Archive for Université Paris Dauphine

ABC by classification

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , on December 21, 2021 by xi'an

As a(nother) coincidence, yesterday, we had a reading group discussion at Paris Dauphine a few days after Veronika Rockova presented the paper in person in Oaxaca. The idea in ABC by classification that she co-authored with Yuexi Wang and Tetsuya Kaj is to use the empirical Kullback-Leibler divergence as a substitute to the intractable likelihood at the parameter value θ. In the generalised Bayes setting of Bissiri et al. Since this quantity is not available it is estimated as well. By a classification method that somehow relates to Geyer’s 1994 inverse logistic proposal, using the (ABC) pseudo-data generated from the model associated with θ. The convergence of the algorithm obviously depends on the choice of the discriminator used in practice. The paper also makes a connection with GANs as a potential alternative for the generalised Bayes representation. It mostly focus on the frequentist validation of the ABC posterior, in the sense of exhibiting a posterior concentration rate in n, the sample size, while requiring performances of the discriminators that may prove hard to check in practice. Expanding our 2018 result to this setting, with the tolerance decreasing more slowly than the Kullback-Leibler estimation error.

Besides the shared appreciation that working with the Kullback-Leibler divergence was a nice and under-appreciated direction, one point that came out of our discussion is that using the (estimated) Kullback-Leibler divergence as a form of distance (attached with a tolerance) is less prone to variability (or more robust) than using directly (and without tolerance) the estimate as a substitute to the intractable likelihood, if we interpreted the discrepancy in Figure 3 properly. Another item was about the discriminator function itself: while a machine learning methodology such as neural networks could be used, albeit with unclear theoretical guarantees, it was unclear to us whether or not a new discriminator needed be constructed for each value of the parameter θ. Even when the simulations are run by a deterministic transform.

congrats, Dr. Clarté!

Posted in Books, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on October 9, 2021 by xi'an

Grégoire Clarté, whom I co-supervised with Robin Ryder, successfully defended his PhD thesis last Wednesday! On sign language classification, ABC-Gibbs and collective non-linear MCMC. Congrats to the now Dr.Clarté for this achievement and all the best for his coming Nordic adventure, as he is starting a postdoc at the University of Helsinki, with Aki Vehtari and others. It was quite fun to work with Grégoire along these years. And discussing on an unlimited number of unrelated topics, incl. fantasy books, teas, cooking and the role of conferences and travel in academic life! The defence itself proved a challenge as four members of the jury, incl. myself, were “present remotely” and frequently interrupted him for gaps in the Teams transmission, which nonetheless broadcasted perfectly the honks of the permanent traffic jam in Porte Dauphine… (And alas could not share a celebratory cup with him!)

`Paris is in anarchy’ [cycle woes]

Posted in Travel with tags , , , , , , , , , , on October 7, 2021 by xi'an

An overblown view of the cycling war in Paris, from New York! I read with amusement the report on how Xing a Parisian street is a matter of life or death, when anarclists go through red lights while shouting at pedestrians… Actually, the figures show that the number of accidents involving cyclists (as victims or culprits) has only gone up by 30% when the traffic has increased by 70%. And I could not find an online trace of a pedestrian killed by a cyclist over the past years. Based on my weekly 130 kilometer biking average, mostly to and from Paris Dauphine, I do not perceive a major tension between pedestrians and cyclists, maybe because I am not entering the centre of town (and give priority to pedestrians at both green and red lights). The danger in my experience comes rather from other cyclists’ unpredictable paths, (psychopath) mopeds that run on cycle paths, and cars turning right without checking for bicycles. But I concur with the point made in this article of a poor network of cycle paths, with too many discontinuities, bad surface, inexistent maintenance (esp. in winter months when wet leaves accumulate there and all year long for broken glass and metal parts), and the deadly pavés! Which are unpleasant for road bikes (ask the Paris-Roubaix runners!), slippery, esp. when frosted (speaking from experience), and damaging to tubes and ties. As it happens, I have had thee tube punctures over the three past weeks, two of which were due to running over a particularly uneven pavé or entering a cycle path with a very high step. (And a total of six since April. Making me reconsider using an heavier mountain bike instead. After switching unsuccessfully to anti-puncture road tyres…)

another Latin rectangle

Posted in pictures, University life with tags , , , , , , , , , on June 17, 2021 by xi'an

ABC in Svalbard [the day after]

Posted in Books, Kids, Mountains, pictures, R, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , on April 19, 2021 by xi'an

The following and very kind email was sent to me the day after the workshop

thanks once again to make the conference possible. It was full of interesting studies within a friendly environment, I really enjoyed it. I think it is not easy to make a comfortable and inspiring conference in a remote version and across two continents, but this has been the result. I hope to be in presence (maybe in Svalbard!) the next edition.

and I fully agree to the talks behind full of interest and diverse. And to the scheduling of the talks across antipodal locations a wee bit of a challenge, mostly because of the daylight saving time  switches! And to seeing people together being a comfort (esp. since some were enjoying wine and cheese!).

I nonetheless found the experience somewhat daunting, only alleviated by sharing a room with a few others in Dauphine and having the opportunity to react immediately (and off-the-record) to the on-going talk. As a result I find myself getting rather scared by the prospect of the incoming ISBA 2021 World meeting. With parallel sessions and an extensive schedule from 5:30am till 9:30pm (in EDT time, i.e. GMT-4) that nicely accommodates the time zones of all speakers. I am thus thinking of (safely) organising a local cluster to attend the conference together and recover some of the social interactions that are such an essential component of [real] conferences, including students’ participation. It will of course depend on whether conference centres like CIRM reopen before the end of June. And if enough people see some appeal in this endeavour. In the meanwhile, remember to register for ISBA 2021 and for free!, before 01 May.

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