**W**hen leaving for ISBA 2018 in Edinburgh, I picked a Rebus book in my bookshelf, book that happened to be The Naming of the Dead, which was published in 2006 and takes place in 2005, during the week of the G8 summit in Scotland and of the London Underground bombings. Quite a major week in recent British history! But also for Rebus and his colleague Siobhan Clarke, who investigate a sacrificial murder close, too close, to the location of the G8 meeting and as a result collide with superiors, secret services, protesters, politicians, and executives, including a brush with Bush ending up with his bike accident at Gleneagles, and ending up with both of them suspended from the force. But more than this close connection with true events in and around Edinburgh, the book is a masterpiece, maybe Rankin’s best, because of the depiction of the characters, who have even more depth and dimensions than in the other novels. And for the analysis of the events of that week. Having been in Edinburgh at the time I started re-reading the book also made the description of the city much more vivid and realistic, as I could locate and sometimes remember some places. (The conclusion of some subplots may be less realistic than I would like them to be, but this is of very minor relevance.)

## Archive for ISBA 2018

## the naming of the Dead [book review]

Posted in Statistics with tags Auchterader, book review, Edinburgh, Edinburgh Castle, G8, G8 meeting, George W Bush, Gleneagles, Ian Rankin, ISBA 2018, Rebus, Scotland, Scottish crime novel, the naming of the Dead on July 21, 2018 by xi'an## ISBA 18 tidbits

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags ABC, ABC in Edinburgh, Bayesian inference, coreset, deep learning, Edinburgh, empirical likelihood, Ironman Edinburgh, ISBA 2018, kilt, marginal likelihood, misspecification, misspecified model, non-local priors, non-parametrics, PAC-Bayesian, posters, Scotland on July 2, 2018 by xi'an**A**mong a continuous sequence of appealing sessions at this ISBA 2018 meeting [says a member of the scientific committee!], I happened to attend two talks [with a wee bit of overlap] by Sid Chib in two consecutive sessions, because his co-author Ana Simoni (CREST) was unfortunately sick. Their work was about models defined by a collection of moment conditions, as often happens in econometrics, developed in a recent JASA paper by Chib, Shin, and Simoni (2017). With an extension about moving to defining conditional expectations by use of a functional basis. The main approach relies on exponentially tilted empirical likelihoods, which reminded me of the empirical likelihood [BCel] implementation we ran with Kerrie Mengersen and Pierre Pudlo a few years ago. As a substitute to ABC. This problematic made me wonder on how much Bayesian the estimating equation concept is, as it should somewhat involve a nonparametric prior under the moment constraints.

Note that Sid’s [talks and] papers are disconnected from ABC, as everything comes in closed form, apart from the empirical likelihood derivation, as we actually found in our own work!, but this could become a substitute model for ABC uses. For instance, identifying the parameter θ of the model by identifying equations. Would that impose too much input from the modeller? I figure I came with this notion mostly because of the emphasis on proxy models the previous day at ABC in ‘burgh! Another connected item of interest in the work is the possibility of accounting for misspecification of these moment conditions by introducing a vector of errors with a spike & slab distribution, although I am not sure this is 100% necessary without getting further into the paper(s) [blame conference pressure on my time].

Another highlight was attending a fantastic poster session Monday night on computational methods except I would have needed four more hours to get through every and all posters. This new version of ISBA has split the posters between two sites (great) and themes (not so great!), while I would have preferred more sites covering all themes over all nights, to lower the noise (still bearable this year) and to increase the possibility to check all posters of interest in a particular theme…

Mentioning as well a great talk by Dan Roy about assessing deep learning performances by what he calls non-vacuous error bounds. Namely, through PAC-Bayesian bounds. One major comment of his was about deep learning models being much more non-parametric (number of parameters rising with number of observations) than parametric models, meaning that generative adversarial constructs as the one I discussed a few days ago may face a fundamental difficulty as models are taken at face value there.

