Archive for foundation lectures
la vie (bayésienne), mode d’emploi
Posted in Books, pictures, Travel, University life with tags Bayesian foundations, conference, foundation lectures, France, free jazz, ISBA, ISBA 2026, Japan, Nagoya, slides, Sylvia Richardson, WINC AICHI on August 1, 2026 by xi'an
ISBA 2026¹
Posted in Kids, pictures, Statistics, Travel, University life with tags admissibility, Bayesian predictive, clustering, conference, deadline, foundation lectures, ISBA, ISBA 2026, Japan, Jeffreys-Lindley paradox, Kyoto, Kyushu, logo, mixtures of distributions, Nagoya, registration fees, Shachihoko, Stein effect, student membership, Tokyo, WINC AICHI on June 30, 2026 by xi'an
An ISBA World meeting is always an exciting event that verges on the sensory overload! The more when one’s flight is perversely designed to land at my usual bedtime. (I tried waking up very early and running for an hour before catching the plane but this did not make me doze for more than one hour or two in the plane.) To explain why I missed the first two foundation lectures of the day, including the one by my dear friend Sylvia Richardson, as I was still resting (to avoid repeating my fainting upon arrival as happened last year, or later as). Incidentally, these lectures made me realise I had given one in Kyoto (on ABC) in 2012. I however managed to attend David Dunson’s wide recap on Bayesian clustering(s), with slides ChatGPT confused with posters, hence a massive information content had I been able to read them from my seat! More fundamentally, the residual difficulty being the very notion of cluster itself. And a jump back in time with Fumiyasu Komaki going over his corpus of works on the decision theoretic properties of Bayesian predictives when the Kullback-Leibler divergence is the loss function. An interesting feature of his findings is that comparing priors in that sense is equivalent to comparing them for point estimation in Normal and Poisson cases, but not in the Gamma case, for no reason I can fathom. A philosophical point of contention of mine’s was the introduction of two Jeffreys priors when observed data and predicted data are from different distributions (calibrated by the same parameter θ) since it calls for a Lindley’s style criticism that a realisation not (yet) observed modifies the prior distribution on θ. If possibly leading to improved estimation.
Masterclass in Bayesian Asymptotics, Université Paris Dauphine, 18-22 March 2024
Posted in Books, pictures, Statistics, Travel, University life with tags 2024, Bayesian asymptotics, Bayesian foundations, Bayesian inference, Bernstein-von Mises theorem, bois de Boulogne, course, empirical Bayes methods, foundation lectures, France, graduate course, IMS Lecture Notes, Judith Rousseau, marginal likelihood, MASH, Master program, masterclass, Paris, PariSanté campus, Université Paris Dauphine, University of Oxford on December 8, 2023 by xi'an
On the week of 18-22 March 2024, Judith Rousseau (Paris Dauphine & Oxford) will teach a Masterclass on Bayesian asymptotics. The masterclass takes place in Paris (on the PariSanté Campus) and consists of morning lectures and afternoon labs. Attendance is free with compulsory registration before 11 March (since the building is not accessible without prior registration).
The plan of the course is as follows
Part I: Parametric models
In this part, well- and mis-specified models will be considered.
– Asymptotic posterior distribution: asymptotic normality of the posterior, penalization induced by the prior and the Bernstein von – Mises theorem. Regular and nonregular models will be treated.
– marginal likelihood and consistency of Bayes factors/model selection approaches.
– Empirical Bayes methods: asymptotic posterior distribution for parametric empirical Bayes methods.
Part II: Nonparametric and semiparametric models
– Posterior consistency and posterior convergence rates: statistical loss functions using the theory initiated by L. Schwartz and developed by Ghosal and Van der Vaart, results on less standard or well behaved losses.
– semiparametric Bernstein von Mises theorems.
– nonparametric Bernstein von Mises theorems and Uncertainty quantification.
– Stepping away from pure Bayes approaches: generalized Bayes, one step posteriors and cut posteriors.
ISBA²⁴ [website]
Posted in pictures, Statistics, Travel, University life with tags Bayesian Analysis, Bayesian bridge, Bruno de Finetti, conference, foundation lectures, Gran Canale, International Society for Bayesian Analysis, ISBA 2024, Italy, Rialto, San Giobbe, Susie Bayarri, Università Ca' Foscari Venezia, Venice on August 31, 2023 by xi'an
