Archive for ISBA

MCMskv, Lenzerheide, 4-7 Jan., 2016 on a shoestring [news #3]

Posted in Kids, Mountains, pictures, Travel, University life with tags , , , , , , , , , , , , , on September 16, 2015 by xi'an

moonriseAs the ‘Og received several comments about the accommodation costs for BayesComp MCMski V, which are indeed rather high if one only follows the suggestions on the lodging webpage, I started checking for cheaper alternatives in Lenzerheide and around. On, I found several local hotels and studios from 100€ to 200€ per night for two or three guests, with breakfast included. The offer on airbnb was quite limited but I still managed to secure a small chalet at about 50€ per person and per night. There are more opportunities in nearby villages, for instance Tiefencastel, 11km away with a 19mn bus connection. Chur is 18km away with a slower 39mn bus connection, but with a very wide range of offers. Savognin, near the pricey Sankt Moritz is 20km away, with other cheap alternatives. Which may even make renting a car worth the expense if split between 3 or 4. Note also that low-cost airlines fly to Zürich from major European cities. For instance, Easyjet is currently offering a round trip from London for 72€…

MCMskv, Lenzerheide, 4-7 Jan., 2016 [news #2]

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , on September 7, 2015 by xi'an

moonriseA quick reminder that the early bird registration deadline for BayesComp MCMski V is drawing near. And reminding Og’s readers that there will be a “Breaking news” session to highlight major advances among poster submissions. For which they can apply when sending the poster template. In addition, there is only a limited number of hotel rooms at the Schweizerhof, the main conference hotel and the first 40 participants who will make a reservation there will get a free one-day skipass!

JSM 2015 [day #2]

Posted in Books, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , on August 11, 2015 by xi'an

Today, at JSM 2015, in Seattle, I attended several Bayesian sessions, having sadly missed the Dennis Lindley memorial session yesterday, as it clashed with my own session. In the morning sessions on Bayesian model choice, David Rossell (Warwick) defended non-local priors à la Johnson (& Rossell) as having better frequentist properties. Although I appreciate the concept of eliminating a neighbourhood of the null in the alternative prior, even from a Bayesian viewpoint since it forces us to declare explicitly when the null is no longer acceptable, I find the asymptotic motivation for the prior less commendable and open to arbitrary choices that may lead to huge variations in the numerical value of the Bayes factor. Another talk by Jin Wang merged spike and slab with EM with bootstrap with random forests in variable selection. But I could not fathom what the intended properties of the method were… Besides returning another type of MAP.

The second Bayesian session of the morn was mostly centred on sparsity and penalisation, with Carlos Carvalho and Rob McCulloch discussing a two step method that goes through a standard posterior  construction on the saturated model, before using a utility function to select the pertinent variables. Separation of utility from prior was a novel concept for me, if not for Jay Kadane who objected to Rob a few years ago that he put in the prior what should be in the utility… New for me because I always considered the product prior x utility as the main brick in building the Bayesian edifice… Following Herman Rubin’s motto! Veronika Rocková linked with this post-LASSO perspective by studying spike & slab priors based on Laplace priors. While Veronicka’s goal was to achieve sparsity and consistency, this modelling made me wonder at the potential equivalent in our mixtures for testing approach. I concluded that having a mixture of two priors could be translated in a mixture over the sample with two different parameters, each with a different prior. A different topic, namely multiple testing, was treated by Jim Berger, who showed convincingly in my opinion that a Bayesian approach provides a significant advantage.

In the afternoon finalists of the ISBA Savage Award presented their PhD work, both in the theory and  methods section and in the application section. Besides Veronicka Rocková’s work on a Bayesian approach to factor analysis, with a remarkable resolution via a non-parametric Indian buffet prior and a variable selection interpretation that avoids MCMC difficulties, Vinayak Rao wrote his thesis on MCMC methods for jump processes with a finite number of observations, using a highly convincing completion scheme that created independence between blocks and which reminded me of the Papaspiliopoulos et al. (2005) trick for continuous time processes. I do wonder at the potential impact of this method for processing the coalescent trees in population genetics. Two talks dealt with inference on graphical models, Masanao Yajima and  Christine Peterson, inferring the structure of a sparse graph by Bayesian methods.  With applications in protein networks. And with again a spike & slab prior in Christine’s work. The last talk by Sayantan Banerjee was connected to most others in this Savage session in that it also dealt with sparsity. When estimating a large covariance matrix. (It is always interesting to try to spot tendencies in awards and conferences. Following the Bayesian non-parametric era, are we now entering the Bayesian sparsity era? We will see if this is the case at ISBA 2016!) And the winner is..?! We will know tomorrow night! In the meanwhile, congrats to my friends Sudipto Banerjee, Igor Prünster, Sylvia Richardson, and Judith Rousseau who got nominated IMS Fellows tonight.

JSM 2015 [day #1]

Posted in Books, R, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on August 10, 2015 by xi'an

ferryThis afternoon, at JSM 2015, in Seattle, we had the Bayesian Computation I and II sessions that Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA). Despite this being Sunday and hence having some of the participants still arriving, the sessions went on well in terms of audience. Thanks to Mark Girolami’s strict presidency, we were so much on time in Bayesian Computation I that we had 20mn left for a floor discussion that turned into a speakers’ discussion! All talks were of obvious interest for MCMCists, but Ryan Adams’ presentation on firefly Monte Carlo got me thinking for most of the afternoon on different ways of exploiting the existence of a bound on the terms composing the target. With little to show by the end of the afternoon! On the mundane side, I was sorry to miss Pierre Jacob, who was still in France due to difficulties in obtaining a working visa for Harvard (!), and surprised to see Dawn Woodard wearing a Uber tee-shirt, until she told us she was now working at Uber! Which a posteriori makes sense, given her work on traffic predictions!

delayed in Seattle

Posted in Books, R, Statistics, Travel, University life with tags , , , , , , , , , , on August 9, 2015 by xi'an

Here are the slides of my talk on delayed acceptance I present this afternoon at JSM 2015, in Seattle, in the Bayesian Computation I (2pm, room CC-4C1) and II (4pm, room CC-3A) sessions Omiros Papaspiliopoulos and myself put together (sponsored by IMS and ISBA):

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

Posted in Kids, Mountains, pictures, R, Statistics, Travel, University life 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.


Get every new post delivered to your Inbox.

Join 919 other followers