Archive for Kyoto

ISBA towards higher computing goals [yet another new section!!!]

Posted in Kids, Linux, Mountains, pictures, R, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on September 20, 2012 by xi'an

Surrounding the great and exciting gathering of Bayesian statisticians in Kyoto last June, several ISBA sections have appeared in the past weeks, as already mentioned on the ‘Og. Along with Anto Mira and Nicolas Chopin (who did most of the organisational work while I was wandering down under!), we discussed about a Bayesian computation section and, thanks to the massive support of the community, we engaged into setting this new section of ISBA, with the help of Peter Green and Håvard Rue. The structure has now been granted an approval stamp by the ISBA highest powers and so here we are with a brand new ISBA Section on Bayesian Computation!!! (A notion I remember discussing with Peter Müller in Valparaiso in…2004!) I think I was the first member to join the section, following the announcement of its official creation by Merlise Clyde… Here is a draft of the call to potential members (along with my own comments):

Over the past twenty years, Bayesian computation has been a tremendous catalyst in Bayesian ideas reaching practitioners – statisticians and non-statisticians alike. It has also providied a fantastic arena for original research in algorithmic statistics and numerical probability, not to mention other fields at the interface. At this more mature stage of its development, at a time where ambitions of statisticians and the expectations on statistics grow, Bayesian computation must remain a major area of research and innovation. Then principled methods of statistical analysis can continue to be both readily available and customarily implemented, as we deal with data on a (much) larger scale, in higher dimensions and with more complex structure.

We invite all ISBA members with (any degree of) interest in computation for Bayesian inference to join the newly created ISBA Section on Bayesian Computation (BayesComp) – and that means both researchers involved in developing new computational methods and associated theory, and users of Bayesian statistical methods interested in implementing, sharing, disseminating, or learning best practice. The purposes of the Section are as multifaceted as the aspects of Bayesian computation, including promoting original research into computational methods for Bayesian inference and decision making, encouraging the use of frontier computational tools among practitioners, the development of adapted software, languages, platforms, and dedicated machines, and translating and disseminating among statisticians methods developed in other disciplines.

To address these purposes, the Section will among other activities organise specific conferences (such as the upcoming MCMSki IV in January 2014), workshops, short courses, webinars, and sessions in other meetings like ISBA and JSM, and will develop and maintain a website of information, tools, and advice as an authoritative central resource for Bayesian computation. The first such resource is already posted: the ISBA Foundation Lecture by Christian Robert on “Approximate Bayesian computation (ABC): Advances and Questions.”[I am definitely not responsible for this inclusion!]

Section dues are only $5 a year or $75 for a Lifetime membership. As part of the Fall (Autumn) Membership Promotion, all new annual memberships will be extended until 31 December, 2013! The section will be holding elections in November, so please join today so that you may participate in choosing the first set of elected officers–and please contact us if you are interested in any of the elected positions! More details to come on the BayesComp section website and the ISBA Bulletin. [You should definitely opt for the Life membership as I did, given that the transaction costs are paid only once! This also means more money for the Section to support younger members towards travel to conferences…]

Welcome to Year 1 BC (BayesComp)!

Nicolas Chopin, Peter Green, Antonietta Mira, Christian Robert and Håvard Rue.

ISBA gets [officially] younger!

Posted in Statistics with tags , , on September 15, 2012 by xi'an

I just missed the news that another section of ISBA had been officially created: j-ISBA stands for Junior-ISBA and aims to:

  1. promote and provide a forum for early career Bayesian researchers.
  2. organise conferences, workshops, and sessions in other meetings.
  3. provide social networking tools for early career Bayesian researchers in order to discuss research, exchange ideas with each other, and connect with the Bayesian community at large.

Annual  membership dues are $5 and if you join now during ISBA’s Fall Member Promotion, your membership will be extended until December 31, 2013!    Membership  in the section is limited to current students and junior researchers within five years of completing a degree.

The initial officers of the section are:

  • Section chair: Andrew Cron (Term: July 2012-December 2014)
  • Chair-elect: to be elected (Term: January 2014-December 2014)
  • Program chair: Francesca Ieva (Term: July 2012-December 2013)
  • Secretary: Marian Farah (Term: July 2012-December 2013)
  • Treasurer: Perla Reyes (Term: July 2012-December 2014)

The first election will be organized concurrently with the 2014 ISBA elections in the Fall of 2013, and will elect the Chair-elect, Program chair, and Secretary who will take office Jan 1, 2014. 

Exciting (Bayesian) times!!! Another by-product of the fantastic Kyoto meeting?!

Canberra-Goulburn

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , on August 16, 2012 by xi'an

After a short two-day visit to Canberra, I am now heading to Brisbane, last stop of my Australian Tour… I gave my Kyoto talk at ANU, failing to convince my guest Alan Welsh that ABC was a completely justified Bayesian inference method (with the sound argument that it failed the conditionality principle), had a great run in the morning to the top of Black Mountain, witnessing a very nice inversion shown below,

ate a great Indian dinner, and was driven by Alan the next morning to Goulburn for a joint meeting (“Goulburn 19”) between the statisticians of Canberra and of the University of Wollongong. This was a fairly interesting meeting, taking place in a motel conference room. Luxury, luxury!, the room even had a log fire (with the foreseeable consequence of inducing one of my customary and embarrassing dozes!) Actually, this seemed to be a signature of the place as the terrific Trapper’s Bakery across the street also had a fireplace… This meeting was very informal, friendly, and interactive, making me regret I had given there my most technical talk on Rao-Blackwellisation instead of one on ABC model choice.

quick impressions from Japan

Posted in pictures, Running, Travel with tags , , , , , , , , , on July 9, 2012 by xi'an

