Archive for slideshare

random forests [reading group]

Posted in Books, Kids, Statistics, University life with tags , , , , , , , on March 14, 2017 by xi'an

Here are the slides I prepared (and recycled) over the weekend for the reading group on machine-learning that recently started in Warwick. Where I am for two consecutive weeks.

ABC in Les Diablerets

Posted in Statistics with tags , , , , , , , , , , on February 14, 2017 by xi'an

Since I could not download the slides of my ABC course in Les Diablerets in one go, I broke them by chapters as follows. (Warning: there is very little novelty in those slides, except for the final part on consistency.)

Although I did not do it on purpose (!), starting with indirect inference and other methods inspired from econometrics induced some discussion in the first hour of the course with econometricians in the room. Including Elvezio Ronchetti.

I also regretted piling too much material in the alphabet soup, as it was too widespread for a new audience. And as I could not keep the coherence of the earlier parts by going thru so many papers at once. Especially since I was a bit knackered after a day of skiing….

I managed to get to the final convergence chapter on the last day, even though I had to skip some of the earlier material. Which should be reorganised anyway as the parts between model choice with random forests and inference with random forests are not fully connected!

back in Oxford

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on January 30, 2017 by xi'an

As in the previous years, I am back in Oxford (England) for my short Bayesian Statistics course in the joint Oxford-Warwick PhD programme, OxWaSP.  For some unclear reason, presumably related to the Internet connection from Oxford, I have not been able to upload my slides to Slideshare, so here the [99.9% identical] older version:

MCqMC 2016 [#1]

Posted in Statistics, Travel, University life with tags , , , , , , , , on August 16, 2016 by xi'an

mcqmc1This week, I attend the MCqMC 2016 conference in Stanford, which is quite an exciting gathering of researchers involved in various aspects of Monte Carlo methods. As Art Owen put it in his welcoming talk, the whole Carlo family is there! (Not to mention how pleasant the Stanford Campus currently is, after the scorching heat we met the past week in Northern California inlands.) My talk is on folded Markov chains, which is a proposal Randal and I have been working on for quite a while, with Gareth joining us more recently. The basic idea was inspired from a discussion I had about a blog post, so long ago that I cannot even trace it! Namely, when defining an inside set A and an outside set, such that the outside set can be projected onto the inside set, one can fold both the target and the proposal, essentially looking at a collection of values for each step of the Markov chain. In other words, the problem can be reduced to A at essentially no cost and with the benefits of a compact support A and of a possibly uniformly ergodic Markov chain. We are still working on the paper, but the idea is both cool and straightforward, so we decided to talk about it at Nordstat 2016 and now MCqMC 2016.

seminar in Harvard

Posted in Statistics, Travel with tags , , , , , , , , , , on March 16, 2016 by xi'an

harvard2103Next week, I will be in Harvard Monday and Tuesday, visiting friends in the Department of Statistics and giving a seminar. The slides for the talk will be quite similar to those of my talk in Bristol, a few weeks ago. Hopefully, there will not be too much overlap between both audiences! And hopefully I’ll manage to get to my conclusion before all hell breaks loose (which is why I strategically set my conclusion in the early slides!)

seminar im München, am Max-Planck-Institut für Astrophysik

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , on October 15, 2015 by xi'an

On Friday, I give a talk in München on ABC model choice. At the Max-Planck Institute for Astrophysics. As coincidence go, I happen to talk the week after John Skilling gave a seminar there. On Bayesian tomography, not on nested sampling. And the conference organisers put the cover of the book Think Bayes: Bayesian Statistics Made Simple, written by Allen Downey, a book I reviewed yesterday night for CHANCE (soon to appear on the ‘Og!) [not that I understand the connection with the Max-Planck Institute or with my talk!, warum nicht?!] The slides are the same as in Oxford for SPA 2015:

a week in Oxford

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on January 26, 2015 by xi'an

1sprI spent [most of] the past week in Oxford in connection with our joint OxWaSP PhD program, which is supported by the EPSRC, and constitutes a joint Centre of Doctoral Training in  statistical science focussing on data-­intensive environments and large-­scale models. The first cohort of a dozen PhD students had started their training last Fall with the first year spent in Oxford, before splitting between Oxford and Warwick to write their thesis.  Courses are taught over a two week block, with a two day introduction to the theme (Bayesian Statistics in my case), followed by reading, meetings, daily research talks, mini-projects, and a final day in Warwick including presentations of the mini-projects and a concluding seminar.  (involving Jonty Rougier and Robin Ryder, next Friday). This approach by bursts of training periods is quite ambitious in that it requires a lot from the students, both through the lectures and in personal investment, and reminds me somewhat of a similar approach at École Polytechnique where courses are given over fairly short periods. But it is also profitable for highly motivated and selected students in that total immersion into one topic and a large amount of collective work bring them up to speed with a reasonable basis and the option to write their thesis on that topic. Hopefully, I will see some of those students next year in Warwick working on some Bayesian analysis problem!

On a personal basis, I also enjoyed very much my time in Oxford, first for meeting with old friends, albeit too briefly, and second for cycling, as the owner of the great Airbnb place I rented kindly let me use her bike to go around, which allowed me to go around quite freely! Even on a train trip to Reading. As it was a road racing bike, it took me a trip or two to get used to it, especially on the first day when the roads were somewhat icy, but I enjoyed the lightness of it, relative to my lost mountain bike, to the point of considering switching to a road bike for my next bike… I had also some apprehensions with driving at night, which I avoid while in Paris, but got over them until the very last night when I had a very close brush with a car entering from a side road, which either had not seen me or thought I would let it pass. Gave me the opportunity of shouting Oï!