Archive for ISBA 2012

ISBA 2012 [#2]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , on June 28, 2012 by xi'an

As I slept more than three hours last night, I managed to stay concentrated for a larger portion of the talks today, if missing my morning run! Sam Clifford already discussed some of the sessions I attended, with the same impression about Tamara Broderick’s talk: this was an exceptional and brilliant talk, where the focus was absolutely right and avoided technicalities while conveying the ideas (my candidate for the Lindley prize for sure!). I also like Niels Hjort’s survey and reminiscence, delivered in his unique style! The second session about big data was also quite interesting as it addressed a true problem I feel concerned about if unable to provide useful advances… Michael Jordan’s idea of bags of little bootstraps was neat and concretised the vague notions I had of splitting the data into little datasets. It also opened new directions for thinking, quite appropriately since Michael will spend next year in Paris!

Wanting very much to see the Fushimi Inari-Taisha shrine and its red pilars, I shamefully skipped Chris Holmes’ plenary lecture (and hope Chris will pardon me, one day..!). The shrine was actually quite spectacular while a walking distance from the conference (due East, about 20mn). I even managed to take “empty” pictures despite the crowd. The two afternoon sessions on random probabilities and “honest” MCMC were also quite to my taste, again opening news vistas and raising questions. I also managed to take a peek at most posters, even though another hour would have been welcomed, and got several great exchanges along the way.

ISBA 2012 [guest post]

Posted in pictures, Statistics, Travel, University life with tags , , , , on June 27, 2012 by xi'an

(This post on his impression on ISBA 2012 was written by Sam Clifford, PhD student at QUT.)

Living in Australia has a few benefits when it comes to ISBA 2012. The most obvious one is that travel to Japan takes less than 24 hours and all occurs within time zones which are fairly close to what I consider “normal time”. While my room mate and other attendees appeared to be in various states of exhaustion and mania (we all deal with a lack of sleep very differently) I spent the Monday morning after registration exploring parts of downtown Kyoto with two other attendees from QUT.

Well rested and ready for action, I managed to stay awake during the foundational topic sessions. I had seen Aad van der Vaart talk about coverage of credible sets this time last year in Veracruz at 8BNP, but having come further with my studies I now understood much more of what was going on and could appreciate the implications on a deeper level. The take-home message “you can be very certain but very wrong”. It’s definitely food for thought as I go ahead with my own work on non-/semi-parametric smoothing.

The standout talks for me so far have been in the Advances in Gaussian Processes, Hierarchies of BNP processes and Beta process sessions. While I don’t work directly in these fields I find them absolutely fascinating and was treated in the GP session to three very good examples of the use of GPs with some very clever intricacies in solving some large scale physical science problems. Cari Kaufman’s presentation, in particular, was a great demonstration of how we can use the properties of GPs and flexible mean estimators to obtain sensible smoothers than interpolate the data we have while giving good estimates of the remaining uncertainty. We had a chat on the way to lunch about the overlap between our work and started thinking about some interesting problems that exist in this overlap.

The Hierarchical NP Bayes session had Emily Fox talking about hierarchies of GPs that take advantage of partitioning and the additive properties of GPs and give us a multiresolution GP modelling technique. Combining a globally smooth GP with smaller scale GPs which can model local and discontinuous behaviour in a straightforward and computationally efficient manner is a really neat way to take care of the multiple scales of behaviour in data. Every time I see what Fox is working on I get really excited about the ways we might be able to use it in my group.

Probably my favourite talk was Tamara Broderick’s talk on the search for exchangeable feature probability functions as a way to characterise latent feature models in the way clustering models have been characterised. I know that Tam spent a lot of time on this talk, both late at night and early in the morning, and it paid off. The moment of beauty, for me, came when she presented an extension to Kingman’s Paintbox that allows for overlapping “partitions” by ensuring that the second feature was shared between the partitions where the first feature was and wasn’t expressed (such that p2|p1 and p2|~p1 are in equal proportions, linking it to the Independence). At that point, the talk stopped being about some interesting models based on the Beta process and became a call to discover what was possible in terms of links between a painting scheme and EFPFs. The paper became available on the arXiv during the Beta Process session

Written at Wednesday morning coffee break.

