Archive for ISBA

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #1]

Posted in Mountains, Kids, Statistics, University life, Travel, pictures, R with tags , , , , , , , , , , , , , , , , , , on July 20, 2015 by xi'an

moonriseThe BayesComp MCMski V [or MCMskv for short] has now its official website, once again maintained by Merrill Lietchy from Drexel University, Philadelphia, and registration is even open! The call for contributed sessions is now over, while the call for posters remains open until the very end. The novelty from the previous post is that there will be a “Breaking news” [in-between the Late news sessions at JSM and the crash poster talks at machine-learning conferences] session to highlight major advances among poster submissions. And that there will be an opening talk by Steve [the Bayesian] Scott on the 4th, about the frightening prospect of MCMC death!, followed by a round-table and a welcome reception, sponsored by the Swiss Supercomputing Centre. Hence the change in dates. Which still allows for arrivals in Zürich on the January 4th [be with you].

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.

MCMskv, Lenzerheide, Jan. 5-7, 2016

Posted in Kids, Mountains, pictures, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , on March 31, 2015 by xi'an

moonriseFollowing the highly successful [authorised opinion!, from objective sources] MCMski IV, in Chamonix last year, the BayesComp section of ISBA has decided in favour of a two-year period, which means the great item of news that next year we will meet again for MCMski V [or MCMskv for short], this time on the snowy slopes of the Swiss town of Lenzerheide, south of Zürich. The committees are headed by the indefatigable Antonietta Mira and Mark Girolami. The plenary speakers have already been contacted and Steve Scott (Google), Steve Fienberg (CMU), David Dunson (Duke), Krys Latuszynski (Warwick), and Tony Lelièvre (Mines, Paris), have agreed to talk. Similarly, the nine invited sessions have been selected and will include Hamiltonian Monte Carlo,  Algorithms for Intractable Problems (ABC included!), Theory of (Ultra)High-Dimensional Bayesian Computation, Bayesian NonParametrics, Bayesian Econometrics,  Quasi Monte Carlo, Statistics of Deep Learning, Uncertainty Quantification in Mathematical Models, and Biostatistics. There will be afternoon tutorials, including a practical session from the Stan team, tutorials for which call is open, poster sessions, a conference dinner at which we will be entertained by the unstoppable Imposteriors. The Richard Tweedie ski race is back as well, with a pair of Blossom skis for the winner!

As in Chamonix, there will be parallel sessions and hence the scientific committee has issued a call for proposals to organise contributed sessions, tutorials and the presentation of posters on particularly timely and exciting areas of research relevant and of current interest to Bayesian Computation. All proposals should be sent to Mark Girolami directly by May the 4th (be with him!).

eliminating an important obstacle to creative thinking: statistics…

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , , , , , , on March 12, 2015 by xi'an

“We hope and anticipate that banning the NHSTP will have the effect of increasing the quality of submitted manuscripts by liberating authors from the stultified structure of NHSTP thinking thereby eliminating an important obstacle to creative thinking.”

About a month ago, David Trafimow and Michael Marks, the current editors of the journal Basic and Applied Social Psychology published an editorial banning all null hypothesis significance testing procedures (acronym-ed into the ugly NHSTP which sounds like a particularly nasty venereal disease!) from papers published by the journal. My first reaction was “Great! This will bring more substance to the papers by preventing significance fishing and undisclosed multiple testing! Power to the statisticians!” However, after reading the said editorial, I realised it was inspired by a nihilistic anti-statistical stance, backed by an apparent lack of understanding of the nature of statistical inference, rather than a call for saner and safer statistical practice. The editors most clearly state that inferential statistical procedures are no longer needed to publish in the journal, only “strong descriptive statistics”. Maybe to keep in tune with the “Basic” in the name of the journal!

“In the NHSTP, the problem is in traversing the distance from the probability of the finding, given the null hypothesis, to the probability of the null hypothesis, given the finding. Regarding confidence intervals, the problem is that, for example, a 95% confidence interval does not indicate that the parameter of interest has a 95% probability of being within the interval.”

The above quote could be a motivation for a Bayesian approach to the testing problem, a revolutionary stance for journal editors!, but it only illustrate that the editors wish for a procedure that would eliminate the uncertainty inherent to statistical inference, i.e., to decision making under… erm, uncertainty: “The state of the art remains uncertain.” To fail to separate significance from certainty is fairly appalling from an epistemological perspective and should be a case for impeachment, were any such thing to exist for a journal board. This means the editors cannot distinguish data from parameter and model from reality! Even more fundamentally, to bar statistical procedures from being used in a scientific study is nothing short of reactionary. While encouraging the inclusion of data is a step forward, restricting the validation or in-validation of hypotheses to gazing at descriptive statistics is many steps backward and does completely jeopardize the academic reputation of the journal, which editorial may end up being the last quoted paper. Is deconstruction now reaching psychology journals?! To quote from a critic of this approach, “Thus, the general weaknesses of the deconstructive enterprise become self-justifying. With such an approach I am indeed not sympathetic.” (Searle, 1983).

