Archive for Marseille

the three i’s of poverty

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , on September 15, 2019 by xi'an

Today I made a “quick” (10h door to door!) round trip visit to Marseille (by train) to take part in the PhD thesis defense (committee) of Edwin Fourrier-Nicolaï, which title was Poverty, inequality and redistribution: an econometric approach. While this was mainly a thesis in economics, meaning defending some theory on inequalities based on East German data, there were Bayesian components in the thesis that justified (to some extent!) my presence in the jury. Especially around mixture estimation by Gibbs sampling. (On which I started working almost exactly 30 years ago, when I joined Paris 6 and met  Gilles Celeux and Jean Diebolt.) One intriguing [for me] question stemmed from this defense, namely the notion of a Bayesian estimation of a three i’s of poverty (TIP) curve. The three i’s stand for incidence, intensity, and inequality, as, introduced in Jenkins and Lambert (1997), this curve measure the average income loss from the poverty level for the 100p% lower incomes, when p varies between 0 and 1. It thus depends on the distribution F of the incomes and when using a mixture distribution its computation requires a numerical cdf inversion to determine the income p-th quantile. A related question is thus on how to define a Bayesian estimate of the TIP curve. Using an average over the values of an MCMC sample does not sound absolutely satisfactory since the upper bound in the integral varies for each realisation of the parameter. The use of another estimate would however require a specific loss function, an issue not discussed in the thesis.

Calanques, calanques [aka 40/40]

Posted in Mountains, pictures, Running, Travel, University life with tags , , , , , , , , , , , on May 17, 2019 by xi'an

mare e monti [climbing up Rumpe Cuou]

Posted in Mountains, pictures, Running, Travel with tags , , , , , , , , , , , on December 18, 2018 by xi'an

While at CIRM for Bayes for Good and Big Bayes workshops, I went again climbing with Nicolas, a guide from Cassis. As we had picked a day when the mistral (a local Northeasterner) was high and made climbing unpleasant and freezing, Nicolas picked a domain on the `other’ side, that was completely protected and started from the sea and went up in the sun, the wind only hitting us at the top, after six pitches, most of which I managed to lead.

We proceeded fast enough to get down for a second route, just as pleasant, finishing at the top as the Sun was setting down behind the islands below us. A well-chosen set of levels (5b, 5c) and rock-types like slab for my level and a nice conslusion to three climbing outings within a month. (Note that most pictures of our route are not mine as my camera battery went down before we even started.)

a book by C.Robert [not a book review]

Posted in Books, Kids, pictures, Statistics, University life with tags , , , , , , , , , on December 10, 2018 by xi'an

à la maison des mathématiciens [Jean Morlet chair, CIRM, Luminy]

Posted in pictures, Travel, University life with tags , , , , , , , , , , , , , on December 6, 2018 by xi'an

Big Bayes goes South

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , on December 5, 2018 by xi'an

At the Big [Data] Bayes conference this week [which I found quite exciting despite a few last minute cancellations by speakers] there were a lot of clustering talks including the ones by Amy Herring (Duke), using a notion of centering that should soon appear on arXiv. By Peter Müller (UT, Austin) towards handling large datasets. Based on a predictive recursion that takes one value at a time, unsurprisingly similar to the update of Dirichlet process mixtures. (Inspired by a 1998 paper by Michael Newton and co-authors.) The recursion doubles in size at each observation, requiring culling of negligible components. Order matters? Links with Malsiner-Walli et al. (2017) mixtures of mixtures. Also talks by Antonio Lijoi and Igor Pruenster (Boconni Milano) on completely random measures that are used in creating clusters. And by Sylvia Frühwirth-Schnatter (WU Wien) on creating clusters for the Austrian labor market of the impact of company closure. And by Gregor Kastner (WU Wien) on multivariate factor stochastic models, with a video of a large covariance matrix evolving over time and catching economic crises. And by David Dunson (Duke) on distance clustering. Reflecting like myself on the definitely ill-defined nature of the [clustering] object. As the sample size increases, spurious clusters appear. (Which reminded me of a disagreement I had had with David McKay at an ICMS conference on mixtures twenty years ago.) Making me realise I missed the recent JASA paper by Miller and Dunson on that perspective.

Some further snapshots (with short comments visible by hovering on the picture) of a very high quality meeting [says one of the organisers!]. Following suggestions from several participants, it would be great to hold another meeting at CIRM in a near future. Continue reading

sunset on Riou Island [jatp]

Posted in Mountains, pictures, Travel with tags , , , , , , , , , , , on November 30, 2018 by xi'an