Archive for Roissy

ABC in Grenoble, 19-20 March 2020 [registration open]

Posted in Mountains, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on January 7, 2020 by xi'an

Reminding readers that the next occurrence of the “ABC in…” workshops will very soon take place in Grenoble, France, on 19-20 March 2020. Confirmed speakers and sessions (with more to come) are

Misspecified models

Links with Machine Learning

  • Flora Jay (Université d’Orsay, France) TBA
  • Pierre-Alexandre Mattei (Inria Sophia Antipolis – Méditerranée, France) Partially Exchangeable Networks and Architectures for Learning Summary Statistics in Approximate Bayesian Computation
  • Dennis Prangle (Newcastle University, UK) Scalable approximate inference for state space models with normalising flows

As in most earlier versions of the “ABC in…”workshops (ABC in Paris, London, Roma, &tc.), we are aiming at a workshop atmosphere and, thanks to local sponsors, the registration fees are null, but registration is compulsory. And now open!

I also remind ‘Og’s readers that Grenoble can be easily reached by fast trains from Paris, Roissy, Geneva and Lyon. (There are also flights to Grenoble airport from Warwick, as well as Bristol, Edinburgh, London, Manchester, Rotterdam, Stockholm, Warsaw, but this is less convenient than flying to Lyon Saint-Exupery airport and then catching a direct train at the airport.) To add to the appeal of the place, the workshop occurs during the skiing season, with three mountain ranges in the close vicinity. Making ABski a genuine possibility for the weekend after!

ABC in Grenoble, 19-20 March 2020

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on May 22, 2019 by xi'an

The next occurrence of the “ABC in…” workshops will take place in Grenoble, France, on 19-20 March 2020. Both local organising and international scientific committees have been constituted and the program should soon be constructed, along with calls to contributions launched at the same time. As in most earlier versions of the workshops (ABC in Paris, London, Roma, &tc.), we are aiming at a workshop atmosphere and, thanks to local sponsors, the registration fees if any will be low.

Grenoble can be easily reached by fast trains from Paris, Roissy, Geneva and Lyon. (There are also flights to Grenoble airport from Warwick, as well as Bristol, Edinburgh, London, Manchester, Rotterdam, Stockholm, Warsaw, but this is less convenient than flying to Lyon Saint-Exupery airport and catching a fast train at the airport.) To add to the appeal of the place, the workshop occurs during the skiing season, with three mountain ranges in the close vicinity. Making ABski a genuine possibility for the weekend after!

O’Bayes in action

Posted in Books, Kids, Statistics, University life with tags , , , , , , , , , , , , on November 7, 2017 by xi'an

My next-door colleague [at Dauphine] François Simenhaus shared a paradox [to be developed in an incoming test!] with Julien Stoehr and I last week, namely that, when selecting the largest number between a [observed] and b [unobserved], drawing a random boundary on a [meaning that a is chosen iff a is larger than this boundary] increases the probability to pick the largest number above ½2…

When thinking about it in the wretched RER train [train that got immobilised for at least two hours just a few minutes after I went through!, good luck to the passengers travelling to the airport…] to De Gaulle airport, I lost the argument: if a<b, the probability [for this random bound] to be larger than a and hence for selecting b is 1-Φ(a), while, if a>b, the probability [of winning] is Φ(a). Hence the only case when the probability is ½ is when a is the median of this random variable. But, when discussing the issue further with Julien, I exposed an interesting non-informative prior characterisation. Namely, if I assume a,b to be iid U(0,M) and set an improper prior 1/M on M, the conditional probability that b>a given a is ½. Furthermore, the posterior probability to pick the right [largest] number with François’s randomised rule is also ½, no matter what the distribution of the random boundary is. Now, the most surprising feature of this coffee room derivation is that these properties only hold for the prior 1/M. Any other power of M will induce an asymmetry between a and b. (The same properties hold when a,b are iid Exp(M).)  Of course, this is not absolutely unexpected since 1/M is the invariant prior and since the “intuitive” symmetry only holds under this prior. Power to O’Bayes!

When discussing again the matter with François yesterday, I realised I had changed his wording of the puzzle. The original setting is one with two cards hiding the unknown numbers a and b and of a player picking one of the cards. If the player picks a card at random, there is indeed a probability of ½ of picking the largest number. If the decision to switch or not depends on an independent random draw being larger or smaller than the number on the observed card, the probability to get max(a,b) in the end hits 1 when this random draw falls into (a,b) and remains ½ outside (a,b). Randomisation pays.

air static

Posted in Kids, Travel with tags , , , , , , , , on April 27, 2017 by xi'an

[On an Air France flight for Birmingham, two young French students apparently studying in Warwick kept blathering the entire time, with an utter lack of concern for their surroundings. Note: Les Marseillais is a particularly idiotic reality show on French TV.]

  •  …j’ai arrêté de regarder les Marseillais, c’est même pas conscient, tu vois…
  • …grave, c’est sûr, moi aussi j’ai arrêté, j’avais trop d’épisodes à rattraper…

the terminal

Posted in Books, pictures, Travel with tags , , , , , , , , on January 7, 2017 by xi'an

The Terminal is this (terrible) movie featuring Tom Hanks getting stuck in an airport international zone for an indefinite time (and based on a real story that saw Karimi Nasseri remain in Terminal 1 of Roissy, for 18 years, when being there for a few hours is already unbearable!). In a similar spirit, we got quarantined to the international zone in Delhi airport for 24 hours, thanks to a missed connection. And to an Air India representative who could not be bothered in finding another route, letting us out to visit the city, or even providing us access to our bags. So we ended up waiting in the airport short stay hotel, around the clock, with a bed, food and wifi. Not the end of the World, obviously! And with a rather unique view on the registration desks below.