ABC with Gibbs steps

With Grégoire Clarté, Robin Ryder and Julien Stoehr, all from Paris-Dauphine, we have just arXived a paper on the specifics of ABC-Gibbs, which is a version of ABC where the generic ABC accept-reject step is replaced by a sequence of n conditional ABC accept-reject steps, each aiming at an ABC version of a conditional distribution extracted from the joint and intractable target. Hence an ABC version of the standard Gibbs sampler. What makes it so special is that each conditional can (and should) be conditioning on a different statistic in order to decrease the dimension of this statistic, ideally down to the dimension of the corresponding component of the parameter. This successfully bypasses the curse of dimensionality but immediately meets with two difficulties. The first one is that the resulting sequence of conditionals is not coherent, since it is not a Gibbs sampler on the ABC target. The conditionals are thus incompatible and therefore convergence of the associated Markov chain becomes an issue. We produce sufficient conditions for the Gibbs sampler to converge to a stationary distribution using incompatible conditionals. The second problem is then that, provided it exists, the limiting and also intractable distribution does not enjoy a Bayesian interpretation, hence may fail to be justified from an inferential viewpoint. We however succeed in producing a version of ABC-Gibbs in a hierarchical model where the limiting distribution can be explicited and even better can be weighted towards recovering the original target. (At least with limiting zero tolerance.)

logicomix redux

I had not made the link until the last speaker of the 50 years of Dauphine commemoration was introduced that he was one of the authors of Logicomix. He spoke of the mathematical modeling of neurons and brain activity, rather than comics, but at a very low level that he called cartoonesque. It is a rare event that cartoon characters can be met in the flesh!

postdoc position still open

The post-doctoral position supported by the ANR funding of our Paris-Saclay-Montpellier research conglomerate on approximate Bayesian inference and computation remains open for the time being. We are more particularly looking for candidates with a strong background in mathematical statistics, esp. Bayesian non-parametrics, towards the analysis of the limiting behaviour of approximate Bayesian inference. Candidates should email me (gmail address: bayesianstatistics) with a detailed vita (CV) and a motivation letter including a research plan. Letters of recommendation may also be emailed to the same address.

instituts interdisciplinaires d’intelligence artificielle

Four French institutes have just been selected by [the jury mandated by] the French Government to become interdisciplinary institutes for artificial intelligence (3IA):

•    ANITI (Toulouse), centred at l’Université Fédérale Toulouse Midi-Pyrénées
•    MIAI @ Grenoble Alpes (Grenoble), centred at l’Université Grenoble Alpes
•    PRAIRIE (Paris), centred à Inria
•    3IA Côte d’Azur (Nice), centred at l’Université Côte d’Azur

with Paris Dauphine, PSL Research University, a component of the third institute. (Where Prairie stands for PaRis Artificial Intelligence Research InstitutE.) This follows the “plan Villani“, launched by Cédric Villani to boost research in artificial intelligence in France and [possibly] slow down the brain drain of French IA researchers. With individual chairs attribued to each project, soon to be announced.

heart of Paris

Notre Drame

Gone…! [Ash Monday]

Even stronger and farther-reaching a symbol of Paris than the Eiffel Tower, the Notre-Dame-de-Paris cathedral is now burning down. Only Hugo can make for the memory of this monumental loss:

“Sur la face de cette vieille reine de nos cathédrales, à côté d’une ride on trouve toujours une cicatrice. Tempua edax, homo edacior; ce que je traduirais volontiers ainsi: le temps est aveugle, l’homme est stupide.” Victor Hugo, Notre-Dame-de-Paris, 1831

“Notre-Dame est aujourd’hui déserte, inanimée, morte. On sent qu’il y a quelque chose de disparu. Ce corps immense est vide; c’est un squelette; l’esprit l’a quitté, on en voit la place, et voilà tout.” Victor Hugo, Notre-Dame-de-Paris, 1831

“Tous les yeux s’étaient levés vers le haut de l’église. Ce qu’ils voyaient était extraordinaire. Sur le sommet de la galerie la plus élevée, plus haut que la rosace centrale, il y avait une grande flamme qui montait entre les deux clochers avec des tourbillons d’étincelles, une grande flamme désordonnée et furieuse dont le vent emportait par moments un lambeau dans la fumée. ” Victor Hugo, Notre-Dame-de-Paris, 1831

The spire is gone. The roof is gone. What’s terrible is that it survived the French revolution, which wanted to tear it down, the 1870 siege of Paris by Prussian troops, the Commune de Paris, the 1914-1918 canon bombs from German guns, the 1944 air bombings by Allied planes. (Once again an accidental fire started by maintenance works. As in the Brazilian Museum of Natural History, Windsor Castle, Glasgow, Rennes, &tc.)