“The usual problem with Bayesian procedures is that they depend on some sort of Laplacian assumption to generate numbers where none exist (…) With respect to Bayesian procedures, we reserve the right to make case-by-case judgments, and thus Bayesian procedures are neither required nor banned from BASP.”

The section of Bayesian approaches is trying to be sympathetic to the Bayesian paradigm but again reflects upon the poor understanding of the authors. By “Laplacian assumption”, they mean Laplace´s Principle of Indifference, i.e., the use of uniform priors, which is not seriously considered as a sound principle since the mid-1930’s. Except maybe in recent papers of Trafimow. I also love the notion of “generat[ing] numbers when none exist”, as if the prior distribution had to be grounded in some physical reality! Although it is meaningless, it has some poetic value… (Plus, bringing Popper and Fisher to the rescue sounds like shooting Bayes himself in the foot.)  At least, the fact that the editors will consider Bayesian papers in a case-by-case basis indicate they may engage in a subjective Bayesian analysis of each paper rather than using an automated p-value against the 100% rejection bound!

[Note: this entry was suggested by Alexandra Schmidt, current ISBA President, towards an incoming column on this decision of Basic and Applied Social Psychology for the ISBA Bulletin.]

 

On the Savage Award, advices to Ph.D. candidates [guest post]

Posted in Kids, Statistics, University life with tags , , , , , on January 22, 2015 by xi'an

This blog post was contributed by my friend Julien Cornebise, as a reprint of a column he wrote for the latest ISBA Bulletin.

This article is an occasion to pay forward ever so slightly, by encouraging current Ph.D. candidates on their path, the support ISBA gave me. Four years ago, I was honored and humbled to receive the ISBA 2010 Savage Award, category Theory and Methods, for my Ph.D. dissertation defended in 2009. Looking back, I can now testify how much this brought to me both inside and outside of Academia.

Inside Academia: confirming and mitigating the widely-shared post-graduate’s impostor syndrome

Upon hearing of the great news, a brilliant multi-awarded senior researcher in my lab very kindly wrote to me that such awards meant never having to prove one’s worth again. Although genuinely touched by her congratulations, being far less accomplished and more junior than her, I felt all the more responsible to prove myself worth of this show of confidence from ISBA. It would be rather awkward to receive such an award only to fail miserably shortly after.

This resonated deeply with the shared secret of recent PhDs, discovered during my year at SAMSI, a vibrant institution where half a dozen new postdocs arrive each year: each and every one of us, fresh Ph.D.s from some of the best institutions (Cambridge, Duke, Waterloo, Paris…) secretly suffered the very same impostor syndrome. We were looking at each other’s CV/website and thinking “jeez! this guy/girl across the door is an expert of his/her field, look at all he/she has done, whereas I just barely scrape by on my own research!” – all the while putting up a convincing façade of self-assurance in front of audiences and whiteboards, to the point of apparent cockiness. Only after candid exchanges in SAMSI’s very open environment did we all discover being in the very same mindset.

In hindsight the explanation is simple: each young researcher in his/her own domain has the very expertise to measure how much he/she still does not know and has yet to learn, while he/she hears other young researchers, experts in their own other field, present results not as familiar to him/her, thus sounding so much more advanced. This take-away from SAMSI was perfectly confirmed by the Savage Award: yes, maybe indeed, I, just like my other colleagues, might actually know something relatively valuable, and my scraping by might just be not so bad – as is also the case of so many of my young colleagues.

Of course, impostor syndrome is a clingy beast and, healthily, I hope to never get entirely over it – merely overcoming it enough to say “Do not worry, thee young candidate, thy doubts pave a path well trodden”.

A similar message is also part of the little-known yet gem of a guide “How to do Research at MIT AI Lab – Emotional Factors, relevant far beyond its original lab. I recommend it to any Ph.D. student; the feedback from readers is unanimous.

Outside Academia: incredibly increased readability

After two post-docs, and curious to see what was out there in atypical paths, I took a turn out of purely academic research, first as an independent consultant, then recruited out of the blue by a start-up’s recruiter, and eventually doing my small share to help convince investors. I discovered there another facet of ISBA’s Savage Award: tremendous readability.

In Academia, the dominating metric of quality is the length of the publication list – a debate for another day.  Outside of Academia, however, not all interlocutors know how remarkable is a JRSSB Read Paper, or an oral presentation at NIPS, or a publication in Nature.

