Archive for Sardinia

ISBA 2016 [#3]

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on June 16, 2016 by xi'an

Among the sessions I attended yesterday, I really liked the one on robustness and model mispecification. Especially the talk by Steve McEachern on Bayesian inference based on insufficient statistics, with a striking graph of the degradation of the Bayes factor as the prior variance increases. I sadly had no time to grab a picture of the graph, which compared this poor performance against a stable rendering when using a proper summary statistic. It clearly relates to our work on ABC model choice, as well as to my worries about the Bayes factor, so this explains why I am quite excited about this notion of restricted inference. In this session, Chris Holmes also summarised his two recent papers on loss-based inference, which I discussed here in a few posts, including the Statistical Science discussion Judith and I wrote recently. I also went to the j-ISBA [section] session which was sadly under-attended, maybe due to too many parallel sessions, maybe due to the lack of unifying statistical theme.

Sardinian sunrise

Posted in pictures, Running, Travel with tags , , , , , on June 15, 2016 by xi'an

ISBA 2016 [#2]

Posted in Books, pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on June 15, 2016 by xi'an

Today I attended Persi Diaconis’ de Finetti’s ISBA Lecture and not only because I was an invited discussant, by all means!!! Persi was discussing his views on Bayesian numerical analysis. As already expressed in his 1988 paper. Which now appears as a foundational precursor to probabilistic numerics. And which is why I had a very easy time in preparing my discussion as I mostly borrowed from my NIPS slides. With some degree of legitimacy since I was already a discussant there. Anyway,  here is the most novel slide in the discussion, built upon my realisation that the principle behind nested sampling is fairly generic for integral approximation, rather than being restricted to marginal likelihood approximation.

persidiscussionAmong many interesting things, Persi’s talk made me think anew about infinite variance importance sampling. And about the paper by Souraj Chatterjee and Persi that I discussed a few months ago. In that some regularisation of those “useless” importance estimates can stem from prior modelling. Not as an aside, let me add I am very grateful to the ISBA 2016 organisers and to the chair of the de Finetti lecture committee for their invitation to discuss this talk!

ISBA 2016

Posted in Kids, Statistics, Travel, University life, Wines with tags , , , , , , , , , , on June 14, 2016 by xi'an

non-tibetan flags in Pula, Sardinia, June 12, 2016I remember fondly the early Valencia meetings where we did not have to pick between sessions. Then one year there were two sessions and soon more. And we now have to pick among equally tantalising sessions. [Complaint of the super wealthy, I do realise.] After a morning trip to San’Antioco and the southern coast of Sardinia, I started my ISBA 2016 with an not [that Bayesian] high dimension session with Michael Jordan (who gave a talk related to his MCMski lecture), Isa Verdinelli and Larry Wasserman.

Larry gave a [non-Bayesian, what else?!] talk on the problem of data splitting versus double use of the same data. Or rather using a model index estimated from a given dataset to estimate the properties of the mean of the same data. As in model selection. While splitting the data avoids all sorts of problem, not splitting the data but using a different loss function could avoid the issue. (And the infinite regress that if we keep conducting inference, we may have to split further and further the data.) Namely, if we were looking only at quantities that do not vary across models. So it is surprising that prediction get affected by this.

In a second session around Bayesian tests and model choice, Sarah Filippi presented the Bayesian non-parametric test she devised with Chris Holmes, using Polya trees. And mentioned our testing-by-mixture approach as a valuable alternative! Veronika Rockova talked about her new approach to efficient variable selection by spike-and-slab priors, through a mix of particle MCMC and EM, plus some variational Bayes motivations. (She also mentioned extensions by repulsive sampling through the pinball sampler, of which her recent AISTATS paper reminded me.)

Later in the evening, I figured out that the poster sessions that make the ISBA/Valencia meetings so unique are alas out of reach for me as the level of noise and my reduced hearing capacities (!) make impossible any prolonged discussion on any serious notion. No poster session for ‘Og’s men!, then, even though I can hang out at the fringe and chat with friends!

data challenge in Sardinia

Posted in Books, Kids, R, Statistics, Travel, University life with tags , , , , , , on June 9, 2016 by xi'an

In what I hope is the first occurrence of a new part of ISBA conferences, Booking.com is launching a data challenge at ISBA 2016 next week. The prize being a trip to take part in their monthly hackathon. In Amsterdam. It would be terrific if our Bayesian conferences, including BayesComp, could gather enough data and sponsors to host an hackathon on site! (I was tempted to hold such a challenge for our estimating constants workshop last month, but Iain Murray pointed out to me the obvious difficulties of organising it from scratch…) Details will be available during the conference.

conference deadlines [register now!!]

Posted in Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on February 11, 2016 by xi'an

bike trail from Kenilworth to the University of WarwickRegistration is now open for our [fabulous!] CRiSM workshop on estimating [normalising] constants, in Warwick, on April 20-22 this year. While it is almost free (almost as in £40.00!), we strongly suggest you register asap if only to secure a bedroom on the campus at a moderate rate of £55.00 per night (breakfast included!). Plus we would like to organise the poster session(s) and the associated “elevator” talks for the poster presenters.

While the deadline for early registration at AISTATS is now truly over, we also encourage all researchers interested in this [great] conference to register as early as possible, if only [again] to secure a room at the conference location, the Parador Hotel in Cádiz. (Otherwise, there are plenty of rentals in the neighbourhood.)

Last and not least, the early registration for ISBA 2016 in Santa Margherita di Pula, Sardinia, is still open till February 29. And the rate will move immediately to late registration fees. The same deadline applies to bedroom reservations in the resort, with apparently only a few rooms left for some of the nights. Rentals and hotels around are also getting filled rather quickly.

Sardinia on a shoestring

Posted in Kids, pictures, Travel, University life, Wines with tags , , , , , , , , on June 26, 2015 by xi'an

As I was putting together a proposal for a special ABC session at ISBA 2016 in Santa Margherita di Pula, Sardinia, I received worried replies from would-be participants about the affordability of the meeting given their research funds! Since I had a similar worry with supporting myself and several of my PhD students, I looked around for low-cost alternatives and [already] booked a nearby villa in Santa Margherita di Pula for about 100€ per person for the whole week. Including bikes. Plus, several low-cost airlines like Easy Jet and Ryanair fly to Cagliari from European cities like Berlin, Paris, London, Geneva, and most Italian cities, for less than 100€ round-trip [with enough advanced planning] and if one really is on half a shoestring, there are regular buses connecting Cagliari to Santa Margherita di Pula for a few euros. This means in the end that supporting a PhD student or a postdoc within 5 years of a Ph.D. to attend ISBA 2016 from Europe can be budgeted at as low as a tight 500€ under limited funding resources, including the registration fees of 290€… So definitely affordable with long-term planning!flock of flamingoes taking off [because of my unsubtle approach], Palavas, June 15, 2012