Archive for Montpellier

SPA 2015 Oxford

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , on July 14, 2015 by xi'an

Today I gave a talk on Approximate Bayesian model choice via random forests at the yearly SPA (Stochastic Processes and their Applications) 2015 conference, taking place in Oxford (a nice town near Warwick) this year. In Keble College more precisely. The slides are below and while they are mostly repetitions of earlier slides, there is a not inconsequential novelty in the presentation, namely that I included our most recent and current perspective on ABC model choice. Indeed, when travelling to Montpellier two weeks ago, we realised that there was a way to solve our posterior probability conundrum!

campusDespite the heat wave that rolled all over France that week, we indeed figured out a way to estimate the posterior probability of the selected (MAP) model, way that we had deemed beyond our reach in previous versions of the talk and of the paper. The fact that we could not provide an estimate of this posterior probability and had to rely instead on a posterior expected loss was one of the arguments used by the PNAS reviewers in rejecting the paper. While the posterior expected loss remains a quantity worth approximating and reporting, the idea that stemmed from meeting together in Montpellier is that (i) the posterior probability of the MAP is actually related to another posterior loss, when conditioning on the observed summary statistics and (ii) this loss can be itself estimated via a random forest, since it is another function of the summary statistics. A posteriori, this sounds trivial but we had to have a new look at the problem to realise that using ABC samples was not the only way to produce an estimate of the posterior probability! (We are now working on the revision of the paper for resubmission within a few week… Hopefully before JSM!)

snapshot from Montpellier

Posted in Books, pictures, Travel, University life, Wines with tags , , , , on July 5, 2015 by xi'an

comedie

a senseless taxi-ride

Posted in pictures, Travel with tags , , , , on May 23, 2015 by xi'an

This morning, on my way to the airport (and to Montpellier for a seminar), Rock, my favourite taxi-driver, told me of a strange ride he endured the night before, so strange that he had not yet fully got over it! As it happened, he had picked an elderly lady with two large bags in the vicinity after a radio-call and drove her to a sort of catholic hostel in down-town Paris, near La Santé jail, a pastoral place housing visiting nuns and priests. However, when they arrived there, she asked the taxi to wait before leaving, quite appropriately as she had apparently failed to book the place. She then asked my friend to take her to another specific address, an hotel located nearby at Denfert-Rochereau. While Rock was waiting and the taxi counter running, the passenger literally checked in by visiting the hotel room and deciding she did not like it so she gave my taxi yet another hotel address near Saint-Honoré where she repeated the same process, namely visited the hotel room with the same outcome that she did not like the place. My friend was then getting worried about the meaning of this processionary trip all over Paris, the more because the lady did not have a particularly coherent discourse. And could not stop talking. The passenger then made him stop for food and drink, and, while getting back in the taxi, ordered him to drive her back to her starting place. After two hours and half, they thus came back to the place, with a total bill of 113 euros. The lady then handled a 100 euro bill to the taxi-driver, declaring she did not have any further money and that he should have brought her home directly from the first place they had stopped… In my friend’s experience, this was the weirdest passenger he ever carried and he thought the true point of the ride was to escape solitude and loneliness for one evening, even if chatting about non-sense the whole time.

speed seminar-ing

Posted in Books, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on May 20, 2015 by xi'an

