Archive for José Miguel Bernardo

automated ABC summary combination

Posted in Books, pictures, Statistics, University life with tags , , , , , , , on March 16, 2017 by xi'an

Jonathan Harrison and Ruth Baker (Oxford University) arXived this morning a paper on the optimal combination of summaries for ABC in the sense of deriving the proper weights in an Euclidean distance involving all the available summaries. The idea is to find the weights that lead to the maximal distance between prior and posterior, in a way reminiscent of Bernardo’s (1979) maximal information principle. Plus a sparsity penalty à la Lasso. The associated algorithm is sequential in that the weights are updated at each iteration. The paper does not get into theoretical justifications but considers instead several examples with limited numbers of both parameters and summary statistics. Which may highlight the limitations of the approach in that handling (and eliminating) a large number of parameters may prove impossible this way, when compared with optimisation methods like random forests. Or summary-free distances between empirical distributions like the Wasserstein distance.

O’Bayes 2015: back in València

Posted in pictures, Statistics, Travel, University life with tags , , , , , on September 11, 2014 by xi'an

The next O’Bayes meeting (more precisely the International Workshop on Objective Bayes Methodology, O-Bayes15), will take place in València, Spain, on June 1-4, 2015. This is the second time an O’Bayes conference takes place in València, after the one José Miguel Bernardo organised in 1998 there.  The principal objectives of O-Bayes15 will be to facilitate the exchange of recent research developments in objective Bayes theory, methodology and applications, and related topics (like limited information Bayesian statistics), to provide opportunities for new researchers, and to establish new collaborations and partnerships. Most importantly, O-Bayes15 will be dedicated to our friend Susie Bayarri, to celebrate her life and contributions to Bayesian Statistics. Check the webpage of O-Bayes15 for the program (under construction) and the practical details. Looking forward to the meeting and hopeful for a broadening of the basis of the O’Bayes community and of its scope!

The controversy about hypothesis testing

Posted in Statistics, Travel, University life with tags , , , on July 21, 2011 by xi'an

José Bernardo announced a workshop in Madrid at the end of the year (December 15 and 16) on (the controversy about) hypothesis testing. The details are on this dedicated blog. Papers can be submitted until August 31. I wish I could attend, but being in Phoenix and London the previous days, it simply is impossible…

Valencia nine and then…

Posted in Statistics, Travel, University life with tags , , , , on October 19, 2009 by xi'an

The next Valencia International Meetings on Bayesian Statistics is unfortunately taking place in Benidorm, State of Valencia, next June 3-8. I write “unfortunately” because the place has no charm at all, being, as many coastal towns, ruined by mass tourism that led to buildings like the one on the picture and to an unsustainable ratio of tourists to local inhabitants… Quite obviously, I do not mean to blame the organisers of the meeting for this choice as, given the attendance of the meeting (600? 700?) and the popular request to have it on the beach!, there is no alternative if everyone is to stay within the same hotel in order to keep the old Valencia spirit (of sharing ideas and arguing till the early hours) alive to some extent. It is also unfortunately the last meeting of its kind, as José Bernardo is retiring after having handled those meetings since 1979! A whole 30 years of dedication to  Bayesian ideas and ideals. Many thanks to José for making the meetings the reference priors of all meetings!!! This means that, while Valencia International Meetings on Bayesian Statistics will continue to be organised, these meetings will become an ISBA “brand” and may end up being geographically if not topically uncorrelated with the State of Valencia! I am definitely hoping for Valencia 10 to take place in Reykjavik, Iceland, Interlaken, Switzerland, or Torre del Paine, Chile, if only to celebrate José Bernardo and his love of mountains (beside catering to my tastes!).

An important practical piece of information about the next Valencia International Meetings on Bayesian Statistics is that the deadline for submitting papers and posters is December 1, this year, and that you need to be a current ISBA member by the time you submit your paper or poster. Note also the registration fees of 485 euros (excluding lodging) that may change your mind about attending the meeting! Presumably, there will be some student support available.