Archive for PhD students

Blackwell-Rosenbluth Award deadline extended to 7 August 2022

Posted in pictures, Statistics, University life with tags , , , , on July 30, 2022 by xi'an

The deadline for submission of a nomination for the Blackwell-Rosenbluth j-ISBA Award is now 7 August. Ph.D. students or early career researchers who obtained their PhD after January 1, 2017 are eligible for nomination. A nomination may come from any ISBA member, including the nominee themselves.

important Markov chains

Posted in Books, Statistics, University life with tags , , , , , , , , , , , on July 21, 2022 by xi'an

With Charly Andral (PhD, Paris Dauphine), Randal Douc, and Hugo Marival (PhD, Telecom SudParis), we just arXived a paper on importance Markov chains that merges importance sampling and MCMC. An idea already mentioned in Hastings (1970) and even earlier in Fodsick (1963), and later exploited in Liu et al.  (2003) for instance. And somewhat dual of the vanilla Rao-Backwellisation paper Randal and I wrote a (long!) while ago. Given a target π with a dominating measure π⁰≥Mπ, using a Markov kernel to simulate from this dominating measure and subsampling by the importance weight ρ does produce a new Markov chain with the desired target measure as invariant distribution. However, the domination assumption is rather unrealistic and a generic approach can be implemented without it, by defining an extended Markov chain, with the addition of the number N of replicas as the supplementary term… And a transition kernel R(n|x) on N with expectation ρ, which is a minimal(ist) assumption for the validation of the algorithm.. While this initially defines a semi-Markov chain, an extended Markov representation is also feasible, by decreasing N one by one until reaching zero, and this is most helpful in deriving convergence properties for the resulting chain, including a CLT.  While the choice of the kernel R is free, the optimal choice is associated with residual sampling, where only the fractional part of ρ is estimated by a Bernoulli simulation.

BAYSM 2020, Kunming, China [reposted]

Posted in Kids, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , on January 13, 2020 by xi'an

The 5th Bayesian Young Statisticians Meeting, BAYSM2020, will take place in Kunming, China (June 26-27, 2020) as a satellite to the ISBA 2020 world meeting. BAYSM is the official conference of j-ISBA, the junior section of the International Society for Bayesian Analysis. It is intended for Ph.D. Students, M.S. Students, Post-Docs, Young and Junior researchers working in the field of Bayesian statistics, providing an opportunity to connect with the Bayesian community at large. Senior discussants will be present at each session, providing participants with hints, suggestions and comments to their work. Distinguished professors of the Bayesian community will also participate as keynote speakers, making an altogether exciting program.

Registration is now open (https://baysm2020.uconn.edu/registration) and will be available with an early bird discount until May 1, 2020. The event will be hosted at the Science Hall of Yunnan University (Kunming, China) right before ISBA 2020 world meeting. BAYSM 2020 will include social events, providing the opportunity to get to know other junior Bayesians.

Young researchers interested in giving a talk or presenting a poster are invited to submit an extended abstract by March 29, 2020. All the instructions for the abstract submission are reported at the page https://baysm2020.uconn.edu/call-dates

Thanks to the generous support of ISBA, a number of travel awards are available to support young researchers.

Keynote speakers:
Maria De Iorio
David Dunson
Sylvia Frühwirth-Schnatter
Xuanlong Nguyen
Amy Shi
Jessica Utts

Confirmed discussants:
Jingheng Cai
Li Ma
Fernando Quintana
Francesco Stingo
Anmin Tang
Yemao Xia

While the meeting is organized for and by junior Bayesians, attendance is open to anyone who may be interested. For more information, please visit the conference website: https://baysm2020.uconn.edu/

postgraduate open day at Warwick [4 Dec]

Posted in pictures, Statistics, University life with tags , , , , , , , , , , on November 12, 2019 by xi'an

The department of Statistics at the University of Warwick is holding an open day for prospective PhD students on 4 December 2019, starting at 2pm (with free lunch at 1pm). In the Mathematical Sciences Building common room (room MB1.02). The Director of Graduate Studies, Professor Mark Steel, and the PhD admissions tutors Professors Martyn Plummer and Barbel Finkelstadt Rand will give short presentations about what it means to do a PhD, what it means to do it at Warwick, the benefits of a PhD degree, and the application process.

Subsequently there will be an informal meeting, during which students have the possibility to ask questions and find out more about the different PhD opportunities at Warwick Statistics; in fact, we offer a very broad range of possibilities, giving a lot of choice for potential applicants. Current members of staff will be invited to participate, to discuss potential projects.

UK travel expenses will be covered by the Department of Statistics (standard class travel by public transport with pre-booked tickets). Please register if interested in this event.

y a plus de mouchoirs au bureau des pleurs

Posted in pictures, University life with tags , , , , , , , , , on January 10, 2019 by xi'an

Once the French government started giving up to some requests of the unstructured “gilets jaunes” protesters, it was like a flood or flush gate had opened and every category was soon asking for a rise (in benefits) and a decrease (in taxes) or the abolition of a recent measure (like the new procedure for entering university after high school). As an illustration, I read a rather bemusing tribune in Le Monde from a collective of PhD students against asking non-EU students (including PhD students) to pay fees to study in French universities. This may sound a bit of a surrealistic debate from abroad, but the most curious point in the tribune [besides the seemingly paradoxical title of students against Bienvenue En France!] is to argue that asking these students to pay the intended amount would bring their net stipends below the legal minimum wage, considering that they are regular workers… (Which is not completely untrue when remembering that in France the stipends are taxed for income tax and retirement benefits and unemployment benefits, meaning that a new PhD graduate with no position can apply for these benefits.) It seems to me that the solution adopted in most countries, namely that the registration fees are incorporated within the PhD grants, could apply here as well… The other argument that raising these fees from essentially zero to 3000 euros is going to stop bright foreign students to do their PhD in France is not particularly strong when considering that the proportion of foreign students among PhD students here is slightly inferior to the proportion in the UK and the US, where the fees are anything but negligible, especially for foreign students.

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