samples led to the theory that tea was domesticated thrice, twice in Yunnan (China) and once in Assam (India), with a divergence estimated at more than twenty thousand years ago. Another article on Pu-Ehr, with the potential impacts of climate change on this very unique tea. With a further remark that higher altitudes increase the anti-oxydant level of tea… And a fascinating description of agro-forestry where tea and vegetables are grown in a forest that regulates sun exposure, moisture evaporation, and soil nutrients.

Darjeeling shortage

When looking for Darjeeling tea in the recent days, I found out that the summer (or second flush) harvest has been very limited due to a 104 day strike in the region linked with the call for the creation of a Gorkhaland state and the separation from West Bengal. I remember discussing the issue last year in Darjeeling, with guides and taxi drivers, who were calling for the recognition of their cultural specificities, including the use of Nepali in local schools rather than Bengali. What amazes me a lot in this strike is the engagement of the tea garden workers, who have certainly few alternatives if any in terms of income sources. Unless I misread the situation and they were barred from attending the gardens… (Of lesser concern is the rise of the tea prices by a factor of ten for the highest quality leaves.) Hopefully, the tea gardens will recover from being left to grow wild for such a long while. And from workers leaving the region to find work elsewhere.

 

only in India… [jatp]

Last time I visited India, I highlighted an advertisement for a machine-learning match-making system. This time, while eating a last aloo paratha for breakfast in Kolkata, I noticed ads for Hindu temples on the back of my Air India boarding passes which are actually run by the State of Gujarat rather than the temples themselves. (Gujarat is India’s westernmost state.)

in the bus [jatp]

on confidence distributions

As Regina Liu gave her talk at ISI this morning on fusion learning and confidence distributions, this led me to think anew about this strange notion of confidence distributions, building a distribution on the parameter space without a prior to go with it, implicitly or explicitly, and vaguely differing from fiducial inference. (As an aside, the Wikipedia page on confidence distributions is rather heavily supporting the concept and was primarily written by someone from Rutgers, where the modern version was developed. [And as an aside inside the aside, Schweder and Hjort’s book is sitting in my office, waiting for me!])

Recall that a confidence distribution is a sample dependent distribution on the parameter space, which is uniform U(0,1) [in the sample] at the “true” value of the parameter. Used thereafter as a posterior distribution. (Again, almost always without a prior to go with it. Which is an incoherence from a probabilistic perspective. not mentioning the issue of operating without a pre-defined dominating measure. This measure issue is truly bothering me!) This seems to include fiducial distributions based on a pivot, unless I am confused. As noted in the review by Nadarajah et al. Moreover, the concept of creating a pseudo-posterior out of an existing (frequentist) confidence interval procedure to create a new (frequentist) procedure does not carry an additional validation per se, as it clearly depends on the choice of the initialising procedure. (Not even mentioning the lack of invariance and the intricacy of multidimensional extensions.)

morning devotions at Dakshineswar [jatp]