Just learned this day that Professor A. K. Md. Ehsanes Saleh passed away in early September. I first met him sometimes in the Fall of 1987, while visiting (from Purdue where I was visiting professor) my wife in Ottawa (where she was pursuing a Master in Electrical Engineering). I knew of his papers on shrinkage and pre-test estimators and dropped by Carleton University, where he taught and worked most of his life, for a casual talk. He was incredibly welcoming and friendly to an unknown junior researcher who had dropped by with no warning on a Friday afternoon. We then kept in touch about research projects and he made me an offer to visit Carleton over the Summer of 1988, with a welcome financial support that allowed us to rent a better lodging by the University of Ottawa (which my wife kept for the following year). This suited me most perfectly as I could spend the summer (May-August) with my wife and work with Professor Saleh on shrinkage topics, which was most enjoyable (if not immensely innovative), although the move involved a non-stop 14h drive from West Lafayette to Ottawa! The whole group of statisticians and probabilists at Carleton was unbelievably friendly as well and contributed, along with the stressless atmosphere of the Canadian capital and the endless nearby parks, to make that summer of 1988 a fabulous one. We renewed the experiment the following summer of 1989, when I left Cornell at the end of their semester, again a great one, when I also met Tatsuya Kubokawa who was visiting Professor Saleh as well. After those two years, I had very few opportunities to visit Ottawa and hence to meet him again, even though I remember having lunch with him at a Franco-Canadian meeting in 2008. I do and will remember him as a humble and selfless man, despite his accomplishments of being the first Bangladeshi statistician in receiving many awards and distinctions, always amicable and full of tolerance and helpful advice.
Archive for Carleton University
A. K. Md. Ehsanes Saleh (01 Jan 1932 – 03 Sept 2023)
Posted in Books, Statistics, Travel, University life with tags A. K. Md. Ehsanes Saleh, Bangladesh, book reviews, Canada, Carleton University, Cornell University, James-Stein estimator, obituary, Ottawa, Purdue University, ridge regression, SFDS, shrinkage estimation, SSC, West Lafayette on December 10, 2023 by xi'anApproximation Methods in Bayesian Analysis [#2]
Posted in pictures, Running, Statistics, Travel, University life with tags ABC, approximate Bayesian inference, auxiliary particle filter, Carleton University, Dirichlet process mixture, empirical Bayes methods, expectation-propagation, Flemming-Viot process, gaussian process, hidden Markov models, HMC, Luminy campus, Mark Beaumont, mistral, mixtures of distributions, normalizing flow, quantile regression, repulsiveness, Sugiton on June 22, 2023 by xi'an
A more theoretical Day #2 of the workshop, with Debdeep Pati comparing two representations of Gaussian processes with significantly different efficiencies, and Aad van der Vaart presenting a form of linearisation for a range of inverse problems, Kolyan Ray debiasing Lasso impacts by variational Bayes, although through a somewhat intricate process that distanced the procedure from Bayesian grounds imho, Judith Rousseau (Dauphine) also drifting away from Bayesian canons by looking anew at empirical Bayes with surprising differences from genuine B analysis, connecting with the cutoff phenomenon she and Kerrie exhibited in their 2011 mixture paper, as well as labelling the marginal likelihood a misspecified model. Trevor Campbell and Sinead Williamson both provided Bayesian perspectives on normalising flows, in particular the impact of computer imprecision on reversibility, leading to the notion of shadow paths (screenshot below), while Giovanni Rebaudo talked about mixtures supported by trees, a fascinating object!
On Day #3, Marc Beaumont talked on a mixture of composite likelihood à la Ryden, making me wonder of optimisation of blocks for HMC? EP-ABC, with the issue of the unknown amount of approximation, and adaptivity?, Maria de Iorio presented work on finite and infinite mixtures with repulsive (Coulomb) priors, achieving a unified framework, plus known evidence (?), with a correlated talk by Federico Camerlenghi in the afternoon, with novel notions (for me) of Palm measures and calculus, and another correlated talk by María-Fernanda Gil Leyva Villa, on stick-breaking processes for species sampling with dependent length variables, with related improvements in Gibbs implementation (screenshot below).
This was followed by two theoretical talks on continuous time processes by Paul Jenkins (Warwick) on the fine properties of the Flemming-Viot process, with mentions of Don Dawson’s results reminding me of the 1988 and 1989 summers I spent at Carleton University, where he was located at the time, and Matteo Ruggieri, with the novel (to me) notion of dual Markov processes that could prove useful in a lot of latent variable models. Fabrizio Leisen expanded on his early work on partial exchangeability and Steve MacEachern on dependent quantile pyramids, which relate to quantile regression, a constant source of puzzlement for me. Motivating the perspective by robustness and misspecification arguments. But I am a wee bit puzzled by the distinction between quantile pyramids and other non-parametric solutions.
On the outdoor front (in early mornings), choppy waters at sea (in the Sugiton calanque, pictured above) thanks to the endless mistral wind, nice run down from Mont Puget with friends, limited utility of my rented mountain bike (except to reach the nearest supermarket, 3km away)
O’Bayes 19/2
Posted in Books, pictures, Running, Travel, University life with tags amenability, Bayesian inference, bronze sculpture, Carleton University, ergodicity, Gibbs posterior, group invariance, John von Neumann, Kenilworth, likelihood-free methods, O'Bayes 2019, Ottawa, Read paper, Royal Statistical Society, summer of British conferences, sunrise, University of Warwick, Zig-Zag on July 1, 2019 by xi'an
One talk on Day 2 of O’Bayes 2019 was by Ryan Martin on data dependent priors (or “priors”). Which I have already discussed in this blog. Including the notion of a Gibbs posterior about quantities that “are not always defined through a model” [which is debatable if one sees it like part of a semi-parametric model]. Gibbs posterior that is built through a pseudo-likelihood constructed from the empirical risk, which reminds me of Bissiri, Holmes and Walker. Although requiring a prior on this quantity that is not part of a model. And is not necessarily a true posterior and not necessarily with the same concentration rate as a true posterior. Constructing a data-dependent distribution on the parameter does not necessarily mean an interesting inference and to keep up with the theme of the conference has no automated claim to [more] “objectivity”.
And after calling a prior both Beauty and The Beast!, Erlis Ruli argued about a “bias-reduction” prior where the prior is solution to a differential equation related with some cumulants, connected with an earlier work of David Firth (Warwick). An interesting conundrum is how to create an MCMC algorithm when the prior is that intractable, with a possible help from PDMP techniques like the Zig-Zag sampler.
While Peter Orbanz’ talk was centred on a central limit theorem under group invariance, further penalised by being the last of the (sun) day, Peter did a magnificent job of presenting the result and motivating each term. It reminded me of the work Jim Bondar was doing in Ottawa in the 1980’s on Haar measures for Bayesian inference. Including the notion of amenability [a term due to von Neumann] I had not met since then. (Neither have I met Jim since the last summer I spent in Carleton.) The CLT and associated LLN are remarkable in that the average is not over observations but over shifts of the same observation under elements of a sub-group of transformations. I wondered as well at the potential connection with the Read Paper of Kong et al. in 2003 on the use of group averaging for Monte Carlo integration [connection apart from the fact that both discussants, Michael Evans and myself, are present at this conference].
