Archive for University of Warwick

David Firth, incoming RSS President

Posted in Statistics with tags , , , on September 19, 2021 by xi'an

RB4MCMC@ISR

Posted in Statistics with tags , , , , , , , on August 18, 2021 by xi'an

Our survey paper on Rao-Blackwellisation (and the first Robert&Roberts published paper!) just appeared on-line as part of the International Statistical Review mini-issue in honour of C.R. Rao on the occasion of his 100th birthday. (With an unfortunate omission of my affiliation with Warwick!). While the papers are unfortunately beyond a paywall, except for a few weeks!, the arXiv version is still available (and presumably with less typos!).

Metropolis-Hastings via Classification [One World ABC seminar]

Posted in Statistics, University life with tags , , , , , , , , , , , , , , , on May 27, 2021 by xi'an

Today, Veronika Rockova is giving a webinar on her paper with Tetsuya Kaji Metropolis-Hastings via classification. at the One World ABC seminar, at 11.30am UK time. (Which was also presented at the Oxford Stats seminar last Feb.) Please register if not already a member of the 1W ABC mailing list.

NCE, VAEs, GANs & even ABC…

Posted in Statistics with tags , , , , , , , , , , , , , on May 14, 2021 by xi'an

As I was preparing my (new) lectures for a PhD short course “at” Warwick (meaning on Teams!), I read a few surveys and other papers on all these acronyms. It included the massive Guttmann and Hyvärinen 2012 NCE JMLR paperGoodfellow’s NIPS 2016 tutorial on GANs, and  Kingma and Welling 2019 introduction to VAEs. Which I found a wee bit on the light side, maybe missing the fundamentals of the notion… As well as the pretty helpful 2019 survey on normalising flows by Papamakarios et al., although missing on the (statistical) density estimation side.  And also a nice (2017) survey of GANs by Shakir Mohamed and Balaji Lakshminarayanan with a somewhat statistical spirit, even though convergence issues are not again not covered. But misspecification is there. And the many connections between ABC and GANs, if definitely missing on the uncertainty aspects. While Deep Learning by Goodfellow, Bengio and Courville adresses both the normalising constant (or partition function) and GANs, it was somehow not deep enough (!) to use for the course, offering only a few pages on NCE, VAEs and GANs. (And also missing on the statistical references addressing the issue, incl. [or excl.]  Geyer, 1994.) Overall, the infinite variations offered on GANs leave me uncertain about their statistical relevance, as it is unclear how good the regularisation therein is for handling overfitting and consistent estimation. (And if I spot another decomposition of the Kullback-Leibler divergence, I may start crying…)

two ISBA meetings in 2022

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , on May 11, 2021 by xi'an

As in 2019, both the O’Bayes and BNP conferences will occur the same year, if not back-to-back as in 2019 (when they were in neighbouring Oxford and Warwick, respectively). To quote from the current Chair of the OBayes section of ISBA, my friend Gonzalo,

“the next International Workshop on Objective Bayes Methodology (O-Bayes, OBayes, O’Bayes, Ohhh Bayes,..) is scheduled for September 2022 from 7th (Wed) to 10th (Sat) and will be hosted by University of California, Santa Cruz. This will be the 14th meeting of one of the longest-running and preeminent meetings in Bayesian statistics (the 1st was in USA 1996; the last one in 2019 in UK). In this conference, we will be celebrating the 70th birthday of Luis Pericchi an extraordinary person who has been very influential in the successful development of OBayesian ideas.”

thus seeing the O’Bayes meeting taking place in North America in early Fall, followed by BNP 13 in South America a month later (and thus Spring!), quoting from Alessandra Guglielmi:

“Due to the ongoing COVID-19 pandemic, the 13th World Meeting on Bayesian Nonparametrics (BNP Workshop) is postponed until 2022. The meeting is currently scheduled to take place in Puerto Varas, Chile, October 24-28, 2022.”

El lago Llanquihue, con el volcán Osorno al fondo Yuri de Mesquita Bar / Getty Images/iStockphoto