Archive for Purdue University

Robert’s paradox [reading in Reading]

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , on January 28, 2015 by xi'an

paradoxOn Wednesday afternoon, Richard Everitt and Dennis Prangle organised an RSS workshop in Reading on Bayesian Computation. And invited me to give a talk there, along with John Hemmings, Christophe Andrieu, Marcelo Pereyra, and themselves. Given the proximity between Oxford and Reading, this felt like a neighbourly visit, especially when I realised I could take my bike on the train! John Hemmings gave a presentation on synthetic models for climate change and their evaluation, which could have some connection with Tony O’Hagan’s recent talk in Warwick, Dennis told us about “the lazier ABC” version in connection with his “lazy ABC” paper, [from my very personal view] Marcelo expanded on the Moreau-Yoshida expansion he had presented in Bristol about six months ago, with the notion that using a Gaussian tail regularisation of a super-Gaussian target in a Langevin algorithm could produce better convergence guarantees than the competition, including Hamiltonian Monte Carlo, Luke Kelly spoke about an extension of phylogenetic trees using a notion of lateral transfer, and Richard introduced a notion of biased approximation to Metropolis-Hasting acceptance ratios, notion that I found quite attractive if not completely formalised, as there should be a Monte Carlo equivalent to the improvement brought by biased Bayes estimators over unbiased classical counterparts. (Repeating a remark by Persi Diaconis made more than 20 years ago.) Christophe Andrieu also exposed some recent developments of his on exact approximations à la Andrieu and Roberts (2009).

Since those developments are not yet finalised into an archived document, I will not delve into the details, but I found the results quite impressive and worth exploring, so I am looking forward to the incoming publication. One aspect of the talk which I can comment on is related to the exchange algorithm of Murray et al. (2006). Let me recall that this algorithm handles double intractable problems (i.e., likelihoods with intractable normalising constants like the Ising model), by introducing auxiliary variables with the same distribution as the data given the new value of the parameter and computing an augmented acceptance ratio which expectation is the targeted acceptance ratio and which conveniently removes the unknown normalising constants. This auxiliary scheme produces a random acceptance ratio and hence differs from the exact-approximation MCMC approach, which target directly the intractable likelihood. It somewhat replaces the unknown constant with the density taken at a plausible realisation, hence providing a proper scale. At least for the new value. I wonder if a comparison has been conducted between both versions, the naïve intuition being that the ratio of estimates should be more variable than the estimate of the ratio. More generally, it seemed to me [during the introductory part of Christophe’s talk] that those different methods always faced a harmonic mean danger when being phrased as expectations of ratios, since those ratios were not necessarily squared integrable. And not necessarily bounded. Hence my rather gratuitous suggestion of using other tools than the expectation, like maybe a median, thus circling back to the biased estimators of Richard. (And later cycling back, unscathed, to Reading station!)

On top of the six talks in the afternoon, there was a small poster session during the tea break, where I met Garth Holloway, working in agricultural economics, who happened to be a (unsuspected) fan of mine!, to the point of entitling his poster “Robert’s paradox”!!! The problem covered by this undeserved denomination connected to the bias in Chib’s approximation of the evidence in mixture estimation, a phenomenon that I related to the exchangeability of the component parameters in an earlier paper or set of slides. So “my” paradox is essentially label (un)switching and its consequences. For which I cannot claim any fame! Still, I am looking forward the completed version of this poster to discuss Garth’s solution, but we had a beer together after the talks, drinking to the health of our mutual friend John Deely.

hasta luego, Susie!

Posted in Statistics, University life with tags , , , , , , , , on August 20, 2014 by xi'an

I just heard that our dear, dear friend Susie Bayarri passed away early this morning, on August 19, in Valencià, Spain… I had known Susie for many, many years, our first meeting being in Purdue in 1987, and we shared many, many great times during simultaneous visits to Purdue University and Cornell University in the 1990’s. During a workshop in Cornell organised by George Casella (to become the unforgettable Camp Casella!), we shared a flat together and our common breakfasts led her to make fun of my abnormal consumption of cereals  forever after, a recurrent joke each time we met! Another time, we were coming from the movie theatre in Lafayette in Susie’ s car when we got stopped for going through a red light. Although she tried very hard, her humour and Spanish verve were for once insufficient to convince her interlocutor.

