likelihood-free Bayesian design [SimStat 2019 discussion]

talk at CISEA 2019

Here are my slides for the overview talk I am giving at CISEA 2019, in Abidjan, highly resemblant with earlier talks, except for the second slide!

revisiting marginalisation paradoxes [Bayesian reads #1]

As a reading suggestion for my (last) OxWaSP Bayesian course at Oxford, I included the classic 1973 Marginalisation paradoxes by Phil Dawid, Mervyn Stone [whom I met when visiting UCL in 1992 since he was sharing an office with my friend Costas Goutis], and Jim Zidek. Paper that also appears in my (recent) slides as an exercise. And has been discussed many times on this  ‘Og.

Reading the paper in the train to Oxford was quite pleasant, with a few discoveries like an interesting pike at Fraser’s structural (crypto-fiducial?!) distributions that “do not need Bayesian improper priors to fall into the same paradoxes”. And a most fascinating if surprising inclusion of the Box-Müller random generator in an argument, something of a precursor to perfect sampling (?). And a clear declaration that (right-Haar) invariant priors are at the source of the resolution of the paradox. With a much less clear notion of “un-Bayesian priors” as those leading to a paradox. Especially when the authors exhibit a red herring where the paradox cannot disappear, no matter what the prior is. Rich discussion (with none of the current 400 word length constraint), including the suggestion of neutral points, namely those that do identify a posterior, whatever that means. Funny conclusion, as well:

“In Stone and Dawid’s Biometrika paper, B1 promised never to use improper priors again. That resolution was short-lived and let us hope that these two blinkered Bayesians will find a way out of their present confusion and make another comeback.” D.J. Bartholomew (LSE)

and another

“An eminent Oxford statistician with decidedly mathematical inclinations once remarked to me that he was in favour of Bayesian theory because it made statisticians learn about Haar measure.” A.D. McLaren (Glasgow)

and yet another

“The fundamentals of statistical inference lie beneath a sea of mathematics and scientific opinion that is polluted with red herrings, not all spawned by Bayesians of course.” G.N. Wilkinson (Rothamsted Station)

Lindley’s discussion is more serious if not unkind. Dennis Lindley essentially follows the lead of the authors to conclude that “improper priors must go”. To the point of retracting what was written in his book! Although concluding about the consequences for standard statistics, since they allow for admissible procedures that are associated with improper priors. If the later must go, the former must go as well!!! (A bit of sophistry involved in this argument…) Efron’s point is more constructive in this regard since he recalls the dangers of using proper priors with huge variance. And the little hope one can hold about having a prior that is uninformative in every dimension. (A point much more blatantly expressed by Dickey mocking “magic unique prior distributions”.) And Dempster points out even more clearly that the fundamental difficulty with these paradoxes is that the prior marginal does not exist. Don Fraser may be the most brutal discussant of all, stating that the paradoxes are not new and that “the conclusions are erroneous or unfounded”. Also complaining about Lindley’s review of his book [suggesting prior integration could save the day] in Biometrika, where he was not allowed a rejoinder. It reflects on the then intense opposition between Bayesians and fiducialist Fisherians. (Funny enough, given the place of these marginalisation paradoxes in his book, I was mistakenly convinced that Jaynes was one of the discussants of this historical paper. He is mentioned in the reply by the authors.)

the future of conferences

The last issue of Nature for 2018 offers a stunning collection of science photographs, ten portraits of people who mattered (for the editorial board of Nature), and a collection of journalists’ entries on scientific conferences. The later point leading to interesting questioning on the future of conferences, some of which relate to earlier entries on this blog. Like attempts to make them having a lesser carbon footprint, by only attending focused conferences and workshops, warning about predatory ones, creating local hives on different continents that can partake of all talks but reduce travel and size and still allow for exchanges person to person, multiply the meetings and opportunities around a major conference to induce “only” one major trip (as in the past summer of British conferences, or the incoming geographical combination of BNP and O’Bayes 2019), cut the traditional dreary succession of short talks in parallel in favour of “unconferences” where participants set communally the themes and  structure of the meeting (but ware the dangers of bias brought by language, culture, seniority!). Of course, this move towards new formats will meet opposition from several corners, including administrators who too often see conferences as a pretense for paid vacations and refuse supporting costs without a “concrete” proof of work in the form of a presentation.Another aspect of conference was discussed there, namely the art of delivering great talks. Which is indeed more an art than a science, since the impact will not only depend on the speaker and the slides, but also on the audience and the circumstances. As years pile on, I am getting less stressed and probably too relaxed about giving talks, but still rarely feel I have reached toward enough of the audience. And still falling too easily for the infodump mistake… Which reminds me of a recent column in Significance (although I cannot link to it!), complaining about “finding it hard or impossible to follow many presentations, particularly those that involved a large number of equations.” Which sounds strange to me as on the opposite I quickly loose track in talks with no equations. And as mathematical statistics or probability issues seems to imply the use of maths symbols and equations. (This reminded me of a short course I gave once in a undisclosed location, where a portion of the audience left after the first morning, due to my use of “too many Greek letters”.) Actually, I am always annoyed at apologies for using proper maths notations, since they are the tools of our trade.Another entry of importance in this issue of Nature is an interview with Katherine Heller and Hal Daumé, as first chairs for diversity and inclusion at N[eur]IPS. Where they discuss the actions taken since the previous NIPS 2017 meeting to address the lack of inclusiveness and the harassment cases exposed there, first by Kristian Lum, Lead Statistician at the Human Rights Data Analysis Group (HRDAG), whose blog denunciation set the wheels turning towards a safer and better environment (in stats as well as machine-learning). This included the [last minute] move towards renaming the conference as NeuroIPS to avoid sexual puns on the former acronym (which as a non-native speaker I missed until it was pointed out to me!). Judging from the feedback it seems that the wheels have indeed turned a significant amount and hopefully will continue its progress.

Big Bayes goes South

At the Big [Data] Bayes conference this week [which I found quite exciting despite a few last minute cancellations by speakers] there were a lot of clustering talks including the ones by Amy Herring (Duke), using a notion of centering that should soon appear on arXiv. By Peter Müller (UT, Austin) towards handling large datasets. Based on a predictive recursion that takes one value at a time, unsurprisingly similar to the update of Dirichlet process mixtures. (Inspired by a 1998 paper by Michael Newton and co-authors.) The recursion doubles in size at each observation, requiring culling of negligible components. Order matters? Links with Malsiner-Walli et al. (2017) mixtures of mixtures. Also talks by Antonio Lijoi and Igor Pruenster (Boconni Milano) on completely random measures that are used in creating clusters. And by Sylvia Frühwirth-Schnatter (WU Wien) on creating clusters for the Austrian labor market of the impact of company closure. And by Gregor Kastner (WU Wien) on multivariate factor stochastic models, with a video of a large covariance matrix evolving over time and catching economic crises. And by David Dunson (Duke) on distance clustering. Reflecting like myself on the definitely ill-defined nature of the [clustering] object. As the sample size increases, spurious clusters appear. (Which reminded me of a disagreement I had had with David McKay at an ICMS conference on mixtures twenty years ago.) Making me realise I missed the recent JASA paper by Miller and Dunson on that perspective.

Some further snapshots (with short comments visible by hovering on the picture) of a very high quality meeting [says one of the organisers!]. Following suggestions from several participants, it would be great to hold another meeting at CIRM in a near future.

þe Norse farce beamer style

short course on MCMC at CiRM [slides]

Here are the [recycled] slides for the introductory lecture I gave this morning at CIRM, with the side information that it appears Slideshare has gone to another of these stages when slides cannot be played on this blog [when using Firefox]…