Archive for summer of British conferences

O’Bayes 19/2

Posted in Books, pictures, Running, Travel, University life with tags , , , , , , , , , , , , , , , , , on July 1, 2019 by xi'an

One talk on Day 2 of O’Bayes 2019 was by Ryan Martin on data dependent priors (or “priors”). Which I have already discussed in this blog. Including the notion of a Gibbs posterior about quantities that “are not always defined through a model” [which is debatable if one sees it like part of a semi-parametric model]. Gibbs posterior that is built through a pseudo-likelihood constructed from the empirical risk, which reminds me of Bissiri, Holmes and Walker. Although requiring a prior on this quantity that is  not part of a model. And is not necessarily a true posterior and not necessarily with the same concentration rate as a true posterior. Constructing a data-dependent distribution on the parameter does not necessarily mean an interesting inference and to keep up with the theme of the conference has no automated claim to [more] “objectivity”.

And after calling a prior both Beauty and The Beast!, Erlis Ruli argued about a “bias-reduction” prior where the prior is solution to a differential equation related with some cumulants, connected with an earlier work of David Firth (Warwick).  An interesting conundrum is how to create an MCMC algorithm when the prior is that intractable, with a possible help from PDMP techniques like the Zig-Zag sampler.

While Peter Orbanz’ talk was centred on a central limit theorem under group invariance, further penalised by being the last of the (sun) day, Peter did a magnificent job of presenting the result and motivating each term. It reminded me of the work Jim Bondar was doing in Ottawa in the 1980’s on Haar measures for Bayesian inference. Including the notion of amenability [a term due to von Neumann] I had not met since then. (Neither have I met Jim since the last summer I spent in Carleton.) The CLT and associated LLN are remarkable in that the average is not over observations but over shifts of the same observation under elements of a sub-group of transformations. I wondered as well at the potential connection with the Read Paper of Kong et al. in 2003 on the use of group averaging for Monte Carlo integration [connection apart from the fact that both discussants, Michael Evans and myself, are present at this conference].

O’Bayes 2019 has now started!

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on June 28, 2019 by xi'an

The O’Bayes 2019 conference in Warwick University has now started, with about 100 participants meeting over four days (plus one of tutorials) in the Zeeman maths building of the University. Quite a change of location and weather when compared with the previous one in Austin. As an organiser I hope all goes well at the practical level and want to thank the other persons who helped me towards this goal, first and foremost Paula Matthews who solved web and lodging and planning issues all over these past months, as well as Mark Steel and Cristiano Villa. As a member of the scientific committee, I am looking forward the talks and discussants along the coming four days, again hoping all speakers and discussants show up and are not hindered by travel or visa issues…

last call for O’Bayes in Warwick

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , on June 4, 2019 by xi'an

This is a last call for late participants or would-be participants to the O’Bayes conference at the end of the month, in Warwick on 28 June – 02 July, and right after the BNP 12 conference. Posters can still be submitted to me and registration is still open for another two weeks.

O’Bayes 19: registration and travel support

Posted in pictures, Running, Travel, University life with tags , , , , , , , on February 14, 2019 by xi'an

An update about the O’Bayes 19 conference next June-July:  the early registration period has now opened. And there should be funds for supporting early-career researchers, thanks to Google and CNRS sponsorships, as detailed below:

Early-career researchers less than four years from PhD, are invited to apply for early-career scholarships. If you are a graduate student, postdoctoral researcher or early-career academic and you are giving a poster, you are eligible to apply. Female researchers and underrepresented minorities are especially encouraged to apply. Selected applicants will receive up to £450, which can be used for any combination of fees, travel and accommodation costs, subject to receipts.

The deadline for applying is the 15th of March (which is also the deadline to submit the abstract for the poster) and it has to be done at the registration phase via the dedicated page. Those who have submitted an abstract before this information on scholarships was made available (11 Feb.) and applying for travel support should contact the organisers.

off to Vancouver

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , on July 29, 2018 by xi'an

I am off today to Vancouver for JSM2018, eight years after I visited the West Coast for another JSM! And a contender for the Summer of British Conferences, since it is in British Columbia.

And again looking forward the city, (some of) the meeting, and getting together with long-time-no-see friends. Followed by a fortnight of vacations on Vancouver Island where ‘Og posting may get sparse…

I hope I can take advantage of the ten hours in the plane from Paris to write my talk from scratch about priors for mixtures of distributions. Based on our papers with Clara Grazian and with Kaniav Kamary and Kate Lee. Still having some leeway since my talk is on Thursday morning, on the last day of the meeting…

LMS Invited Lecture Series and CRISM Summer School in Computational Statistics, just started!

Posted in Books, Kids, pictures, Statistics, Travel, University life with tags , , , , , , , , , , , on July 9, 2018 by xi'an