Susie was a great Bayesian, contributing to the foundations of Bayesian testing in her numerous papers and through the direction of deep PhD theses in Valencia. As well as to queuing systems and computer models. She was also incredibly active in ISBA, from the very start of the Bayesian society, and was one of the first ISBA presidents. She also definitely contributed to the Objective Bayes section of ISBA, especially in the construction of the O’Bayes meetings. She gave a great tutorial on Bayes factors at the last O’Bayes conference in Duke last December, full of jokes and passion, despite being already weak from her cancer…

So, hasta luego, Susie!, from all your friends. I know we shared the same attitude about our Catholic education and our first names heavily laden with religious meaning, but I’d still like to believe that your rich and contagious laugh now resonates throughout the cosmos. So, hasta luego, Susie, and un abrazo to all of us missing her.

marathon de Toulouse

Posted in Running with tags , , , , , , on October 27, 2013 by xi'an

Congratulations to Jean-Michel Marin, running his very first marathon in Toulouse this morning! I presume this is in part due to my bad influence, just like George Casella started me running road races (with the World famous Happy Hollow 5K in West Lafayette!)…

Memorials and donations for George Casella

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , on June 20, 2012 by xi'an

There will be several memorials in remembrance of George:

  • a memorial service at 5:00pm Thursday at the United Church of Gainesville, Florida;
  • a session at 7:00pm Friday in Fowler Hall, Stewart Center, Purdue University, Indiana, during the 8th International Purdue Symposium on Statistics that takes place on June 20-24;
  • a session at 1:00 pm next Wednesday, Room B*, Kyoto TERRSA Conference Centre, Shinmachi Kujo Minami-ku,Kyoto,Japan, during the ISBA2012 Conference that takes place there on June 25-29.

We are collecting pictures of George for those memorials so, if you wish to send some of yours, please email them urgently to Ed George or to me and we will share them along.

Donations can be made to the George Casella Fund, set at Purdue, George’s Alma Mater:  Select College of Science as Designation Area, Department of Statistics as Fund, and indicate The George Casella Fund in Other Instructions (box). Or send a check to Professor Rebecca Doerge, Head of the Department of Statistics at Purdue.

Dennis Ritchie 1941-2011

Posted in Books, R, University life with tags , , , , , on October 29, 2011 by xi'an

I just got the “news” that Dennis Ritchie died, although this happened on October 12… The announcement was surprisingly missing from my information channels and certainly got little media coverage, compared with Steve Jobs‘ demise. (I did miss the obituaries in the New York Times and in the Guardian. The Economist has the most appropriate heading, printf(“goodbye, Dennis”); !!!) Still, Dennis Ritchie contributed to computer science to extents comparable to Steve Jobs’, if on a lesser commercial plane: he is a founding father of both the C language and the Unix operating system. I remember spending many days perusing over his reference book, The C programming language, co-written with Brian Kernighan. (I kept trying programming in C until Olivier Cappé kindly pointed out to me that I was merely translating my Pascal vision into C code, missing most of the appeal of the language!) And, of course, I also remember discovering Unix when arriving at Purdue as a logical and much more modern operating system: just tfour years after programming principal components on punched card and in SAS, this was a real shock! I took a few evening classes at Purdue run by the Computer Department and I still carry around the Purdue University UNIX Pocket Guide. Although I hardly ever use it, it is there on the first shelf on top of my desk… As is The C programming language even though I have not opened it in years!

So we (geeks, computer users, Linuxians, R users, …) owe a lot to Dennis Ritchie and it is quite sad both that he passed away by himself and that his enormous contribution was not better acknowledged. Thus, indeed,

for (i=0; i<ULONG_LONG_MAX; i++)
    printf("thanks a lot, Dennis")

Position in Purdue

Posted in Statistics, University life with tags , on January 7, 2010 by xi'an

My Bayesian alma mater, the Department of Statistics in Purdue University, is calling for applicants on a statistical bioinformatics position:

The Department of Statistics, Purdue University invites applications for a tenure-track position beginning August 2010 at the Assistant Professor level in the area of statistical bioinformatics. This hire will join an exciting and established group in statistical bioinformatics.

The Department of Statistics offers a stimulating and nurturing academic environment. More than 35 tenured and tenure-track faculty members direct research programs in a broad range of areas complementary to statistical bioinformatics. Further information about the department is available at http://www.stat.purdue.edu

All applicants should hold a Ph.D. in Statistics or a related field, be committed to excellence in teaching, and have demonstrated strong potential for excellence in research. Salary and benefits are highly competitive. For all positions in Statistics, please visit http://www.stat.purdue.edu/hiring/ to apply.

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