ISBA 2012 [#1]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , on June 26, 2012 by xi'an

The empirical likelihood session was the first one I attended in the morning. As I had slept fairly little the past night, I had alas trouble (more than usual!) to stay awake during the talks! They covered the application of a mix of empirical likelihood and Bayesian tools to missing data and survey data. My overall impression is however that there was not much and not enough discussion about the validation of the approach, i.e.~in connection with my lecture of the previous day, whether or not it was Bayesian, and whether or not it leads to a coherent type of inference, albeit asymptotically.

The following session was ABC #1 that I organised, with Scott Sisson chairing. As a biased organiser, I though it went on well and presented some current viewpoints on model choice and summary statistic selection, all of which have been discussed on this ‘Og! In particular, Dennis Prangle exposed his extension of the Read Paper to the model choice issue, raising interesting questions about the notion of sufficiency in this setting. Similarly, Chris Drovandi discussed the choice of pseudo-model in indirect inference, using a model fit as the selection tool, which does not seem an obvious solution to me as what matters is rather the different behaviour of the corresponding estimator in a collection of models…

After a very pleasant lunch with Ed George in what sounded like a very local and secluded restaurant, where we prepared tomorrow’s memorial session by mostly exchanging stories and memories about George Casella, I went to the adaptive Monte Carlo session, where exhaustion got the better of my genuine interest in the topic (despite Pierre prodding me awake from time to time!)… The more relevant my call for contributions to those impressions of ISBA 2012 from all volunters!

ISBA 2012, Kyoto [#0]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , on June 25, 2012 by xi'an

The first day of ISBA 2012, Kyoto, consisted of four lectures by Aad van der Vaart, Mike West, Don Berry, and myself. While I had originally understood them to be tutorials in the Valencia tradition, the fact that they were renamed “ISBA lectures on Bayesian foundations” attracted a wide proportion of the conference attendees. I was fairly jet-lagged when giving my talk, but this may have helped to keep the pace at a reasonable level rather than rushing through my 195 slides! There was a party in Gion after the talks in a superb location by the Yasaka Pagoda (unfortunately with Western food!).

This brings me to a call for guest posts: anyone attending ISBA 2012 and wanting to share her or his impressions on the conference, the city, Japanese food or culture, is most welcomed to contact me. Posts will appear here and on the ISBA account of Google+.

to Kyoto

Posted in Books, Travel with tags , , , , on June 24, 2012 by xi'an

I had a very nice flight to Osaka, with a power connection to keep working on the talk, and on the Public Lecture in Australia as well. My only regret is that the window glass was not clean enough to take proper pictures… (Because we were flying above the Arctic Circle, passing places like Arkhangelsk!, we got no dark at all. We were always staying clear from the night zone on the map… I may have flown the same route when I went to Shanghai last year, but due to leaving at night then, I do not remember anything like this.) During breaks, I thoroughly read the weekend edition of Le Monde, which has a special central leaflet coverage of Turing’s 100th anniversary. (When I left home, my son was playing with the special applet created for the occasion on the welcome page of Google. Without knowing who Turing was, what an ignoramus!) The paper did not bring me much information about Turing, but covered the main keywords of his too short carreer, from Turing’s machine to Turing’s apple. It also showed a recent implementation of this machine by students at Ecole Normale Supérieure de Lyon, made with 20,000 Lego pieces. Maybe not that helpful to make a general audience understand what a Turing machine is and why the concept is more important than the machine. (Thankfully there was no connection made with the recent flury of Snowhite’s apples in the appaling movie made this year on this most boring of themes…)

There was also an interesting page on the status of philosophy in France: while compulsory in high school, students do not see the point in this subject (ask my son!, he got interested in defending paradoxical perspectives for maybe three weeks and then returned to his lethargy, with a brief awakening when the professor mentioned Hobbes…) and university philosophy departments are threatened of closure. In the same time, general public philosophy magazines prosper and “people” philosophers like Bernard-Henry Levy and Michel Onfray are read (or at least bought!) by hundreds of thousands of people… There is no clear answer to this paradox! I loved philosophy (even more than maths!) when I was in high school and I would have liked so much to take the math-philosophy major after high school, had it existed. But it did not. And I do not see how to make philosophy (as the art of debating, rather than a purely historical knowledge about past philosophers) more palatable to our students or even to my kids…