Archive for Bayesian nonparametrics
BNP15 a Bergamo [28 June – 02 July 2027]
Posted in Mountains, pictures, Statistics, Travel, University life with tags Bayesian nonparametrics, Bergamo, BNP15, conference, ISBA, Italia, Italy, Milano, seminar, Università degli studi di Bergamo on July 23, 2026 by xi'an
Skew-symmetric approximations of posterior
Posted in Statistics with tags Bayesian nonparametrics, BNP Section, Milano, Series B, skew-Normal distribution, skew-symmetric distribution, Università Bocconi, webinar on February 26, 2026 by xi'an
Botond Szabó gave a BNP webinar last week on the recent paper he wrote with Bocconni colleagues
4th Bayesian Nonparametrics Networking Workshop [call for contributions]
Posted in pictures, Statistics, Travel, University life with tags Bayesian nonparametrics, BNP, BNP Section, ISBA, ISBA 2026, Japan, Nagoya, satellite workshop, Seoul, South Korea, University of Seoul, workshop on January 6, 2026 by xi'an
a (sunny, crisp) day at ICSDS 2025
Posted in pictures, Running, Statistics, Travel, University life with tags 5thSYSORM, AI, Andalucía, Bayesian nonparametrics, Bill Strawderman, conferences, CRiSM, Croatia, deviance information criterion, DIC, ellipsoid, generalised Bayesian inference, Guadalquivir, ICSDS 2025, ICSDS 2026, IMS, martingale posterior, minimaxity, prediction, Réal Fabrica deTabacos de Sevilla, Sevilla, shrinkage, shrinkage estimation, Spain, Split, transformer, Universidad de Sevilla, University of Warwick, urn on December 19, 2025 by xi'an
While my first day at ICSDS 2025 was somewhat hectic, having realised late the night before that I was giving a talk!—I had forgotten I had submitted a title at registration time and never received any communication from the organisers, including (or excluding) a request for an abstract. I thus hastily updated my November talk in Sevilla for my December talk in Sevilla! but paid less attention than needed to the sessions I attended—, Wednesday was more peaceful—esp. after a 16K run along the Guadalquivir—and I engaged into two great Bayesian learning sessions, one that seemed designed for me!, involving my (40y long friend) Ed George on his latest result on proper prior minimaxity and shrinkage, with our late friend Bill Strawderman as a co-author since they worked on the problem prior to Bill’s demise, Charles Margossian on variational inference preserving some symmetries in the target and hence keeping the same statistics, with elliptically symmetric families, and Fletcher Christensen on DIC for some mixed models, with references to our “DIC’s eights” paper (but still picking one version of DIC in the end!)
The second session was on prediction learning!—with me as the chair, as I realized one minute before! AI !—with (my friend) Veronika Rockova using AI predictions as a prior predictive and connecting them with Bayesian nonparametrics, Kenyon Ng (who visited me last Spring) on a similar approach using pretrained transformers like TabPFN and martingale posterior inference, Lorenzo Cappello in a generalisation of martingale prediction and Andrea Ghiglietti on the mathematics of an involved urn system.
The afternoon session was a plenary talk by Daniela Witten in the magnificent building of the Real Fabrica de Tabacos, but the room was unfortunately too small for the audience and I could not enter. Hopefully her talk will have a significant intersection with the CRiSM colloquium she delivers in Warwick late January. I thus walked around the old town till the following poster session, held in the Real Fabrica courtyard, under the sun. As I got involved into a deep discussion of the relevance of mirror meetings (which I defend!) versus the dangers on principal (parent) conferences (which can be mitigated by the mirror conference participants registering, to some extent, for the principle one)—more to come on the ‘Og and in the ISBA Bulletin!—, I did not peruse the available posters, sorry…
And, by the way, the conference organisers also revealed the location of ICSDS 2026 which is Croatia, my first bet! In the city of Split we visited in 2023.
IISA 2024
Posted in Statistics, Travel, University life with tags Bayes factor, Bayesian bootstrap, Bayesian computational methods, Bayesian GANs, Bayesian lasso, Bayesian nonparametrics, betel nut, BNP, Cochin University of Science and Technology, difference in differences model, EM algorithm, IISA 2024, India, insufficient statistic, ISI, Kerala, Kochi, privacy, random walk, Wasserstein distance on January 12, 2025 by xi'an
The IISA 2024 conference was held at the Cochin University of Science and Technology (CUSAT), where talks and posters took place. Among the sessions I attended, I attended a talk on colliding random walks that made three or more impossible in the limit, missed the only privacy talk that I could have attended by Vinayak Rao for indulging into a dawnish swimming session in the very decent hotel pool. In the first session I organised, loosely connected with BNP, Antonietta Mira presented a recent work on predicting EU carbon compensation rates, using a information imbalance rank substitute to correlation that could prove quite interesting in privacy settings, albeit no invariant to reparameterisations (with potential connections with Wasserstein distances), Sonia Petrone gave an overview on her substantial amount of work on empirical Bayes in Bayes (EBIB), making me wonder at natural ABC or EM ways to bypass the computation of the empirical Bayes hyperparameter computation (but also on measuring the overfitting degree of EBIB-ing), maybe exploiting the representation of the marginal as an average of predictive, and Debdeep Pati argued towards an interpretable and robust ML, using for estimation divergence a mixture of two KL’s that is remindful of GANs (as well as of Lasso and exponentially tilted empirical likelihood à la Chib & al.), implemented by a form of Bbootstrap. Plus enjoying a locally flavoured acronym, namely BETEL.
The second session I organised was centred on Bayesian computations, with both Sid Chib and Ritabrata Dutta (U Warwick) presenting a Bayesian modelling of difference-in-difference models in clinical trials and several works on (score based) generalized Bayes models with Shreya Roy (U Warwick), who further won a poster prize at IISA 2024. I terminated the session with a talk on our insufficient Gibbs sampler, which connected with some aspects of both Sid’s and Rito’s talks.
As in earlier editions of IISA I attended, the local organisation was most enjoyable, from supportive staff and students, relaxed atmosphere, easy commutes, heaps of great food, and unlimited chai! Plus meeting and listening to participants I had met in these earlier editions. Looking forward the 2026 edition!