This is where international learned societies, like ISBA, come into play: the awards they bestow can serve as headline-grabbing material in a biography, easily spotted. The interlocutors do not need to be familiar with the subtleties of Bayesian Analysis. All they see is a stamp of approval from an official association of this researcher’s peers. That, in itself, is enough of a quality metric to pass the first round of contact, raise interest, and get the chance to further the conversation.

First concrete example: the recruiter who contacted me for the start-up I joined in 2011 was tasked to find profiles for an Applied position. The Savage Award on the CV grabbed his attention, even though he had no inkling what Adaptive Sequential Monte Carlo Methods were, nor if they were immediately relevant to the start-up. Passing it to the start-up’s managers, they immediately changed focus and interviewed me for their Research track instead: a profile that was not what they were looking for originally, yet stood out enough to interest them for a position they had not thought of filling via a recruiter – and indeed a unique position that I would never have thought to find this way either!

Second concrete example, years later, hard at work in this start-up’s amazing team: investors were coming for a round of technical due diligence. Venture capitals sent their best scientists-in-residence to dive deeply into the technical details of our research. Of course what matters in the end is, and forever will be, the work that is done and presented. Yet, the Savage Award was mentioned in the first line of the biography that was sent ahead of time, as a salient point to give a strong first impression of our research team.

Advices to Ph.D. Candidates: apply, you are the world best expert on your topic

That may sound trivial, but the first advice: apply. Discuss with your advisor the possibility to put your dissertation up for consideration. This might sound obvious to North-American students, whose educative system is rife with awards for high-performing students. Not so much in France, where those would be at odds with the sometimes over-present culture of égalité in the younger-age public education system. As a cultural consequence, few French Ph.D. students, even the most brilliant, would consider putting up their dissertation for consideration. I have been very lucky in that regard to benefit from the advice of a long-term Bayesian, who offered to send it for me – thanks again Xi’an! Not all students, regardless how brilliant their work, are made aware of this possibility.

The second advice, closely linked: do not underestimate the quality of your work. You are the foremost expert in the entire world on your Ph.D. topic. As discussed above, it is all too easy to see how advanced are the maths wielded by your office-mate, yet oversee the as-much-advanced maths you are juggling on a day-to-day basis, more familiar to you, and whose limitations you know better than anyone else. Actually, knowing these very limitations is what proves you are an expert.

A word of thanks and final advice

Finally, a word of thanks. I have been incredibly lucky, throughout my career so far, to meet great people. My dissertation already had four pages of acknowledgements: I doubt the Bulletin’s editor would appreciate me renewing (and extending!) them here. They are just as heartfelt today as they were then. I must, of course, add ISBA and the Savage Award committee for their support, as well as all those who, by their generous donations, allow the Savage Fund to stay alive throughout the years.

Of interest to Ph.D. candidates, though, one special mention of a dual tutelage system, that I have seen successfully at work many times. The most senior, a professor with the deep knowledge necessary to steer the project brings his endless fonts of knowledge collected over decades, wrapped in hardened tough-love. The youngest, a postdoc or fresh assistant professor, brings virtuosity, emulation and day-to-day patience. In my case they were Pr. Éric Moulines and Dr. Jimmy Olsson. That might be the final advice to a student: if you ever stumble, as many do, as I most surely did, because Ph.D. studies can be a hell of a roller-coaster to go through, reach out to the people around you and the joint set of skills they want to offer you. In combination, they can be amazing, and help you open doors that, in retrospect, can be worth all the efforts.

Julien Cornebise, Ph.D.
www.cornebise.com/julien

 

off to Montréal [NIPS workshops]

Posted in Statistics, Travel, University life with tags , , , , , , on December 9, 2014 by xi'an

On Thursday, I will travel to Montréal for the two days of NIPS workshop there. On Friday, there is the ABC in Montréal workshop that I cannot but attend! (First occurrence of an “ABC in…” in North America! Sponsored by ISBA as well.) And on Saturday, there is the 3rd NIPS Workshop on Probabilistic Programming where I am invited to give a talk on… ABC! And maybe will manage to get a sneak at the nearby workshop on Advances in variational inference… (0n a very personal side, I wonder if the weather will remain warm enough to go running in the early morning.)

my ISBA tee-shirt designs

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , on October 15, 2014 by xi'an

Here are my tee-shirt design proposals for the official ISBA tee-shirt competition! (I used the facilities of CustomInk.com as I could not easily find a free software around. Except for the last one where I recycled my vistaprint mug design…)

meetherevtmeetherevbklifeisjokebklifeisjokesignaturesignaturebkwerewolves

While I do not have any expectation of seeing one of these the winner (!), what is your favourite one?!

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