Archive for ISBA 2024

venospedale⁺²

Posted in pictures, Travel, University life with tags , , , , , , , , , , on July 6, 2024 by xi'an

The last days of the ISBA 2024 meeting have turned out to be quite different from my expectations. Missing two days of exciting sessions, including the one I organised on privacy, and chance discussions. And a fresco dinners with friends… Indeed, just before our round table on Wednesday, I started feeling unwell and while I think I managed the session (correct me if I am wrong!) to argue my case towards multiple hubs, if clearly not convincing the entire audience, I was feeling worse by the end of the afternoon and shivering despite the Venetian balmy weather. Still decided to join friends for dinner as this was an unmissable opportunity but fainted soon after arrival. The restaurant called an ambulance boat (!) that took me to the Venice hospital and I spent the night and the entire morning in the emergency room before being diagnosed with a blood infection rather than a mere gastroenteritis… And was moved to an hospital bedroom, hopefully for not too long as I am currently feeling pretty well if somewhat famished.I definitely hope to be back on track for our Ocean satellite meeting on Sunday and the following retreat next week.

The protocols in the emergency room didn’t seem much different from the ones I experienced in French hospitals with multiple tests, long waits and limited information. It was also very noisy despite the relatively low number of patients.

veniSBA³

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , on July 5, 2024 by xi'an


Managed to sneak in the slaughterhouse (aka Aula Magna) as Michael had just started his (quite appropriate) De Finetti lecture. On contract theory and federated learning, along the themes of our OCEAN project.

We had our future of ISBA (physical) round table, initiated by Guido Consonni and Getraud Malsiner-Walli, on how to evolve towards a higher consciousness of the impact of our conferencing, as well as towards more inclusivity and hence more diversity, by proposing new formats. My two cents being the multihub (or mirror) format experienced at ISB@CIRM in 2021. Here are my slides, with a quote in Chinese (讓百花齊放) relating to the Maoist slogan of the hundred flowers blooming.

veniSBA²

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , on July 4, 2024 by xi'an

After another morning cycle of 2Xing Porte della Libertà (under a light and pleasant rain) and swimming in Sant’ Alviso (in too warm a water), I did not make it for the beginning of the Bayesian deep learning session, breakfast oblige!, and cumulated with different percolation events (ie, meeting friend after friend on my way to the classroom), I could not get enough of the session to report anything even barely useful!

As I did not rush fast enough to Andrew’s Foundation lecture (another sequence of percolations!), I had to stand in the back of the packed main amphitheatre (and former sorting hall of the Venice slaughterhouse!), Guido Cazzavillan’s Aula Magna, while he talked a fresco about some holes in Bayesian data analysis (the analysis, not the book!), those being [verbatim]

  1. the usual rules of conditional probability fail in the quantum realm,
  2. flat or weak priors lead to terrible inferences about things we care about,
  3. subjective priors are incoherent,
  4. Bayesian decision picks the wrong model,
  5. Bayes factors fail in the presence of flat or weak priors,
  6. for Cantorian reasons we need to check our models, but this destroys the coherence of Bayesian inference.

After lunch, I attended the (mostly sequential) simulation based inference (renamed from ABC!) session with a composite likelihood proposal by Lorenzo Rimella, that uses marginals to approximate the likelihood of a hidden Markov SIS epidemic model by composite likelihood towards getting more efficient if inexact versions. Then [1WABC webinar co-organiser] Umberto Picchini on surrogates for likelihood and posterior functions, with sequential improvements (w/o ABC and w/o neural networks). Called “Sequential mixture posterior and likelihood estimation”, using mixtures of experts when the weights are functions of the observed or simulated y. With adapting the number of components in the mixture. Comparing favourably with normalising flows. And Wentao Li on correcting by ABC for composite likelihood as in Ruli et al. (2016). Where a posterior distribution given composite scores (seen as [summary] statistics) is employed but requires a convergent estimator of the unknown parameter.

 No congratulation today to our PhD student who managed to fall in a canal (but survived)..!

venISBA¹

Posted in Books, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , 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!!!

 

ritorno sereno in Serenissima

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , on June 29, 2024 by xi'an