Archive for Approximation Methods in Bayesian Analysis

Approximation Methods in Bayesian Analysis [#3]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on June 23, 2023 by xi'an

My last day (#4) at the workshop, as I had to return to Paris earlier. A rather theoretical morning again, with Morgane Austern on (probabilistic) concentration inequalities on transport distances, far from my comfort zone if lively, Jason Xu on replacing non-convex penalisation factors to distances to the corresponding manifold, which I found most interesting if not directly helpful for simulating over submanifolds, and Hugo Lavenant on studying the impact of prior choice as merging of opinions, in the (Milanese) setting of completely random measures, with the surprise occurrence of a double bent for some choices. The afternoon session saw Andrew Gelman reflecting on multiscale modelling (sans slide et sans tableau) and Chris Holmes introduce the fundamentals of Bayesian conformal prediction, towards reaching well-calibrated (in a frequentist sense) Bayesian procedures by resorting to exchangeability and rank tests. I alas missed the other talks of the day.

In recap, this was a wonderful conference, with a perfect audience size, a diverse if intense program, and a lot of interactions. In addition, the short talk sessions worked very nicely, even at 22:10 after a long day. And attracted very strong audience, even at 22:10! Indeed, they were uniformly well-calibrated, time-wise, and with high clarity messages. To be repeated. As there were many newcomers to CIRM, they discovered the idiosyncrasies of the place and of its surrounding, mostly positively.

On the outdoor front, the week saw an overall moderately hot weather but a constant wind that prevented me from sleeping (well), but which helped with waking up before dawn to cycle or run to my open water pool! The sea remained reasonably choppy, so waves did not prevent my swimming.

Approximation Methods in Bayesian Analysis [#1]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , on June 20, 2023 by xi'an

Interesting first day, if somewhat intense!, with Sylvia Richardson talking of divide & conquer strategies, which we had recently explored in our work on mixtures with Adrien and Judith. Then Jere Koskela (Warwick) on sufficient conditions for consistent inference on trees like Kingman’s coalescent. And in the afternoon Julia-Adela Palacios on tree estimation, with novel notions of tree distances and barycentre (soon to appear in Biometrika!). And Julyan Arbel on the notion and properties of priors within (deep) neural networks, following different asymptotics. On top of this, two fast sessions for people presenting their poster, to be attended tonight. And the usual early morning run to swim 25mn in one of the calanques… Luckily enough, Marseille is not too hot this week, feeling even nicer than Paris!