Archive for Phoenix

AISTATS 2014 (day #1)

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , on April 23, 2014 by xi'an

divide1First day at AISTATS 2014! After three Icelandic vacations days driving (a lot) and hinkg (too little) around South- and West-Iceland, I joined close to 300 attendees for this edition of the AISTATS conference series. I was quite happy to be there, if only because I had missed the conference last year (in Phoenix) and did not want this to become a tradition… Second, the mix of statistics, artificial intelligence and machine learning that characterises this conference is quite exciting, if challenging at time. What I most appreciated in this discovery of the conference is the central importance of the poster session, most talks being actually introductions to or oral presentations of posters! I find this feature terrific enough (is there such a notion as “terrific enough”?!) worth adopting in future conferences I am involved in. I just wish I had managed to tour the whole collection of posters today… The (first and) plenary lecture was delivered by Peter Bühlman, who spoke about a compelling if unusual (for me) version of causal inference. This was followed by sessions on Gaussian processes, graphical models, and mixed data sources. One highlight talk was the one by Marc Deisenroth, who showed impressive robotic fast learning based on Gaussian processes. At the end of this full day, I also attended an Amazon mixer where I learned about Amazon‘s entry on the local market, where it seems the company is getting a better picture of the current and future state of the U.S. economy than governmental services, thanks to a very fine analysis of the sales and entries on Amazon‘s entry. Then it was time to bike “home” on my rental bike, in the setting sun…

AISTATS 2014 in Reykjavik, Iceland

Posted in Mountains, Statistics, Travel, University life with tags , , , , , on June 26, 2013 by xi'an

The next AISTATS conference will take place in Reykjavik, Iceland. On April 22-25, 2014. This conference “is an interdisciplinary gathering of researchers at the intersection of computer science, artificial intelligence, machine learning, statistics, and related areas.” The deadline for paper submissions is November 1, 2013. And there is a deadline for late-breaking poster abstract submissions, namely January 24. Given my heavy travel schedule next year, I am not sure I can attend, but I am definitely tempted! Esp. since I missed AISTATS 2013 in Phoenix, where I was kindly invited, due to The Accident

AISTAT 2013

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , on March 9, 2013 by xi'an

In case you have missed the announcement, the AISTAT 2013 conference will take place in Phoenix, Arizona, on April 29-May 01, 2013.  This is the Sixteenth International Conference on Artificial Intelligence and Statistics. Registration and hotel reservation are now open. (Not that this is particularly relevant but I will attend the conference and give a lecture on, surprise, surprise!… ABC. Looking at the past location, it seems this is the first one not taking place on a beach, for which I am grateful! I am looking forward climbing near Phoenix, welcoming any suggestion to this effect.)

WSC 2012, Berlin

Posted in pictures, Running, Travel, University life with tags , , , , , , , on December 13, 2012 by xi'an

Berliner Dom, from Schoßplatz, Berlin, Dec. 10, 2012For once, while being away at a conference (WSC 2012), I will not be reporting on every day and session, for the simple reason I attended very few sessions and have therefore little to report! Last year in Phoenix, I had already resented a certain difficulty to relate with most of the talks and felt it unprofitable to attend most sessions, except those organised by Pierre Lécuyer and co-authors. This year, the pervasive combination of snowed-in Berlin, of a nice rental apartment (five time cheaper than the fancy Intercontinental), shared with Jean-Michel Marin whose inputs on the book were way overdue, of the distance to the Intercontinental, and of moderately exciting sessions meant that we spent most of the conference closeted in this apartment in Schöneberg, except for a quick stroll on Unter den Linden and for the inaugural conference by Stefan Rahmstorf on climate change (whose contents were surely worth broadcasting, although mildly related with simulation), a session on rare event simulation, and the session I organised on Monte Carlo Methods in Statistics (same title as the special issue of TOMACS, not coincidentally!). Actually, the feeling was mutual, apparently!, as our session attracted very few WSC 2012 attendees, a shame when considering the three great talks delivered by Anthony Lee, Jean-Michel Marin, and Nial Friel. To wit, Anthony talked about several scenarios for running ABC (see my earlier post of yesterday), Jean-Michel explained the tolerance selection developed in our recent paper, and Nial Friel discussed an on-going project dealing with composite likelihood in Gibbs random fields, a topic obviously close to my interests and the just accepted PNAS paper!

Winter simulation conference [im Berlin]

Posted in Statistics, Travel, University life with tags , , , , , on March 25, 2012 by xi'an

Here is a call for papers for the 2012 Winter Simulation Conference (WSC) that will take place in Berlin, December 9-12, this year, following Phoenix last year. I am organising a session there on statistical Monte Carlo methods with Nial Friel, Anthony Lee, and Jean-Michel Marin as invited speakers.

The Winter Simulation Conference (WSC) is the premier international forum for disseminating recent advances in the  field of dynamic systems modeling and simulation. In addition to a technical program of unsurpassed scope and quality, WSC provides the central meeting place for simulation practitioners, researchers, and vendors. Research in modeling and simulation is propelled by fostering cross fertilization between various disciplines. 

