Archive for WU Wirtschaftsuniversität Wien

LaTeX issues from Vienna

Posted in Books, Statistics, University life with tags , , , , , , , , , , , on September 21, 2017 by xi'an

When working on the final stage of our edited handbook on mixtures, in Vienna, I came across unexpected practical difficulties! One was that by working on Dropbox with Windows users, files and directories names suddenly switched from upper case to lower cases letters !, making hard-wired paths to figures and subsections void in the numerous LaTeX files used for the book. And forcing us to change to lower cases everywhere. Having not worked under Windows since George Casella gave me my first laptop in the mid 90’s!, I am amazed that this inability to handle both upper and lower names is still an issue. And that Dropbox replicates it. (And that some people see that as a plus.)

The other LaTeX issue that took a while to solve was that we opted for one chapter one bibliography, rather than having a single bibliography at the end of the book, mainly because CRC Press asked for this feature in order to sell chapters individually… This was my first encounter with this issue and I found the solutions to produce individual bibliographies incredibly heavy handed, whether through chapterbib or bibunits, since one has to bibtex one .aux file for each chapter. Even with a one line bash command,

for f in bu*aux; do bibtex `basename $f .aux`; done

this is annoying in the extreme!

zurück nach Wien

Posted in pictures, Running, Statistics, Travel, University life, Wines with tags , , , , , , , , on September 16, 2017 by xi'an

Today, I am travelling to Vienna for a few days, primarily for assessing a grant renewal for a research consortium federating most Austrian research groups on a topic for which Austria is a world-leader. (Sorry for being cryptic but I am unsure how much I can disclose about this assessment!) And taking advantage on being in Vienna, for a two-day editing session with Sylvia Früwirth-Schnatter and Gilles Celeux on our Handbook of mixtures analysis project. Which started a few years ago with another meeting in Vienna. And taking further advantage on being in Vienna, for an evening at the Volksoper, conveniently playing Die Zauberflöte!

Assistant Professor position @ WU

Posted in Mountains, Statistics, Travel, University life, Wines with tags , , , , , , , on August 15, 2016 by xi'an

wien2There is an opening for an assistant professor non-tenure position in Vienna, WU, in Sylvia Früwirth-Schnatter’s group. With deadline September 7, 2016. The requested profile is

– PhD in applied mathematics or in statistics with a strong mathematical background
– Enthusiastic interest in research in Bayesian statistics, exemplified through publications in international journals in topics including, but not limited to, Bayesian non-parametric methods, Bayesian inference for high-dimensional and complex data, Bayesian time series analysis and state space modelling, efficient Markov chain Monte Carlo methods
– Interest in applications in economics, finance, and business
– Excellent programming skills (e.g. in R or Matlab)
– German language skills are not a prerequisite

Here are the details for those interested in this exciting opportunity!

Bayesian statistics from methods to models and applications

Posted in Books, Kids, pictures, Statistics, Travel, University life, Wines with tags , , , , , , , , on July 5, 2015 by xi'an

A Springer book published in conjunction with the great BAYSM 2014 conference in Wien last year has now appeared. Here is the table of contents:

  • Bayesian Survival Model Based on Moment Characterization by Arbel, Julyan et al.
  • A New Finite Approximation for the NGG Mixture Model: An Application to Density Estimation by Bianchini, Ilaria
  • Distributed Estimation of Mixture Model by Dedecius, Kamil et al.
  • Jeffreys’ Priors for Mixture Estimation by Grazian, Clara and X
  • A Subordinated Stochastic Process Model by Palacios, Ana Paula et al.
  • Bayesian Variable Selection for Generalized Linear Models Using the Power-Conditional-Expected-Posterior Prior by Perrakis, Konstantinos et al.
  • Application of Interweaving in DLMs to an Exchange and Specialization Experiment by Simpson, Matthew
  • On Bayesian Based Adaptive Confidence Sets for Linear Functionals by Szabó, Botond
  • Identifying the Infectious Period Distribution for Stochastic Epidemic Models Using the Posterior Predictive Check by Alharthi, Muteb et al.
  • A New Strategy for Testing Cosmology with Simulations by Killedar, Madhura et al.
  • Formal and Heuristic Model Averaging Methods for Predicting the US Unemployment Rate by Kolly, Jeremy
  • Bayesian Estimation of the Aortic Stiffness based on Non-invasive Computed Tomography Images by Lanzarone, Ettore et al.
  • Bayesian Filtering for Thermal Conductivity Estimation Given Temperature Observations by Martín-Fernández, Laura et al.
  • A Mixture Model for Filtering Firms’ Profit Rates by Scharfenaker, Ellis et al.


my life as a mixture [BAYSM 2014, Wien]

Posted in Books, Kids, Mountains, pictures, Statistics, Travel, University life with tags , , , , , , , , , , on September 12, 2014 by xi'an

Next week I am giving a talk at BAYSM in Vienna. BAYSM is the Bayesian Young Statisticians meeting so one may wonder why, but with Chris Holmes and Mike West, we got invited as more… erm… senior speakers! So I decided to give a definitely senior talk on a thread pursued throughout my career so far, namely mixtures. Plus it also relates to works of the other senior speakers. Here is the abstract for the talk:

Mixtures of distributions are fascinating objects for statisticians in that they both constitute a straightforward extension of standard distributions and offer a complex benchmark for evaluating statistical procedures, with a likelihood both computable in a linear time and enjoying an exponential number of local models (and sometimes infinite modes). This fruitful playground appeals in particular to Bayesians as it constitutes an easily understood challenge to the use of improper priors and of objective Bayes solutions. This talk will review some ancient and some more recent works of mine on mixtures of distributions, from the 1990 Gibbs sampler to the 2000 label switching and to later studies of Bayes factor approximations, nested sampling performances, improper priors, improved importance samplers, ABC, and a inverse perspective on the Bayesian approach to testing of hypotheses.

I am very grateful to the scientific committee for this invitation, as it will give me the opportunity to meet the new generation, learn from them and in addition discover Vienna where I have never been, despite several visits to Austria. Including its top, the Großglockner. I will also give a seminar in Linz the day before. In the Institut für Angewandte Statistik.