Archive for posters

ISBA 18 tidbits

Posted in Books, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on July 2, 2018 by xi'an

Among a continuous sequence of appealing sessions at this ISBA 2018 meeting [says a member of the scientific committee!], I happened to attend two talks [with a wee bit of overlap] by Sid Chib in two consecutive sessions, because his co-author Ana Simoni (CREST) was unfortunately sick. Their work was about models defined by a collection of moment conditions, as often happens in econometrics, developed in a recent JASA paper by Chib, Shin, and Simoni (2017). With an extension about moving to defining conditional expectations by use of a functional basis. The main approach relies on exponentially tilted empirical likelihoods, which reminded me of the empirical likelihood [BCel] implementation we ran with Kerrie Mengersen and Pierre Pudlo a few years ago. As a substitute to ABC. This problematic made me wonder on how much Bayesian the estimating equation concept is, as it should somewhat involve a nonparametric prior under the moment constraints.

Note that Sid’s [talks and] papers are disconnected from ABC, as everything comes in closed form, apart from the empirical likelihood derivation, as we actually found in our own work!, but this could become a substitute model for ABC uses. For instance, identifying the parameter θ of the model by identifying equations. Would that impose too much input from the modeller? I figure I came with this notion mostly because of the emphasis on proxy models the previous day at ABC in ‘burgh! Another connected item of interest in the work is the possibility of accounting for misspecification of these moment conditions by introducing a vector of errors with a spike & slab distribution, although I am not sure this is 100% necessary without getting further into the paper(s) [blame conference pressure on my time].

Another highlight was attending a fantastic poster session Monday night on computational methods except I would have needed four more hours to get through every and all posters. This new version of ISBA has split the posters between two sites (great) and themes (not so great!), while I would have preferred more sites covering all themes over all nights, to lower the noise (still bearable this year) and to increase the possibility to check all posters of interest in a particular theme…

Mentioning as well a great talk by Dan Roy about assessing deep learning performances by what he calls non-vacuous error bounds. Namely, through PAC-Bayesian bounds. One major comment of his was about deep learning models being much more non-parametric (number of parameters rising with number of observations) than parametric models, meaning that generative adversarial constructs as the one I discussed a few days ago may face a fundamental difficulty as models are taken at face value there.

On closed-form solutions, a closed-form Bayes factor for component selection in mixture models by Fũqene, Steel and Rossell that resemble the Savage-Dickey version, without the measure theoretic difficulties. But with non-local priors. And closed-form conjugate priors for the probit regression model, using unified skew-normal priors, as exhibited by Daniele Durante. Which are product of Normal cdfs and pdfs, and which allow for closed form marginal likelihoods and marginal posteriors as well. (The approach is not exactly conjugate as the prior and the posterior are not in the same family.)

And on the final session I attended, there were two talks on scalable MCMC, one on coresets, which will require some time and effort to assimilate, by Trevor Campbell and Tamara Broderick, and another one using Poisson subsampling. By Matias Quiroz and co-authors. Which did not completely convinced me (but this was the end of a long day…)

All in all, this has been a great edition of the ISBA meetings, if quite intense due to a non-stop schedule, with a very efficient organisation that made parallel sessions manageable and poster sessions back to a reasonable scale [although I did not once manage to cross the street to the other session]. Being in unreasonably sunny Edinburgh helped a lot obviously! I am a wee bit disappointed that no one else follows my call to wear a kilt, but I had low expectations to start with… And too bad I missed the Ironman 70.3 Edinburgh by one day!

ABC in Helsinki & Stockholm [deadline looming]

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on April 1, 2016 by xi'an

abcruiseIn case you have not yet registered for ABC in Helsinki (a.k.a. ABCruise), registration is open for just another week, with the all-inclusive fees of 200 euros for trip, cabin, talks, and meals! When registering you need to buy first a ticket on the Aalto University web shop: at some point, distinguishing between “Maksa” which means pay, and “Peruuta” which means cancel, may help! The submission of ABC posters is also encouraged till May 1, with emails to be sent to abcinhelsinki on gmail.

Cancun, ISBA 2014 [½ day #2]

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on July 19, 2014 by xi'an

Cancun12

Half-day #2 indeed at ISBA 2014, as the Wednesday afternoon kept to the Valencia tradition of free time, and potential cultural excursions, so there were only talks in the morning. And still the core poster session at (late) night. In which my student Kaniav Kamari presented a poster on a current project we are running with Kerrie Mengersen and Judith Rousseau on the replacement of the standard Bayesian testing setting with a mixture representation. Being half-asleep by the time the session started, I did not stay long enough to collect data on the reactions to this proposal, but the paper should be arXived pretty soon. And Kate Lee gave a poster on our importance sampler for evidence approximation in mixtures (soon to be revised!). There was also an interesting poster about reparameterisation towards higher efficiency of MCMC algorithms, intersecting with my long-going interest in the matter, although I cannot find a mention of it in the abstracts. And I had a nice talk with Eduardo Gutierrez-Pena about infering on credible intervals through loss functions. There were also a couple of appealing posters on g-priors. Except I was sleepwalking by the time I spotted them… (My conference sleeping pattern does not work that well for ISBA meetings! Thankfully, both next editions will be in Europe.)

