ten day mathematical competition for undergrads [no stats!]

Masterclass in Bayesian Statistics in Marseilles next Fall

This post is to announce a second occurrence of the exciting “masterclass in Bayesian Statistics” that we organised in 2016, near Marseilles. It will take place on 22-26 October 2018 once more at CIRM (Centre International de Recherches Mathématiques, Luminy, Marseilles, France). The targeted audience includes all scientists interested in learning how Bayesian inference may be used to tackle the practical problems they face in their own research. In particular PhD students and post-docs should benefit most directly from this masterclass. Among the invited speakers, Kerrie Mengersen from QUT, Brisbane, visiting Marseilles this Fall, will deliver a series of lectures on the interface between Bayesian statistics and applied modelling, Havard Rue from KAUST will talk on computing with INLA, and Aki Vehtari from Aalto U, Helsinki, will give a course on Bayesian model assessment and model choice. There will be two tutorials on R and on Stan.

All interested participants in this masterclass should pre-register as early as possible, given that the total attendance is limited to roughly 90 participants. Some specific funding for local expenses (i.e., food + accommodation on-siteat CIRM) is available (thanks to CIRM, and potentially to Fondation Jacques Hadamard, to be confirmed); this funding will be attributed by the scientific committee, with high priority to PhD students and post-docs.

back from CIRM

As should be clear from earlier posts, I tremendously enjoyed this past week at CIRM, Marseille, and not only for providing a handy retreat from where I could go running and climbing at least twice a day!  The programme (with slides and films soon to be available on the CIRM website) was very well-designed with mini-courses and talks of appropriate length and frequency. Thanks to Nicolas Chopin (ENSAE ParisTech) and Gilles Celeux  (Inria Paris) for constructing so efficiently this program and to the local organisers Thibaut Le Gouic (Ecole Centrale de Marseille), Denys Pommeret (Aix-Marseille Université), and Thomas Willer (Aix-Marseille Université) for handling the practical side of inviting and accommodating close to a hundred participants on this rather secluded campus. I hope we can reproduce the experiment a few years from now. Maybe in 2018 if we manage to squeeze it between BayesComp 2018 [ex-MCMski] and ISBA 2018 in Edinburgh.

One of the bonuses of staying at CIRM is indeed that it is fairly isolated and far from the fury of down-town Marseille, which may sound like a drag, but actually helps with concentration and interactions. Actually, the whole Aix-Marseille University campus of Luminy on which CIRM is located is surprisingly quiet: we were there in the very middle of the teaching semester and saw very few students around (although even fewer boars!). It is a bit of a mystery that a campus built in such a beautiful location with the Mont Puget as its background and the song of cicadas as the only source of “noise” is not better exploited towards attracting more researchers and students. However remoteness and lack of efficient public transportation may explain a lot about this low occupation of the campus. As may the poor quality of most buildings on the campus, which must be unbearable during the summer months…

In a potential planning for the future Bayesian week at CIRM, I think we could have some sort of poster sessions after-dinner (with maybe a cash bar operated by some of the invited students since there is no bar at CIRM or around). Or trail-running under moonlight, trying to avoid tripping over rummaging boars… A sort of Kaggle challenge would be nice but presumably too hard to organise. As a simpler joint activity, we could collectively contribute to some wikipedia pages related to Bayesian and computational statistics.

Puget sound [and sights]

Statistics month in Marseilles (CIRM)

Next February, the fabulous Centre International de Recherche en Mathématiques (CIRM) in Marseilles, France, will hold a Statistics month, with the following programme over five weeks

• 1 – 6 February, 2016  Learning
• 8 – 12 February, 2016 Mathématical statistics
• 15 – 19 February, 2016 Processes
• 22 – 26 February, 2016 Extremes, Copulas and Actuarial Science
• 29 February –  4 March, 2016 Bayesian statistics and algorithms 

Each week will see minicourses of a few hours (2-3) and advanced talks, leaving time for interactions and collaborations. (I will give one of those minicourses on Bayesian foundations.) The scientific organisers of the B’ week are Gilles Celeux and Nicolas Chopin.

The CIRM is a wonderful meeting place, in the mountains between Marseilles and Cassis, with many trails to walk and run, and hundreds of fantastic climbing routes in the Calanques at all levels. (In February, the sea is too cold to contemplate swimming. The good side is that it is not too warm to climb and the risk of bush fire is very low!) We stayed there with Jean-Michel Marin a few years ago when preparing Bayesian Essentials. The maths and stats library is well-provided, with permanent access for quiet working sessions. This is the French version of the equally fantastic German Mathematik Forschungsinstitut Oberwolfach. There will be financial support available from the supporting societies and research bodies, at least for young participants and the costs if any are low, for excellent food and excellent lodging. Definitely not a scam conference!

Marc Yor

Randomness [French version]

As a (weak) coincidence (with my review of Randomness through Computation), the French Mathematical Society chose the theme of its yearly meeting (on June 17-18 at CIRM) as “Qu’est ce qu’un nombre au hasard ?” with talks by

• Laurent Bienvenu (LIAFA, Université Paris Diderot) : «Qu’est-ce qu’un nombre aléatoire ? Hasard et calculabilité»
• Benoît Rittaud (Laboratoire LAGA, Université Paris XIII) : «De la “Grande Année” aux suites de Kronecker»
• David Xiao (LIAFA, Université Paris Diderot) : «Le pseudo-aléa : objets et génération»

The talk by David Xiao is accompanied by a fairly interesting survey that goes much farther than what is found in Randomness through Computation. The same applies to the talk by Laurent Bienvenu, with a survey that is closer in spirit to the themes of Randomness through Computation (Kolmogorov and Chaitin complexities, Martin-Löf randomness).

Another (weak) coincidence is that I received yesterday in the mail Richard von Mises’ Probability, Statistics and Truth, which I hope to read carefully in the coming weeks, in connection with the above, but also Bayesian statistics (“a misundertsanding of one of the classical formulas of probability calculus”).