harbour in the morning, Carnon, June 15, 2012Yesterday, I  made a quick afternoon trip to Montpellier as replacement of a seminar speaker who had cancelled at the last minute. Most obviously, I gave a talk about our “testing as mixture” proposal. And as previously, the talk generated a fair amount of discussion and feedback from the audience. Providing me with additional aspects to include in a revision of the paper. Whether or not the current submission is rejected, new points made and received during those seminars will have to get in a revised version as they definitely add to the appeal to the perspective. In that seminar, most of the discussion concentrated on the connection with decisions based on such a tool as the posterior distribution of the mixture weight(s). My argument for sticking with the posterior rather than providing a hard decision rule was that the message is indeed in arguing hard rules that end up mimicking the p- or b-values. And the catastrophic consequences of fishing for significance and the like. Producing instead a validation by simulating under each model pseudo-samples shows what to expect for each model under comparison. The argument did not really convince Jean-Michel Marin, I am afraid! Another point he raised was that we could instead use a distribution on α with support {0,1}, to avoid the encompassing model he felt was too far from the original models. However, this leads back to the Bayes factor as the weights in 0 and 1 are the marginal likelihoods, nothing more. However, this perspective on the classical approach has at least the appeal of completely validating the use of improper priors on common (nuisance or not) parameters. Pierre Pudlo also wondered why we could not conduct an analysis on the mixture of the likelihoods. Instead of the likelihood of the mixture. My first answer was that there was not enough information in the data for estimating the weight(s). A few more seconds of reflection led me to the further argument that the posterior on α with support (0,1) would then be a mixture of Be(2,1) and Be(1,2) with weights the marginal likelihoods, again (under a uniform prior on α). So indeed not much to gain. A last point we discussed was the case of the evolution trees we analyse with population geneticists from the neighbourhood (and with ABC). Jean-Michel’s argument was that the scenari under comparison were not compatible with a mixture, the models being exclusive. My reply involved an admixture model that contained all scenarios as special cases. After a longer pondering, I think his objection was more about the non iid nature of the data. But the admixture construction remains valid. And makes a very strong case in favour of our approach, I believe.

masbruguiere2After the seminar, Christian Lavergne and Jean-Michel had organised a doubly exceptional wine-and-cheese party: first because it is not usually the case there is such a post-seminar party and second because they had chosen a terrific series of wines from the Mas Bruguière (Pic Saint-Loup) vineyards. Ending up with a great 2007 L’Arbouse. Perfect ending for an exciting day. (I am not even mentioning a special Livarot from close to my home-town!)

likelihood-free model choice

Posted in Books, pictures, Statistics, University life, Wines with tags , , , , , , , on March 27, 2015 by xi'an

Jean-Michel Marin, Pierre Pudlo and I just arXived a short review on ABC model choice, first version of a chapter for the incoming Handbook of Approximate Bayesian computation edited by Scott Sisson, Yannan Fan, and Mark Beaumont. Except for a new analysis of a Human evolution scenario, this survey mostly argues for the proposal made in our recent paper on the use of random forests and [also argues] about the lack of reliable approximations to posterior probabilities. (Paper that was rejected by PNAS and that is about to be resubmitted. Hopefully with a more positive outcome.) The conclusion of the survey is  that

The presumably most pessimistic conclusion of this study is that the connections between (i) the true posterior probability of a model, (ii) the ABC version of this probability, and (iii) the random forest version of the above, are at best very loose. This leaves open queries for acceptable approximations of (i), since the posterior predictive error is instead an error assessment for the ABC RF model choice procedure. While a Bayesian quantity that can be computed at little extra cost, it does not necessarily compete with the posterior probability of a model.

reflecting my hope that we can eventually come up with a proper approximation to the “true” posterior probability…

Domaine de Mortiès [in the New York Times]

Posted in Mountains, Travel, Wines with tags , , , , , , , , , , , , , on March 7, 2015 by xi'an

IMG_0245

“I’m not sure how we found Domaine de Mortiès, an organic winery at the foothills of Pic St. Loup, but it was the kind of unplanned, delightful discovery our previous trips to Montpellier never allowed.”

Last year,  I had the opportunity to visit and sample (!) from Domaine de Mortiès, an organic Pic Saint-Loup vineyard and winemaker. I have not yet opened the bottle of Jamais Content I bought then. Today I spotted in The New York Times a travel article on A visit to the in-laws in Montpellier that takes the author to Domaine de Mortiès, Pic Saint-Loup, Saint-Guilhem-du-Désert and other nice places, away from the overcrowded centre of town and the rather bland beach-town of Carnon, where she usually stays when visiting. And where we almost finished our Bayesian Essentials with R! To quote from the article, “Montpellier, France’s eighth-largest city, is blessed with a Mediterranean sun and a beautiful, walkable historic centre, a tourist destination in its own right, but because it is my husband’s home city, a trip there never felt like a vacation to me.” And when the author mentions the owner of Domaine de Mortiès, she states that “Mme. Moustiés looked about as enthused as a teenager working the checkout at Rite Aid”, which is not how I remember her from last year. Anyway, it is fun to see that visitors from New York City can unexpectedly come upon this excellent vineyard!

Moonset near Montpellier

Posted in pictures, Travel with tags , , , , , on February 2, 2015 by xi'an

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