Archive for Saint-Laurent

day four at ISBA 22

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , on July 3, 2022 by xi'an

Woke up an hour later today! Which left me time to work on [shortening] my slides for tomorrow, run to Mon(t) Royal, and bike to St-Viateur Bagels for freshly baked bagels. (Which seemed to be missing salt, despite my low tolerance for salt in general.)

Terrific plenary lecture by Pierre Jacob in his Susie Bayarri’s Lecture about cut models!  Offering a very complete picture of the reasons for seeking modularisation, the theoretical and practical difficulties with the approach, and some asymptotics as well. Followed a great discussion by Judith on cut posteriors separating interest parameters from nuisance parameters, especially in semi-parametric models. Even introducing two priors on the same parameters! And by Jim Berger, who coauthored with Susie the major cut paper inspiring this work, and illustrated the concept on computer experiments (not falling into the fallacy pointed out by Martin Plummer at MCMski(v) in Chamonix!).

Speaking of which, the Scientific Committee for the incoming BayesComp²³ in Levi, Finland, had a working meeting to which I participated towards building the programme as it is getting near. For those interested in building a session, they should make preparations and take advantage of being together in Mon(t)réal, as the call is coming out pretty soon!

Attended a session on divide-and-conquer methods for dependent data, with Sanvesh Srivastava considering the case of hidden Markov models and block processing the observed sequence. Which is sort of justified by the forgettability of long-past observations. I wonder if better performances could be achieved otherwise as the data on a given time interval gives essentially information on the hidden chain at other time periods.

I was informed this morn that Jackie Wong, one speaker in our session tomorrow could not make it to Mon(t)réal for visa reasons. Which is unfortunate for him, the audience and everyone involved in the organisation. This reinforces my call for all-time hybrid conferences that avoid penalising (or even discriminating) against participants who cannot physically attend for ethical, political (visa), travel, health, financial, parental, or any other, reasons… I am often opposed the drawbacks of lower attendance, risk of a deficit, dilution of the community, but there are answers to those, existing or to be invented, and the huge audience at ISBA demonstrates a need for “real” meetings that could be made more inclusive by mirror (low-key low-cost) meetings.

Finished the day at Isle de Garde with a Pu Ehr flavoured beer, in a particularly lively (if not jazzy) part of the city…

day three at ISBA 22

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on July 1, 2022 by xi'an

Still woke up early too early [to remain operational for the poster session], finalised the selection of our MASH 2022/3 students, then returned to the Jean-Drapeau pool, which was  even more enjoyable in a crisp bright blue morning (and hardly anyone in my lane).

Attended a talk by Li Ma, who reviewed complexifying stick-breaking priors on the weights and introduced a balanced tree stick mechanism (why same depth?) (with links to Jara & Hanson 2010 and Stefanucci & Canale 2021). Then I listened to Giovanni Rebaubo creating clustering Gibbs-type processes along graphs, I sorted of dozed and missed the point as it felt as if the graph turned from a conceptual connection into a physical one! Catherine Forbes talked about a sequential version of stochastic variational approximation (published in St&Co) exploiting the update-one-at-a-time feature of Bayesian construction, except that each step relies on the previous approximation, meaning that the final—if fin there is!—approximation can end up far away from the optimal stochastic variational approximation. Assessing the divergence away from the target (in real time and tight budget would be nice).

After a quick lunch where I tasted seaweed-shell gyozas (!), I went to the generalised Bayesian inference session on Gibbs posteriors, [sort of] making up for the missed SAVI workshop! With Alice Kirichenko (Warwick) deriving information complexity bounds under misspecification, plus deriving an optimal value for the [vexing] coefficient η [in the Gibbs posterior], and Jack Jewson (ex-Warwick), raising the issue of improper models within Gibbs posteriors, although the reference or dominating measure is a priori arbitrary in these settings. But missing the third talk, about Gibbs posteriors again, and Chris Homes’ discussion, to attend part of the Savage (thesis) Award, with finalists Marta Catalano (Warwick faculty), Aditi Shenvi (Warwick student), and John O’Leary (an academic grand-children of mine’s as Pierre Jacob was his advisor). What a disappointment to have to wait for Friday night to hear the outcome!

