morning run [jatp]

ISBA 2016 [#7]

This series of posts is most probably getting by now an imposition on the ‘Og readership, which either attended ISBA 2016 and does (do?) not need my impressions or did not attend and hence does (do?) not need vague impressions about talks they (it?) did not see, but indulge me in reminiscing about this last ISBA meeting (or more reasonably ignore this post altogether). Now that I am back home (with most of my Sard wine bottles intact!, and a good array of Sard cheeses).

This meeting seems to be the largest ISBA meeting ever, with hundreds of young statisticians taking part in it (despite my early misgivings about the deterrent represented by the overall cost of attending the meeting. I presume holding the meeting in Europe made it easier and cheaper for most Europeans to attend (and hopefully the same will happen in Edinburgh in 2018!), as was the (somewhat unsuspected) wide availability of rental alternatives in the close vicinity of the conference resort. I also presume the same travel opportunities would not have been true in Banff, although local costs would have been lower. It was fantastic to see so many new researchers interested in Bayesian statistics and to meet some of them. And to have more sessions run by the j-Bayes section of ISBA (although I found it counterproductive that such sessions do not focus on a thematically coherent theme). As a result, the meeting was more intense than ever and I found it truly exhausting, despite skipping most poster sessions. Maybe also because I did not skip a single session thanks to the availability of an interesting theme for each block in the schedule. (And because I attended more [great] Sard dinners than I originally intended.) Having five sessions in parallel indeed means there is a fabulous offer of themes for every taste. It also means there are inevitably conflicts when picking one’s session.

Back to poster sessions, I feel I missed an essential part of the meeting, which made ISBA meetings so unique, but it also seems to me the organisation of those sessions should be reconsidered against the rise in attendance. (And my growing inability to stay up late!) One solution suggested by my recent AISTATS experience is to select posters towards lowering the number of posters in the four poster sessions. The success rate for the Cadiz meeting was 35%.) The obvious downsizes are the selection process (but this was done quite efficiently for AISTATS) and the potential reduction in the number of participants. A medium ground could see a smaller fraction of posters to be selected by this process (and published one way or another as in machine-learning conferences) and presented during the evening poster sessions, with other posters being given during the coffee breaks [which certainly does not help in reducing the intensity of the schedule]. Another and altogether solution is to extend the parallelism of oral sessions to poster sessions, by regrouping them into five or six themes or keywords chosen by the presenters and having those presented in different rooms to split the attendance down to human level and tolerable decibels. Nothing preventing participants to visit several rooms in a given evening. Or to keep posters for several nights in a row if the number of rooms allows.

It may also be that this edition of ISBA 2016 sees the end of the resort-style meeting in the spirit of the early Valencia meetings. Edinburgh 2018 will certainly be an open-space conference in that meals and lodgings will be “on” the participants who may choose where and how much. I have heard many times the argument that conferences held in single hotels or resorts facilitated the contacts between young and senior researchers, but I fear this is not sustainable against the growth of the audience. Holding the meeting in a reasonably close and compact location, as a University building, should allow for a sufficient degree of interaction, as was the case at ISBA 2016. (Kerrie Mengersen also suggested that a few restaurants nearby could be designated as “favourites” for participants to interact at dinner time.) Another suggestion to reinforce networking and interacting would be to hold more satellite workshops before the main conference. It seems there could be a young Bayesian workshop in England the prior week as well as a summer short course on simulation methods.

Organising meetings is getting increasingly complex and provides few rewards at the academic level, so I am grateful to the organisers of ISBA 2016 to have agreed to carry the burden this year. And to the scientific committee for setting the quality bar that high. (A special thought too for my friend Walter Racugno who had the ultimate bad luck of having an accident the very week of the meeting he had contributed to organise!)

[Even though I predict this is my last post on ISBA 2016 I would be delighted to have guest posts on others’ impressions on the meeting. Feel free to send me entries!]

Sugiton at dawn

at CIRM [#2]

Sylvia Richardson gave a great talk yesterday on clustering applied to variable selection, which first raised [in me] a usual worry of the lack of background model for clustering. But the way she used this notion meant there was an infinite Dirichlet process mixture model behind. This is quite novel [at least for me!] in that it addresses the covariates and not the observations themselves. I still wonder at the meaning of the cluster as, if I understood properly, the dependent variable is not involved in the clustering. Check her R package PReMiuM for a practical implementation of the approach. Later, Adeline Samson showed us the results of using pMCM versus particle Gibbs for diffusion processes where (a) pMCMC was behaving much worse than particle Gibbs and (b) EM required very few particles and Metropolis-Hastings steps to achieve convergence, when compared with posterior approximations.

Today Pierre Druilhet explained to the audience of the summer school his measure theoretic approach [I discussed a while ago] to the limit of proper priors via q-vague convergence, with the paradoxical phenomenon that a Be(n⁻¹,n⁻¹) converges to a sum of two Dirac masses when the parameter space is [0,1] but to Haldane’s prior when the space is (0,1)! He also explained why the Jeffreys-Lindley paradox vanishes when considering different measures [with an illustration that came from my Statistica Sinica 1993 paper]. Pierre concluded with the above opposition between two Bayesian paradigms, a [sort of] tale of two sigma [fields]! Not that I necessarily agree with the first paradigm that priors are supposed to have generated the actual parameter. If only because it mechanistically excludes all improper priors…

Darren Wilkinson talked about yeast, which is orders of magnitude more exciting than it sounds, because this is Bayesian big data analysis in action! With significant (and hence impressive) results based on stochastic dynamic models. And massive variable selection techniques. Scala, Haskell, Frege, OCaml were [functional] languages he mentioned that I had never heard of before! And Daniel Rudolf concluded the [intense] second day of this Bayesian week at CIRM with a description of his convergence results for (rather controlled) noisy MCMC algorithms.

fit for Les Calanques

Bayesian week in a statistics month at CIRM

As posted earlier, this week is a Bayesian week at CIRM, the French mathematical society centre near Marseilles. Where we meet with about 80 researchers and students interested in Bayesian statistics, from all possible sides. (And possibly in climbing in the Calanques and trail running, if not swimming at this time of year…) With Jean-Michel we will be teaching a short course on Bayesian computational methods, namely ABC and MCMC, over the first two days… Here are my slides for the MCMC side:

As should be obvious from the first slides, this is a very introductory course that should only appeal to students with no previous exposure. The remainder of the week will see advanced talks on the state-of-the-art Bayesian computational methods, including some on noisy MCMC and on the mysterious expectation-propagation technique.

do cartoons help?

I received a (mass) email from Taylor & Francis about creating a few cartoons related to recent papers… As in the example above about the foot strike of Kilian Jornet. With a typo on Font-Romeu. Apart from the authors themselves, and maybe some close relatives!, I have trouble seeing the point of this offer, as cartoons are unlikely to attract academic readers interested in the contents of the paper.