On closed-form solutions, a closed-form Bayes factor for component selection in mixture models by Fũqene, Steel and Rossell that resemble the Savage-Dickey version, without the measure theoretic difficulties. But with non-local priors. And closed-form conjugate priors for the probit regression model, using unified skew-normal priors, as exhibited by Daniele Durante. Which are product of Normal cdfs and pdfs, and which allow for closed form marginal likelihoods and marginal posteriors as well. (The approach is not exactly conjugate as the prior and the posterior are not in the same family.)

And on the final session I attended, there were two talks on scalable MCMC, one on coresets, which will require some time and effort to assimilate, by Trevor Campbell and Tamara Broderick, and another one using Poisson subsampling. By Matias Quiroz and co-authors. Which did not completely convinced me (but this was the end of a long day…)

All in all, this has been a great edition of the ISBA meetings, if quite intense due to a non-stop schedule, with a very efficient organisation that made parallel sessions manageable and poster sessions back to a reasonable scale [although I did not once manage to cross the street to the other session]. Being in unreasonably sunny Edinburgh helped a lot obviously! I am a wee bit disappointed that no one else follows my call to wear a kilt, but I had low expectations to start with… And too bad I missed the Ironman 70.3 Edinburgh by one day!

## from Arthur’s Seat [spot ISBA participants]

Posted in Mountains, pictures, Running, Travel with tags ABC in Edinburgh, Arthur's Seat, capital city, conference, Edinburgh, Holyrood, ISBA 2018, Lothians, morning run, Scotland, sunrise, University of Edinburgh, volcanoes on June 27, 2018 by xi'an## Bayesian GANs [#2]

Posted in Books, pictures, R, Statistics with tags ABC in Edinburgh, Bayesian GANs, compatible conditional distributions, Edinburgh, GANs, generative adversarial networks, ISBA 2018, joint posterior, MCMC convergence, Metropolis-within-Gibbs algorithm, Monte Carlo Statistical Methods, normal model, University of Edinburgh on June 27, 2018 by xi'an**A**s an illustration of the lack of convergence of the Gibbs sampler applied to the two “conditionals” defined in the Bayesian GANs paper discussed yesterday, I took the simplest possible example of a Normal mean generative model (one parameter) with a logistic discriminator (one parameter) and implemented the scheme (during an ISBA 2018 session). With flat priors on both parameters. And a Normal random walk as Metropolis-Hastings proposal. As expected, since there is no stationary distribution associated with the Markov chain, simulated chains do not exhibit a stationary pattern,

And they eventually reach an overflow error or a trapping state as the log-likelihood gets approximately to zero (red curve).

Too bad I missed the talk by Shakir Mohammed yesterday, being stuck on the Edinburgh by-pass at rush hour!, as I would have loved to hear his views about this rather essential issue…

## going blonde

Posted in Mountains, pictures, Travel with tags ABC in Edinburgh, black pudding, blonde, confit, Edinburgh, food, haggies, ISBA 2018, restaurant review, Scotland, tagine, tian on June 25, 2018 by xi'an

**I**n case you are currently visiting Edinburgh, e.g. for ISBA 2018, and wondering where to have lunch or dinner, there is a wee restaurant a bit out of the [tourist] way called Blonde, where I ate several times during ICMS workshops. It is located on St. Leonards Street, next to Rebus‘ former offices!, and serves original and tasty cuisine, with a friendly and unassuming service and vegetarian options. It is but a few blocks away [south] from the conference location, towards Arthur’s Seat as an iconic background. And at a fairly reasonable price. Including the wine list.

## Warwick summer school on computational statistics [last call]

Posted in Books, pictures, Statistics, Travel, University life with tags Amazon, Art Owen, BAYSM 2018, computational statistics, CRiSM, deadline, Google, Greenwich Mean Time, ISBA, ISBA 2018, London Mathematical Society, MCqMC 2018, poster, registration, summer s, University of Warwick on June 24, 2018 by xi'an**I**n case ‘Og’s readers are not aware, tomorrow, Monday 25 June, is the final day for registration in our incoming LMS/CRiSM summer school on computational statistics taking place at the University of Warwick, two weeks from now, 9-13 July, 2018. There is still room available ** till midday tomorrow**. Greenwich Mean Time. And no later!