Archive for latent Gaussian models

never mind the big data here’s the big models [workshop]

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on December 22, 2015 by xi'an

Maybe the last occurrence this year of the pastiche of the iconic LP of the Sex Pistols!, made by Tamara Polajnar. The last workshop as well of the big data year in Warwick, organised by the Warwick Data Science Institute. I appreciated the different talks this afternoon, but enjoyed particularly Dan Simpson’s and Rob Scheichl’s. The presentation by Dan was so hilarious that I could not resist asking him for permission to post the slides here:

Not only hilarious [and I have certainly missed 67% of the jokes], but quite deep about the meaning(s) of modelling and his views about getting around the most blatant issues. Ron presented a more computational talk on the ways to reach petaflops on current supercomputers, in connection with weather prediction models used (or soon to be used) by the Met office. For a prediction area of 1 km². Along with significant improvements resulting from multiscale Monte Carlo and quasi-Monte Carlo. Definitely impressive! And a brilliant conclusion to the Year of Big Data (and big models).

latent Gaussian model workshop in Reykjavik

Posted in Mountains, R, Statistics, Travel, University life with tags , , , , on March 29, 2013 by xi'an

An announcement for an Icelandic meeting next September, meeting I would have loved to attend (darn!)… This meeting is sponsored by the BayesComp session, of course!!!

We are pleased to announce that the University of Iceland will host the 3rd Workshop on Bayesian Inference for Latent Gaussian Models with Applications (LGM).

The workshop will be held in Reykjavik, Iceland, on September 12-14 2013 at Harpa ~V Reykjavik Concert Hall and Conference Centre:

The emphasized topics of LGM 2013 are:
-Machine learning
-Spatial and spatio-temporal modeling
-Bayesian non-parametrics
-Latent Gaussian models
-The workshop is not restricted to these topics

The invited speakers are:
-Matthias Katzfuß at Universität Heidelberg
-Bani Mallick at Texas A&M University
-Peter Müller at University of Texas
-Michèle Sebag at INRIA Saclay, CNRS
-Matthias Seeger at École Polytechnique Fédérale de Lausanne
-Christopher Wikle at University of Missouri

Registration fees:
Early bird fee before May 21th ~@ 375
Registration fee after May 21th ~@ 440
Student fee ~@ 250

Detailed information on the scientific program, conference field trip, organizing committee, scientific committee and meeting registration is available on the conference web-site:

LGM 2012, Trondheim (3)

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , on June 2, 2012 by xi'an

Last and final day of LGM 2012: it started most auspiciously with a bit of melted snow. The big news of the day however was [for me] that the next LGM was staged to take place in Reykjavik, Iceland. Indeed, Iceland is sharing top-of-the-list with Greenland and Patagonia for the countries I want to visit, one day, and I hope I will be able to attend and to take some time off to make a trek inland… Besides this personal (and therefore uninteresting!) happy event (!), the day contained a wealth of interesting talks, from Malgorzata Roos talking about using Hellinger distance to evaluate prior sensitivity (with the side impact of driving me posting a question on StackExchange about unbiased estimators of Hellinger distances!), to Aki Vehtari discussing cross-validation and other predictive entities (and concluding on the poor performances of DIC), to Luke Bornn proposing using auxiliary variables and warping to recover stationarity, to Alex Lenkoski achieving a fairly compelling advance by noticing that Gaussian graphical model selection can be handled outside the reversible jump framework, and more (including a machine-learning talk by Valeria Vitelli, now a next door neighbour at École Centrale, on the other side of Parc de Sceaux!). The conclusion talk by Gregor Gorjanc on statistical models for animal breeding genetics was more historical than methodological, however it should work as a nice refresher each time I need to make sure I understand the genetic vocabulary!

All in all, this was a wonderful workshop! New topics that I hope to study deeper, new people I was lucky to meet, most enjoyable city and running routes, hence a highly consistent choice of LGM meeting locations!, a superb sunset on the Trondheimsfjord the last evening, terrific breakfasts that border brunches, convenient travel connections (except for the last leg on the RER train from Charles de Gaulle where I got stuck for one hour)… Just great.

