Archive for Yes III

Terug van Eindhoven [Yes III impressions]

Posted in Statistics, Travel with tags , , , , , , , on October 8, 2009 by xi'an

First, Peter Grünwald had to cancel his lectures at Yes III due to a severe flu, which was unfortunate both for him (!) and for the participants to the workshop. Indeed, I was quite interested in hearing about the/his latest developments on the minimum length encoding priors… The lectures by Laurie Davies and Niels Hjort did take place, however, and were quite informative from my perspective: Laurie Davies gave a very general lecture on the notion of approximation and regularisation in Statistics, with a lot of good questions about the nature of “truth” and “model”, which was quite appropriate for this meeting. There also was a kind of ABC flavour in his talk—which made a sort of a connection with mine—, in that models were generally tested by running virtual datasets and checking for adequacy of the observed model. Maybe a bit too ad-hoc and frequentist, as well as fundamentally dependent on the measure of adequacy (in a Vapnik-Cervonenkis sense), but still very interesting. (Of course, a Bayesian answer would also incorporate the consequence of a rejection by looking at the action under the alternative/rejection…) The second half of his lectures was about non-parametric regression, a topic I always find incompletely covered as to why and where the assumptions are made. But I think these lectures must have had a lasting impact on the young statisticians attending the workshop.

Niels Hjort first talked about the “quiet scandal of Statistics”, a nice sentence coined by Leo Breiman, which actually replies to some extent to the previous lectures in that he complained about the lack of accounting for the randomness/bias in selecting a model before working with it as if it was the “truth”.  Another very interesting part of the lectures was dealing with his focussed information criterion (FIC), which adds to the menagerie of information criteria, but also has an interesting link with the pre-test and shrinkage literature of the 70’s and the 80’s. Selecting a model according to its estimated performances in terms of a common loss function is certainly of interest, even though incorporating everything within a single Bayesian framework would certainly be more coherent. Niels also included a fairly exciting data analysis about the authorship of the Novel Prize novel “Quiet flows the Don“, which he attributed to the Nobel Prize winner Sholokhov (solely on the basis of the length of the sentences). Most of his lecture covers material related to his recent book Model Selection and Model Averaging co-authored with Gerda Claeskens.

My only criticism about the meeting is that, despite the relatively small audience, there was little interaction and discussion during the talks (which makes sense for my talk as there was hardly anyone, besides Nils Hjort, interested in computational Bayes!). The questions during the talks were mostly asked by the three senior lecturers and the debates as well. This certainly occurs in other young statisticians meetings, but I think the audience should be encouraged to participate, to debate and to criticise, because this is part of the job of being a researcher. Having for instance registered discussants would help.

Another personnal regret is to have missed the opportunity to attend a concert of Jordi Savall who was playing on Tuesday night Marais’ Lecons de Ténèbres in Eindhoven…

Yes III slides

Posted in Statistics, University life with tags , , on October 7, 2009 by xi'an

After modifying my slides for the Yes III workshop by (a) including a Monte Carlo comparison between importance sampling methods (done in a survey paper with Jean-Michel Marin in preparation for the conference in honour of Jim Berger) and (b) covering the Savage-Dickey latest develoments (another paper soon to be posted), I put those slides on slideshare:

(Warning: the changes only are in the importance sampling section)

Don’t trust the GPS!

Posted in Travel with tags , , , , , on October 6, 2009 by xi'an

Since the train connections to Eindhoven from Paris were not that great, I took the super-fast-train to Brussels then rented a car with a Parisian postdoc to reach Eindhoven and the Yes III meeting faster. The rental company provided us with a GPS that we activated from the start. However, thanks to a mysterious “simulated drive” mode, the system went on the optimal drive to Eindhoven without paying the slightest attention to the actual road conditions (which, incidentally, were rather horrendous in downtown Brussels). It then took us half an hour to restart the GPS and find the exit out of Brussels, while it would have been obvious to follow the “Ring” sign when exiting Brussels Midi train station! Once in Eindhoven, the system got us rather nicely to the Eurandom building and I was starting to trust this pampered way of driving.

However, since I could not leave the car on the university campus overnight, I had to drive the car to my hotel, downtown Eindhoven, and I thus entered the address of the hotel, as provided by a secretary. Alas, this was the address for the wrong hotel and things started to deteriorate from there: the (wrong) hotel owner was presumably unhappy about having to direct a potential customer to a competitor so he gave me a wrong address and I went back the whole circle to the university and in central Eindhoven. for nothing. There I asked another (wrong) hotel who kindly gave me the proper address, but omitted the (major) detail that it was in a pedestrian district and thus impossible to reach by car. I then repeatedly followed the instructions from the GPS only to hit streets where it was impossible to turn! After going on like that for two more circles and close to one hour, I eventually picked what I thought was the nearest public parking, which ended up being right under my hotel. To conclude my adventures in Eindhoven, my hotel room is right on top of a bar that specialises in big band jazz music, to which I am listening right now and till the bar closes, presumably… Proper punishment for driving, that’s it! (Followed by a chime concert at about 5am, played by workers installing the morning outdoor market under my window..)