Regular Paper Abstracts due April 2, 2012. See http://wintersim.org/node/4 for additional deadlines and other information for Authors (including the Authors’ Kit).

Find out more about the tracks, the keynote speakers, the anniversaries that we celebrate in 2012, the venue, and how to submit a paper at: http://wintersim.org/

WSC [2]011

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on December 15, 2011 by xi'an

Last day at WSC 2011: as it was again raining, I could not run a second time into the South Mountain Preserve park. (I had a swim at 5am instead and ended up having a nice chat with an old man in the pool under the rain!) My first morning session was rather disappointing with two talks that remained at such a high level of generality as to be useless and a mathematical talk about new forms of stochastic approximation that included proofs and no indication on the calibration of its many parameters. During the coffee break, I tried to have a chat with a vendor of a simulation software but we were using so different vocabularies that I soon gave up. (A lot of the software on display was a-statistical in that users would build a network, specify all parameters, incl. the distributions at the different nodes and start calibrating those parameters towards a behaviour that suited them.) The second session was much more in my area of interest/expertise, with Paul Dupuis giving a talk in the same spirit as the one he gave in New York last September. using large deviations and importance sampling on diffusions. Both following talks were about specially designed importance sampling techniques for rare events and about approximating the zero variance optimal importance function: Yixi Shin gave a talk on cross-entropy based selection of mixtures for the simulation of tail events, connecting somehow with the talk on mixtures of importance sampling distributions I attended yesterday. Although I am afraid I dozed a while during the talk, it was an interesting mix with the determination of the weights by cross-entropy arguments reminded me of what we did for the population Monte Carlo approach (since it also involved some adaptive entropy optimisation). Zdravko Botev gave a talk on approximating the ideal zero variance importance function by MCMC and a sort of Rao-Blackwell estimator that gives an unbiased estimator of this density under stationarity. Then it was time to leave for the airport (and wait in a Starbucks for the plane to Minneapolis and then London to depart, as there is no such thing as a lounge in Phoenix airport…). I had an interesting exchange with a professional magician in the first plane, The Amazing Hondo!, who knew about Persi and was a former math teacher. He explained a few tricks to me, plus showed me his indeed amazing sleight of hands in manipulating cards. In exchange, I took Persi’s book on Magic and Mathematics out of my bag so that he could have look at it. (The trip to London was completely uneventful as I slept most of the way.)

Overall, WSC 2011 was an interesting experience in that (a) the talks I attended on zero variance importance simulation set me thinking again on potential applications of the apparently useless optimality result; (b) it showed me that most people using simulation do not, N.O.T., relate to Monte Carlo techniques (to the extent of being completely foreign to my domains of expertise); and (c) among the parallel sessions that cover military applications, health care simulation, &tc., there always is a theme connecting to mines, which means that I will find sessions to attend when taking part in WSC 2012 in Berlin next year (since I have been invited for a talk). This will be the first time WSC is held outside North America. Hopefully, this will attract simulation addicts from Europe as well as elsewhere.

WSC 20[1]1

Posted in Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on December 13, 2011 by xi'an

This morning I attended the “Bruce Schmeiser session” at WSC 2011. I had once a meeting with Bruce (and Jim Berger) in Purdue to talk about MCMC methods but I never interacted directly with him. The first two talks were about batch methods, which I did not know previously, and I had trouble understanding what was the problem: for a truly iid normal sample, building an optimal confidence interval on the mean relies on the sufficient statistic rather than on the batch mean variance… It is only through the second talk that I understood that neither normality nor independence was guaranteed, hence the batches. I still wonder whether or a bootstrap strategy could be used instead, given the lack of confidence in the model assumptions. The third talk was about a stochastic approximation algorithm developed by Bruce Schmeiser, called retrospective approximation, where successive and improving approximations of the target to maximise are used in order not to waste time at the beginning. I thus found the algorithm had a simulated annealing flavour, even though the connection is rather tenuous…

The second session of WSC 2011 I attended was about importance sampling, The first talk was about mixtures of importance sampling distributions towards improved efficiency for cross-entropy, à la Rubinstein and Kroese. Its implementation seemed to depend very much on some inner knowledge of the target problem. The second talk was on zero-variance approximations for computing the probability that two notes are connected in a graph, using clever collapsing schemes. The third talk of the session was unrelated with the theme since it was about cross-validated non-parametric density estimation.

My own session was not terribly well attended and, judging from some questions I got at the end I am still unsure I had chosen the right level. Nonetheless, I got interesting discussions afterwards which showed that ABC was also appealing to some members of the audience. And I had a long chat with Enlu Zhou, a nice assistant professor from Urbana-Champaign who was teaching out of Monte Carlo Statistical Method, and had challenging questions about restricted support MCMC. Overall, an interesting day, completed with a light conference dinner in the pleasant company of Jingchen Liu from Columbia and some friends of his.