LCM 2012, Trondheim (2)

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , on June 1, 2012 by xi'an

Today was a much more rewarding day for me at LGM2012 as I was well-rested [and well-fed, thanks to a fantastic breakfast on brunost and gamalost cheeses!]. Indeed, I was able to follow almost all talks without micro-dozing intermissions and I particularly enjoyed those connected with ecology problems, incl. the one on musk oxen. Those morning talks also led me to ponder about the relevance of modelling the corresponding phenomena via Gaussian processes, beyond the computing advantages brought by the Gaussian nature of the underlying process and the availability of INLA. (One could rightly wonder what an agnostic like me is doing at an LGM conference: however, I find those new perspectives on spatial modelling and computing quite refreshing, as well as bringing me in touch with new communities.) Before getting any further into criticisms, I think I should read more carefully about those processes, for instance through Carl Rasmussen and Chris Willliams’  Gaussian Processes for Machine Learning… The afternoon saw more methodological talks with David Dunson speaking about Gaussian processes as a basis for Bayesian non-parametrics (and their frequentist convergence properties), which was quite interesting (although I wish David had given one talk instead of the equivalent to three talks!), and Chris Williams discussing the approximation techniques for Gaussian process regression,  another broad and informative talk! The poster session was also highly diverse, from many case studies to methodological entries on compound likelihood, Bayesian model choice and determinant fast computation. However, I did not stay till the end to go running along the beautiful coast of the Tromdheimsfjord, around the Lade peninsula, enjoying the sun that had showed up in the late afternoon if not the fierce and cold wind…

Incidentally, I learned today (during Dan Simpson’s reinvigorating talk) that Cholesky was a French mathematician (who died at the very end of WWI, at the age of 43, as a colonel in the French artillery, and whose famous decomposition got published posthumously by a fellow officer).

LGM 2012, Trondheim

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , on May 31, 2012 by xi'an

A break from the “snapshots from Guérande” that will be a relief for all ‘ Og readers, I am sure: I am now in Trondheim, Norway, for the second Latent Gaussian model meeting, organised by Håvard Rue and his collaborators. As in the earlier edition in Zürich, the main approach to those models (that is adopted in the talks) is the INLA methodology of Rue, Martino and Chopin. I nonetheless (given the theme) gave a presentation on Rao-Blackwellisation techniques for MCMC algorithms. As I had not printed the program of the meeting prior to my departure (blame Guérande!), I had not realised I had only 20 minutes for my talk and kept adding remarks and slides during the flight from Amsterdam to Trondheim [where the clouds prevented me from seeing Jotunheimen]. (So I had to cut the second half of the talk below on parallelisation. Even with this cut, the 20 minutes went awfully fast!) Apart from my talk, I am afraid I was not in a sufficient state of awareness [due to a really early start] to give a comprehensive of the afternoon talks….

Trondheim is a nice city that sometimes feels like a village despite its size. Walking up to the university along typical wooden houses, then going around the town and along the river tonight while running a 10k loop left me with the impression of a very pleasant place (at least in the summer months).

Latent Gaussian Models im Zürich [day 1]

Posted in R, Statistics with tags , , , , , on February 5, 2011 by xi'an

An interesting first day (for me) at the Latent Gaussian Models workshop in Zürich. The workshop is obviously centred at the INLA approach, with Havard Rue giving a short course on Wednesday then a wide ranging tour of the applications and extensions of INLA this afternoon. Thanks to his efforts in making the method completely accessible for many models through an R package, using mode description commands like

inla(formula, family="weibull", data=Kidney, control.inla=list(h=0.001))

there is now a growing community of INLA users. As exemplified by the attendees to this workshop. Chris Holmes gave another of his inspirational talks this afternoon when defending the use of quasi-Monte Carlo methods in Bayes factor approximations. The model choice session this morning showed interesting directions, including a calibration of the Hellinger distance by Bernoulli distributions, while the application session this afternoon covered owls, bulls, and woolly mammoths. I even managed to speak about ABC model choice, Gaussian approximations of Ising models, stochastic volatility modelling, and grey codes for variable selection, before calling it a (full and fruitful) day!

Latent Gaussian Models in Zurich

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , on February 2, 2011 by xi'an

Here are the slides of my talk—with some recycling from my slides at Wharton—at the workshop on Bayesian Inference for Latent Gaussian Models in Zurich next Saturday, in obvious connection with the recent arXiv posting and the three posts about ABC model choice. Although there is nothing really Gaussian in the talk, I hope I will get comments from the audience. (And maybe results from a population genetics experiment we are currently running…)


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