## Bayes Comp 2023

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , , , , on November 23, 2021 by xi'an

The official website for Bayes Comp 2023, taking place in Levi, Northern Finland, 15-17 March 2023, is on! And it’s beautiful.

## Blackwell-Rosenbluth Awards 2021

Posted in Statistics, University life with tags , , , , , , , , , , , on November 1, 2021 by xi'an

Congratulations to the winners of the newly created award! This j-ISBA award is intended for junior researchers in different areas of Bayesian statistics. And named after David Blackwell and Arianna  Rosenbluth. They will present their work at the newly created JB³ seminars on 10 and 12 November, both at 1pm UTC. (The awards are broken into two time zones, corresponding to the Americas and the rest of the World.)

##### UTC+0 to UTC+13

Marta Catalano, Warwick University
Samuel Livingstone, University College London
Dootika Vats, Indian Institute of Technology Kanpur

##### UTC-12 to UTC-1

Trevor Campbell, University of British Columbia
Daniel Kowal, Rice University
Yixin Wang, University of Michigan

## empirically Bayesian [wISBApedia]

Posted in Statistics with tags , , , , , , , on August 9, 2021 by xi'an

Last week I was pointed out a puzzling entry in the “empirical Bayes” Wikipedia page. The introduction section indeed contains a description of an iterative simulation method that involves an hyperprior $$p(η)$$even though the empirical Bayes perspective does not involve an hyperprior.

While the entry is vague and lacks formulae

These suggest an iterative scheme, qualitatively similar in structure to a Gibbs sampler, to evolve successively improved approximations to $$p(θ$$$$∣$$$$y)$$ and $$p(η∣y)$$. First, calculate an initial approximation to $$p(θ∣y)$$ ignoring the $$η$$ dependence completely; then calculate an approximation to $$p(η$$$$|$$$$y)$$ based upon the initial approximate distribution of $$p(θ$$$$∣$$$$y)$$; then use this $$p(η$$$$∣$$$$y)$$ to update the approximation for $$p(θ$$$$∣$$$$y)$$; then update $$p(η$$$$∣$$$$y)$$; and so on.

it sounds essentially equivalent to a Gibbs sampler, possibly a multiple try Gibbs sampler (unless the author had another notion in mind, alas impossible to guess since no reference is included).

Beyond this specific case, where I think the entire paragraph should be erased from the “empirical Bayes” Wikipedia page, I discussed the general problem of some poor Bayesian entries in Wikipedia with Robin Ryder, who came with the neat idea of running (collective) Wikipedia editing labs at ISBA conferences. If we could further give an ISBA label to these entries, as a certificate of “Bayesian orthodoxy” (!), it would be terrific!

## thanks from CIRM

Posted in Statistics with tags , , , , , , , , , , , , , , , , , on July 5, 2021 by xi'an

## ISBA 2021 grand finale

Posted in Kids, Mountains, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , , , on July 3, 2021 by xi'an

Last day of ISBA (and ISB@CIRM), or maybe half-day, since there are only five groups of sessions we can attend in Mediterranean time.

My first session was one on priors for mixtures, with 162⁺ attendees at 5:15am! (well, at 11:15 Wien or Marseille time), Gertrud Malsiner-Walli distinguishing between priors on number of components [in the model] vs number of clusters [in the data], with a minor question of mine whether or not a “prior” is appropriate for a data-dependent quantity. And Deborah Dunkel presenting [very early in the US!] anchor models for fighting label switching, which reminded me of the talk she gave at the mixture session of JSM 2018 in Vancouver. (With extensions to consistency and mixtures of regression.) And Clara Grazian debating on objective priors for the number of components in a mixture [in the Sydney evening], using loss functions to build these. Overall it seems there were many talks on mixtures and clustering this year.

After the lunch break, when several ISB@CIRM were about to leave, we ran the Objective Bayes contributed session, which actually included several Stein-like minimaxity talks. Plus one by Théo Moins from the patio of CIRM, with ciccadas in the background. Incredibly chaired by my friend Gonzalo, who had a question at the ready for each and every speaker! And then the Savage Awards II session. Which ceremony is postponed till Montréal next year. And which nominees are uniformly impressive!!! The winner will only be announced in September, via the ISBA Bulletin. Missing the ISBA general assembly for a dinner in Cassis. And being back for the Bayesian optimisation session.

I would have expected more talks at the boundary of BS & ML (as well as COVID and epidemic decision making), the dearth of which should be a cause for concern if researchers at this boundary do not prioritise ISBA meetings over more generic meetings like NeurIPS… (An exception was George Papamakarios’ talk on variational autoencoders in the Savage Awards II session.)

Many many thanks to the group of students at UConn involved in setting most of the Whova site and running the support throughout the conference. It indeed went on very smoothly and provided a worthwhile substitute for the 100% on-site version. Actually, I both hope for the COVID pandemic (or at least the restrictions attached to it) to abate and for the hybrid structure of meetings to stay, along with the multiplication of mirror workshops. Being together is essential to the DNA of conferences, but travelling to a single location is not so desirable, for many reasons. Looking for ISBA 2022, a year from now, either in Montréal, Québec, or in one of the mirror sites!