Great talk by Steve McEachern that linked to our ABC work on Bayesian model choice with insufficient statistics, arguing towards robustification of Bayesian inference by only using summary statistics. Despite this being “against the hubris of Bayes”… Obviously, the talk just gave a flavour of Steve’s perspective on that topic and I hope I can read more to see how we agree (or not!) on this notion of using insufficient summaries to conduct inference rather than trying to model “the whole world”, given the mistrust we must preserve about models and likelihoods. And another great talk by Ioanna Manolopoulou on another of my pet topics, capture-recapture, although she phrased it as a partly identified model (as in Kline’s talk yesterday). This related with capture-recapture in that when estimating a capture-recapture model with covariates, sampling and inference are biased as well. I appreciated particularly the use of BART to analyse the bias in the modelling. And the talk provided a nice counterpoint to the rather pessimistic approach of Kline’s.

Terrific plenary sessions as well, from Wilke’s spatio-temporal models (in the spirit of his superb book with Noel Cressie) to Igor Prunster’s great entry on Gibbs process priors. With the highly significant conclusion that those processes are best suited for (in the sense that they are only consistent for) discrete support distributions. Alternatives are to be used for continuous support distributions, the special case of a Dirichlet prior constituting a sort of unique counter-example. Quite an inspiring talk (even though I had a few micro-naps throughout it!).

I shared my afternoon free time between discussing the next O’Bayes meeting (2015 is getting very close!) with friends from the Objective Bayes section, getting a quick look at the Museo Maya de Cancún (terrific building!), and getting some work done (thanks to the lack of wireless…)

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #18)

Posted in Mountains, R, Statistics, University life with tags , , , , , , , , , , , , on January 6, 2014 by xi'an

MCMSki IV is about to start! While further participants may still register (registration is still open!), we are currently 223 registered participants, without accompanying people. I do hope most of these managed to reach the town of Chamonix-Mont-Blanc despite the foul weather on the East Coast. Unfortunately, three speakers (so far) cannot make it: Yugo Chen (Urbana-Champaign), David Hunter (Penn State), Georgios Karagiannis (Toronto), and Liam Paninski (New York). Nial Friel will replace David Hunter and give a talk on Noisy MCMC.

First, the  posters for tonight session (A to K authors) should be posted today (before dinner) on the boards at the end of the main lecture theatre. And removed tonight as well. Check my wordpress blog for the abstracts. (When I mentioned there was no deadline for sending abstracts, I did not expect getting one last Friday!)

Second, I remind potential skiers that the most manageable option is to ski on the Brévent domain, uphill from the conference centre. There is even a small rental place facing the cable-car station (make sure to phone +33450535264 to check they still have skis available) and renting storage closets…

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #17)

Posted in Mountains, R, Statistics, University life with tags , , , , , , , , , , , , , on January 3, 2014 by xi'an

We are a few days from the start, here are the latest items of information for the participants:

The shuttle transfer on January 5th, from Geneva Airport to Chamonix lasts 1 hour 30 minutes. At your arrival in the airport , follow the “Swiss Exit”. After the customs, the bus driver (handling a sign “MCMC’Ski Chamonix”) will be waiting for you at the Meeting Point in the Arrival Hall. The bus driver will arrive 10 minutes before the time of the meeting and will check for each participant on his or her list. There may be delays in case of poor weather.  The bus will drop you in front of or close to your hotel. If you miss the bus initially booked, you can get the next one. If you miss the last transfer, taking a taxi will be the only solution (warning, about 250 Euros!!!)

The registration will start on Monday January 6th at 8am, the conference will start at 8.45am. The conference will take place at the Majestic Congress Center, located 241 Allée du Majestic, in downtown Chamonix. There are signs all over town directing to Majestic Congrés. (No skiing equipment, i.e., skis, boots, boards, is allowed inside the building.) Speakers are advised to check with their chair in advance about downloading their talk.

The Richard Tweedie ski race should take place on Wednesday at 1pm, weather and snow permitting. There will be a registration line at the registration desk. (The cost is 10€ per person and does not include lift passes or equipment.) Thanks to Antonietta Mira, there will be two pairs of skis to be won!)

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #16)

Posted in Mountains, R, Statistics, University life with tags , , , , , , , , , , , on December 31, 2013 by xi'an

I am now in Chamonix, a week before MCMSki IV. The town is packed with tourists from all over Europe, English being the dominant language. There is not much snow so far, even though some runs reach town. (I did ski in the nearby Les Houches today and the red runs were either icy or very thin, with stones and grass showing here and there…) Since the town is quite pricey in comparison with other French ski resorts, esp. in terms of rental, let me point out the special store of Technique Extrême, with very low rates, located a few blocks away from the conference centre. I am currently trying to see whether or not we could get special rates for the daily passes. I checked whether ski passes could be sold at the registration desk, but the only solution was for me to buy them in advance, so I gave up on that. If you arrive on Sunday my advice is to buy the pass from one of the cablecar stations (which close about 5pm). You can also buy it on line. And pick it later from a cablecar station booth…

MCMSki IV, Jan. 6-8, 2014, Chamonix (news #15)

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

The programs of the talks, posters and workshop are now printed and available on Speaker Deck (talks, posters, workshop). Please let me know if you spot anything wrong (even though it will not be reprinted!). This is presumably the last news item till Jan. 5 as I am almost off to Chamonix for a week of hard work preparing the conference happily skiing with my family, looking forward seeing some participants in the coming week in the streets of Chamonix and all of them/you on Monday, Jan. 6, 8:30! (Snow is falling right now, so there should be no issue with finding open runs…)