Archive for difference in differences model

IISA 2024

Posted in Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , 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!