Archive for Ca’ Foscari University
Venice time series workshop
Posted in pictures, Statistics, Travel, University life with tags asymptotics, Ca' Foscari University, distribution-free inference, econometrics, ERC, instrumental variables, Italia, stationarity, time series, unit roots, Università Ca' Foscari Venezia, Venice, workshop on May 25, 2026 by xi'an
venISBA¹
Posted in Books, pictures, Running, Statistics, Travel, University life with tags ABC, BAYSM 2024, Ca' Foscari University, conference, dendrogram, DIC, generalised Bayesian inference, Ho Chi Minh City, ISBA 2024, Italia, Italy, likelihood-free inference, maximum mean discrepancy, normalising flow, probabilistic numerics, San Giobbe, slaughterhouse, Università Ca' Foscari Venezia, Venezia, Venice, Wasserstein distance, world meeting on July 3, 2024 by xi'an
As in previous days, I had an early morn run over the Liberty bridge, with the sunrise as a reward, plus a short swim in the local Sant’ Alviso pool, as I managed to register as a membre this time!, then leading to an hurried breakfast (sad!) not to miss the opening ceremony. My first choice of session was for probabilistic numerics: the first talk was [not Sylvia’s but Lewis Fry’s] Richardson extrapolation by Chris Oates (& coauthors) that causes acceleration in the approximation of functional values (a Taylor expansion at core). Probabilistically numerised via Gaussian processes. Solving linear systems by Jon Cockayne (et al, 2021), with acceleration of iterative methods like conjugate gradient again via Gaussian processing, requiring some knowledge about the condition number of the matrix involved in the linear equations. Interestingly realising the UQ is poor. And Masha Naslidnyk on maximum mean discrepancy likelihood free inference. Since the MMD cannot be computed in closed form, it is approximated via an RKHS kernel and showing that the resulting upper bound converges an optimal rate, achieving thus better precision with less evaluations. MMD has been used in several instances in the ABC literature as well as for generalised Bayesian inference (e.g. by Pierre Alquier or Rito Dutta and their coauthors). Missing other interesting parallel sessions like Data Integration organised by David Rossell.
Also, I chaired the Foundation lecture of my long time friend Kerrie Mengersen on the future of Bayesian analysis, going through many of the projects she drove over the past years (decades!) of modelling via Bayesian statistics in a variety of actual settings, solving challenges of correcting data, reducing dimension, producing complex interfaces with data providers and users. While we had to stop for the following session, it felt like the discussion could have gone on forever! (And a great line of Hakuna my data glimpsed from a passing slide!)
The second multiple session i attended was on Optimal transport and Bayesian learning, with Long Nguyen (who kindly invited to and even more kindly hosted me through Ho Chi Min City last summer) proposing a Wasserstein dendrogram to cluster in mixture models. Which seems to depend much on the parameterisation and the distance, if I understood his presentation. DIC made an appearance but this meant the Dendrogram Information Criterion! Then Hugo Lavenant talked about merging of opinions as how quickly two different priors come to agree when the data size increases. In a non-parametric setting, using a completely random measure framework, with two different measures and optimal transport distances. And then Ricardo Baptista considered intractable posteriors to build sort of a normalising flow (as indicated later). Assuming availability of joint samples from the prior x predictive density and using a triangular transform that favours the marginal x posterior decomposition.
Congrats to our PhD student Emma Kopp who won the best applied presentation at BAYSM on Sunday!!!
VenISBA’t to start!!
Posted in pictures, Statistics, Travel, University life with tags BAYSM 2024, Ca' Foscari University, conference, ISBA 2024, Italia, Italy, San Giobbe, Università Ca' Foscari Venezia, Venezia, Venice, world meeting on June 28, 2024 by xi'an
BAYSM registration now open!
Posted in Kids, pictures, Statistics, Travel, University life with tags BAYSM 2024, Ca' Foscari University, childcare, gondola, International Society for Bayesian Analysis, ISBA, ISBA 2024, Italia, Italy, j-ISBA, junior researchers, junior-ISBA, registration, San Marco, Venezia, Venice on April 21, 2024 by xi'an
The registration for BAYSM 2024 is now officially open. The Bayesian Young Statistician Meeting will take place in Ca’Foscari on 29 and 30 June, 2024, prior to the ISBA meeting. Early bird registration is available till 10 May and for a very low fee that includes lunches and a reception, terrificò! (Note that dedicated childcare is furthermore available.) And note that the early bird registration for the World ISBA meeting has also been extended to 01 May.
a journal of the plague, sword, and famine year
Posted in Books, Kids, pictures, Statistics, Travel, University life with tags BBC, book review, books, Brent Weeks, Ca' Foscari University, cannoli, COVID-19, Daniel Defoe, dark fantasy, film review, grimdark, His Dark Materials, Journal of the Plague Year, Korean cinema, Minneapolis, Minnesota, pandemics, Philip Marlowe, Philip Pullman, Russian invasion, Ukraine, Venezia on May 2, 2023 by xi'an
Read Brent Weeks’ The Way of Shadows, a rather traditional tale of an orphan boy learning assassin’s skills from a master, within a crime guild organisation tolerated by a feudal structure itself ruled by a below-par king, with the usual dilemma between dedication to the (gory and amoral) job and love+friendship+loyalty constraints. Both collide when the love+friends+kingdom come under actual threat from a neighbouring total-evil kingdom. Some aspects of the dilemma are interesting, other are not and weaknesses in the scenario abound. The final climax of this first volume is quite disappointing, but cannot be discussed as a sequence of major spoilers. I wonder whether the following volumes will see some improvement. And Gone to Dust by Matt Goldman, a somewhat enjoyable detective novel but… lacking a proper level of surprise, with whiffs of Marlowe emanating from the central character, Nils Shapiro, an annoying tendency to brand name dropping, detailed descriptions of itineraries that should bore even the locals, and the of-so-convenient! recourse to Somali terrorism in the middle of Minneapolis, to solve the day. Plus a painful insistence on how foul Winter is in Minnesota…
Had a week of Venetian fare at Da’a Marisa, the de facto cantine of Ca’Foscari! And a sampling of neighbouring cannoli, not always successful and not competing with the cannoleria I visited in Milano, which made me cook a batch myself for Easter weekend. With the result that the tubes were reasonable but the ricotta filling too liquid.
Watched the last season of the BBC series His Dark Materials, while wondering whether or not the third volume of the Book of Dust would ever appear. And Kill Boksoon (길복순) which is a manga style movie playing on the hardship of being a single mother when working full time as a contracted killer! Very light (and gory) if rather funny.
