Archive for O-Bayes 2013

O’Bayes 2013 [#2]

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , on December 19, 2013 by xi'an

IMG_2193Another day at O’Bayes 2013, recovering from the flow of reminiscences of yesterday. Talks from Guido Consonni on running reference model selection in complex designs, from Dimitris Fouskakis on integrating out imaginary observations in a g-prior, which seems to bring more sparsity than the hyper-g prior in variable selection, from François Perron on Bayesian inference for copulas, with an innovative parametrisation and links with Polya trees, from Nancy Reid and Laura Ventura on likelihood approximations and pseudo-likelihoods, offering a wide range of solutions for ABC (or BC) references (with the lingering question of the validation of the approximation for a given sample, as discussed by Brunero Liseo) and from two physicists to conclude the day! Tomorrow is the final day and I hope I can go running a last time in the woods before the flights back to Paris.

O’Bayes 2013

Posted in Statistics, Travel, University life, Wines with tags , , , , , , , on December 17, 2013 by xi'an

IMG_2188It was quite sad that we had to start the O-Bayes 2103 conference with the news that Dennis Lindley passed away, but the meeting is the best opportunity to share memories and stress his impact on the field. This is what happened yesterday in and around the talks. The conference(s) is/are very well-attended, with 200-some participants in total, and many young researchers. As in the earlier meetings, the talks are a mixture of “classical” objective Bayes and non-parametric Bayes (my own feeling being of a very fuzzy boundary between both perspectives, both relying to some extent on asymptotics for validation). I enjoyed in particular Jayanta’s Ghosh talk on the construction of divergence measures for reference priors that would necessarily lead to the Jeffreys prior. With the side open problem of determining whether there are only three functional distances (Hellinger, Kullback and L1 that are independent of the dominating measure. (Upon reflection, I am not sure about this question and whether I got it correctly, as one can always use the prior π as the dominating measure and look at divergences of the form

J(\pi) = \int d\left(\dfrac{\text{d}\pi(\cdot|x)}{\text{d}\pi(\cdot)}\right) m(x)\text{d}x

which seems to open up the range of possible d’s…) However, and in the great tradition of Bayesian meetings, the best part of the day was the poster session. From enjoying a (local) beer with old friends to discussing points and details.  (It is just unfortunate that by 8:15 I was simply sleeping on my feet and could not complete my round of O’Bayes posters, not even mentioning EFaB posters that sounded equally attractive… I even missed discussing around a capture-recapture poster!)

off to Duke

Posted in Books, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on December 15, 2013 by xi'an

IMG_2181On my way to Duke and O’Bayes 2013, I took an early flight to Atlanta, with a bit of a delay because of a faulty tractor in Charles de Gaulle airport but all in all an overall smooth trip. We alas flew too much south this time to get any view of Greenland except for the glimpse below… Apart from working on my slides for today’s lecture, I watched bits (actually most) of rather silly films, The Lone Ranger and Oblivion, not really worth reviewing here. (The former is playing too much on second degree references to Pirates of the Caribbean. From Johnny Depp making faces to his playing with his watch, to the recurrent madman wearing women’s clothes and playing with an umbrella. The second one was just appalling, from the abysmally poor acting to the ultimate absence of a plot…) I also read in The NYT about a new super-prize in Mathematics to be launched by a few “philanthropists”, including Mark Zuckerberg. The paper was not giving any detail on the focus of the prize and on the motives of the generous donators. Interestingly, the similar prize they set for physics went to two proponents of string theory, which is still a mathematical construct with no experimental evidence, as far as I understand…IMG_2176Rereading Johnson’s PNAS paper for my tutorial had the side result of making me realise him using a flat prior on a normal mean without more justification than there is a “constant factor that arises from the uniform distribution on μ”…

fie on fee frenzy!

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , , , , , , on June 11, 2013 by xi'an

London by Delta, Dec. 14, 2011In the past years, I noticed a clear inflation on conference fees, inflation that I feel unjustified… I already mentioned the huge $720 fees for the Winter Simulation Conference (WSC 2012), which were certainly not all due to the heating bill! Even conferences held by and in universities or societies seem to face the same doom: to stick to conferences I will attend—and do support, to the point of being directly or indirectly involved—, take for instance Bayes 250 in London (RSS Headquarters), £135, Bayes 250 at Duke, $190, both one day-long, and O-Bayes 2013, also at Duke, $480 (in par with JSM fees)… While those later conferences include side “benefits” like meals and banquet, the amount remains large absolutive. Too large. And prohibitive for participants from less-favoured countries (possibly including speakers themselves in the case of O-Bayes 2013). And also counter-productive in the case of both Bayes 250 conferences since we want to get together to celebrate two and a half centuries of Bayesian statistics. Since most of the talks there will be partly commemorative, rather than on the brink of research, I fear some people may have to make a choice to allocate their meagre research funds to other conferences. And I do not understand why universities now consider organising meetings as a source of income rather than as a natural part of their goals.

Now, you may ask, and what about MCMski on which I have more than a modicum of control..?! Well, the sole cost there is renting the conference centre in Chamonix, which is the only place I knew where a large conference could be held. Apart from that, no frill! The coffee breaks will be few and frugal, there will be no free lunch or breakfast or banquet, and no one will get a free entry or a paid invitation. As a result, the registration fee is only 170€ for three days (plus a free satellite meeting the next day), an amount computed on an expected number of participants of 150 and which could lead me to pay the deficit from my own research grants in case I am wrong.  (And may I recall the “ABC in…” series, which has been free of fees so far!)

My point, overall, is that we should aim at more frugal meetings, in order to attract larger and more diverse crowds (even though fees are only part of the equation, lodging and travelling can be managed to some extent as long as the workshop is not in too an exotic location).

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