I must confess to some  (French-speaker) énervement at hearing Mon(t)-réal massacred as Mon-t-real..! A very minor hindrance though, when put in perspective with my friend and Warwick colleague Gareth Roberts forced to evacuate his hotel last night due to a fire in basement, fortunately unscathed but ruining Day 3 for him… (Making me realise the conference hotel itself underwent a similar event 14 years ago.)

day two at ISBA 22

Posted in Mountains, pictures, Running, Statistics, Travel with tags , , , , , , , , , , , , , , , , , , , on June 30, 2022 by xi'an

Still woke up early too early, which let me go for a long run in Mont Royal (which felt almost immediately familiar from earlier runs at MCM 2017!) at dawn and at a pleasant temperature (but missed the top bagel bakery on the way back!). Skipped the morning plenary lectures to complete recommendation letters and finishing a paper submission. But had a terrific lunch with a good friend I had not seen in Covid-times, at a local branch of Kinton Ramen which I already enjoyed in Vancouver as my Airbnb was located on top of it.

I chaired the afternoon Bayesian computations session with Onur Teymur presenting the general spirit of his Neurips 21 paper on black box probabilistic numerics. Mentioning that a new textbook on the topic by Phillip Henning, Michael Osborne, and Hans Kersting had appeared today! The second talk was by Laura Bondi who discussed an ABC model choice approach to assess breast cancer screening. With enough missing data (out of 78051 women followed over 12 years) to lead to an intractable likelihood. Starting with vanilla ABC using 32 summaries and moving to our random forest approach. Unsurprisingly concluding with different top models, but not characterising the identifiability provided by the choice of the summaries. The third talk was by Ryan Chan (fresh Warwick PhD recipient), about a Fusion divide-and-conquer approach that avoids the approximation of earlier approaches. In particular he uses a clever accept-reject algorithm to generate a product of densities using the component densities. A nice trick that Murray explained to me while visiting in Paris lg ast month. (The approach appears to be parameterisation dependent.) The final talk was by Umberto Picchini and in a sort the synthetic likelihood mirror of Massi’s talk yesterday, in the sense of constructing a guided proposal relying on observed summaries. If not comparing both approaches on a given toy like the g-and-k distribution.

back to Montréal

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , on June 25, 2022 by xi'an

MCM17 snapshots

Posted in Kids, Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on July 5, 2017 by xi'an

At MCM2017 today, Radu Craiu presented a talk on adaptive Metropolis-within-Gibbs, using a family of proposals for each component of the target and weighting them by jumping distance. And managing the adaptation from the selection rate rather than from the acceptance rate as we did in population Monte Carlo. I find the approach quite interesting in that adaptation and calibration of Metropolis-within-Gibbs is quite challenging due to the conditioning, i.e., the optimality of one scale is dependent on the other components. Some of the graphs produced by Radu during the talk showed a form of local adaptivity that seemed promising. This raised a question I could not ask for lack of time, namely that with a large enough collection of proposals, it is unclear why this approach provides a gain compared with particle, sequential or population Monte Carlo algorithms. Indeed, when there are many parallel proposals, clouds of particles can be generated from all proposals in proportion to their appeal and merged together in an importance manner, leading to an easier adaptation. As it went, the notion of local scaling also reflected in Mylène Bédard’s talk on another Metropolis-within-Gibbs study of optimal rates. The other interesting sessions I attended were the ones on importance sampling with stochastic gradient optimisation, organised by Ingmar Schuster, and on sequential Monte Carlo, with a divide-and-conquer resolution through trees by Lindsten et al. I had missed.

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