## Journée algorithmes stochastiques

Posted in Books, pictures, Statistics, University life with tags , , , , , , , , , on September 27, 2017 by xi'an

On December 1, 2017, we will hold a day workshop on stochastic algorithms at Université Paris-Dauphine, with the following speakers

Details and abstracts of the talks are available on the workshop webpage. Attendance is free, but registration is requested towards planning the morning and afternoon coffee breaks. Looking forward seeing ‘Og’s readers there, at least those in the vicinity!

And while I am targetting Parisians, crypto-Bayesians, and nearly-Parisians, there is another day workshop on Bayesian and PAC-Bayesian methods on November 16, at Université Pierre et Marie Curie (campus Jussieu), with invited speakers

and a similar request for (free) registration.

## It’s the selection’s fault not the p-values’… [seminar]

Posted in pictures, Statistics, University life with tags , , , , , , on February 5, 2016 by xi'an

Yoav Benjamini will give a seminar talk in Paris next Monday on the above (full title: “The replicability crisis in science: It’s the selection’s fault not the p-values’“). (That I will miss for being in Warwick at the time.) With a fairly terse abstract:

I shall discuss the problem of lack of replicability of results in science, and point at selective inference as a statistical root cause. I shall then present a few strategies for addressing selective inference, and their application in genomics, brain research and earlier phases of clinical trials where both primary and secondary endpoints are being used.

Details: February 8, 2016, 16h, Université Pierre & Marie Curie, campus Jussieu, salle 15-16-101.

## an afternoon at the Muséum National d’Histoire Naturelle

Posted in Kids, pictures, Travel with tags , , , , , , on November 15, 2015 by xi'an

A sunny Sunday afternoon last week at the Grande Galerie de l’Évolution, with a special exhibit on great apes. We had not been back there for ages, since the kids were kids enough!, and it was a most pleasant afternoon, as was strolling in the vicinity afterwards. Made all the more pleasant in retrospect after the bloodbath last night in the streets of Paris. May we endure against barbarity.

## Paris Machine Learning Meeting #10 Season 2

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , , , on June 17, 2015 by xi'an

Tonight, I am invited to give a speed-presenting talk at the Paris Machine Learning last meeting of Season 2, with the themes of DL, Recovering Robots, Vowpal Wabbit, Predcsis, Matlab, and Bayesian test [by yours truly!] The meeting will take place in Jussieu, Amphi 25, Here are my slides for the meeting:

As it happened, the meeting  was quite crowded with talks and plagued with technical difficulties in transmitting talks from Berlin and Toronto, so I came to talk about three hours after the beginning, which was less than optimal for the most technical presentation of the evening. I actually wonder if I even managed to carry the main idea of replacing Bayes factors with posteriors of the mixture weight! [I had plenty of time to reflect upon this on my way back home as I had to wait for several and rare and crowded RER trains until one had enough room for me and my bike!]

## Carlin and Chib (1995) for fixed dimension problems

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , on February 25, 2014 by xi'an

Yesterday, I was part of a (public) thesis committee at the Université Pierre et Marie Curie, in down-town Paris. After a bit of a search for the defence room (as the campus is still undergoing a massive asbestos clean-up, 20 years after it started…!), I listened to Florian Maire delivering his talk on an array of work in computational statistics ranging from the theoretical (Peskun ordering) to the methodological (Monte Carlo online EM) to the applied (unsupervised learning of classes shapes via deformable templates). The implementation of the online EM algorithm involved the use of pseudo-priors à la Carlin and Chib (1995), even though the setting was a fixed-dimension one, in order to fight the difficulty of exploring the space of templates by a regular Gibbs sampler. (As usual, the design of the pseudo-priors was crucial to the success of the method.) The thesis also included a recent work with Randal Douc and Jimmy Olsson on ranking inhomogeneous Markov kernels of the type

$P \circ Q \circ P \circ Q \circ ...$

against alternatives with components (P’,Q’). The authors were able to characterise minimal conditions for a Peskun-ordering domination on the components to transfer to the combination. Quite an interesting piece of work for a PhD thesis!