Just like last year trip to Shanghai was my first visit to China, this trip to Kyoto was my first time in Japan. I found the experience so exhilarating that I am already considering a trip back next year! (Especially since I could have lost all of my Kyoto pictures with my hard drive!) The mix of tradition and modernity, of history and high-tech, of chaotic architecture and smooth interactions, of rice fields in the shade of high-rises and of houses in the shade of expressways; all those snapshots, caught from the train as much as from the few hours I spent exploring the modern part of the city, are starting to blur already and I feel a need to go beyond to get a broader and deeper perspective on this fascinating country! Continue reading

Kant, Platon, Bayes, & Le Monde…

Posted in Books, Statistics, University life with tags , , , , , , , , , , , , on July 2, 2012 by xi'an

In the weekend edition of Le Monde I bought when getting out of my plane back from Osaka, and ISBA 2012!, the science leaflet has a (weekly) tribune by a physicist called Marco Zito that discussed this time of the differences between frequentist and Bayesian confidence intervals. While it is nice to see this opposition debated in a general audience daily like Le Monde, I am not sure the tribune will bring enough light to help to the newcomer to reach an opinion about the difference! (The previous tribune considering Bayesian statistics was certainly more to my taste!)

Since I cannot find a link to the paper, let me sum up: the core of the tribune is to wonder what does 90% in 90% confidence interval mean? The Bayesian version sounds ridiculous since “there is a single true value of [the parameter] M and it is either in the interval or not” [my translation]. The physicist then goes into stating that the probability is in fact “subjective. It measures the degree of conviction of the scientists, given the data, for M to be in the interval. If those scientists were aware of another measure, they would use another interval” [my translation]. Darn… so many misrepresentations in so few words! First, as a Bayesian, I most often consider there is a true value for the parameter associated with a dataset but I still use a prior and a posterior that are not point masses, without being incoherent, simply because the posterior only summarizes what I know about the  parameter, but is obviously not a property of the true parameter. Second, the fact that the interval changes with the measure has nothing to do with being Bayesians. A frequentist would also change her/his interval with other measures…Third, the Bayesian “confidence” interval is but a tiny (and reductive) part of the inference one can draw from the posterior distribution.

From this delicate start, things do not improve in the tribune: the frequentist approach is objective and not contested by Marco Zito, as it sounds eminently logical. Kant is associated with Bayes and Platon with the frequentist approach, “religious wars” are mentioned about both perspectives debating endlessly about the validity of their interpretation (is this truly the case? In the few cosmology papers I modestly contributed to, referees’ reports never objected to the Bayesian approach…) The conclusion makes one wonders what is the overall point of this tribune: superficial philosophy (“the debate keeps going on and this makes sense since it deals with the very nature of research: can we know and speak of the world per se or is it forever hidden to us? (…) This is why doubt and even distrust apply about every scientific result and also in other settings.”) or criticism of statistics (“science (or art) of interpreting results from an experiment”)? (And to preamp a foreseeable question: no, I am not writing to the journal this time!)

Awata Sanso dinner (Kyoto)

Posted in pictures, Travel with tags , , , , on July 1, 2012 by xi'an

Continue reading

ISBA 2012 [#3]

Posted in Statistics, Travel, University life with tags , , , , , , on June 29, 2012 by xi'an

A third and again very intense day at ISBA 2012: as Steve Scott said, “we are  getting Bayes-ed out”… It started for me with Robert Kohn’s particle filter session, where Julien Cornebise gave us programming recommendations to improve our code, performances, and overall impact of our research, passionately pleading for an object oriented approach that would make everything we program much more portable. Scott Sisson presented a new approach to density estimation for ABC purposes, using first a marginal estimation for each component of the statistic vector, then a normal mixture copula on the normal transforms of the inverse cdfs, and Robert concluded with a extension of  PMCMC to eliminate nuisance parameters by importance sampling, a topic we will discuss again when I visit Sydney in two weeks. The second session of the morning was ABC II, where David Nott spoke about the combination of ABC with Bayes linear tools, a paper Scott had presented in Banff last Spring, Michael Blum summarised the survey on the selection of summary statistics discussed earlier on the ‘Og, Jean-Michel spoke about our (recently accepted) LDA paper, acknowledging our initial (2005) misgivings about ABC (!), and Olie Ratmann concluded the session with a fairly exciting new notion of using a testing perspective to define acceptable draws. While I clearly enjoyed the amount of “ABC talks” during this meeting, several attendees mentioned to me it was a bit overwhelming… Well, my impression is that this conveyed high and loud the message that ABC is now truly part of the Bayesian toolbox, and that further theoretical exploration would be most welcomed.

The afternoon session saw another session I was involved in organising, along with Marc Suchard, on parallel computing for Bayesian calculations. Marc motivated the use of GPUs for a huge medical dataset, showing impressive gains in time for a MAP calculation, with promises of a more complete Bayesian processing. Steve Scott gave the distributed computing version of the session, with Google requirements for a huge and superfast logistic regression, Jarad Niemi went into the (highly relevant!) details of random processors on GPUs and Kenichiro McAlinn described an application to portfolio selection using GPUs. (The topic attracted a huge crowd and the room was packed!) I am sorry the parallel session on Bayesian success stories was taking place at the same time. As it related very much to our on-going project with Kerrie Mengersen (we are currently waiting for the return from  selected authors). Then it was time for a bit of joint work, along with a succulent macha ice-cream in Kyoto station, and another fairly exhausting if quality poster session.

I am sorry to miss the sessions of Friday (and got “flak” from Arnaud for missing his lecture!) as these were promising as well. (Again, anyone for a guest post?!) Overall, I come home exhausted but richer for the exchanges and all I learn from a very good and efficient meeting. Not even mentioning this first experience of Japan. (Written from Kansai Osaka airport on a local machine.)