Archive for martingale posterior

approximately Bayes [on Skye]

Posted in Mountains, pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , on May 28, 2026 by xi'an

Wow, what an exciting workshop in an equally exciting place! Strong themes were post-Bayes (Gibbs priors, martingale priors, predictive Bayes, &tc.) and deep neural network modelling. With animated discussions allowed by the free windows planned in the program. And the very early dinner at Sabhal Mòr Ostaig that let a long sunlit evening for impromptu Q&A’s [with a serving of lamb and another of haggis pie!]. Making me realise the large corpus of work I had missed in the past years on these topics, even though the satellite of BayesComp last year was already an eye opener. (Stay tuned for news about BayesComp 2027 & its mirror in Aussois!) The proposal in Jeff Miller’s discussion of Jeremias Knoblauch’s overview of post-Bayes [I’d rather favour another name!]  to consider directly likelihood values as the data was particularly appealing to me, while reminding me of the foundations of nested sampling. (Hopefully, a new perspective on uncertainty assessment for nested sampling is soon to be completed!)

On the non-academic side, the long days in The North helped with my running with above 90km bagged in the week (and no downpour on the runs). But little to my swimming since the water was cold enough to limit my laps to 5mn each time! Paradoxically the worst day was the one I chose for climbing the Inaccessible Pinnacle (as expanded in another ‘Og entry).

a (sunny, crisp) day at ICSDS 2025

Posted in pictures, Running, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , , , , , , , , , , , , on December 19, 2025 by xi'an

While my first day at ICSDS 2025 was somewhat hectic, having realised late the night before that I was giving a talk!—I had forgotten I had submitted a title at registration time and never received any communication from the organisers, including (or excluding) a request for an abstract. I thus hastily updated my November talk in Sevilla for my December talk in Sevilla! but paid less attention than needed to the sessions I attended—, Wednesday was more peaceful—esp. after a 16K run along the Guadalquivir—and I engaged into two great Bayesian learning sessions, one that seemed designed for me!, involving my (40y long friend) Ed George on his latest result on proper prior minimaxity and shrinkage, with our late friend Bill Strawderman as a co-author since they worked on the problem prior to Bill’s demise, Charles Margossian on variational inference preserving some symmetries in the target and hence keeping the same statistics, with elliptically symmetric families, and Fletcher Christensen on DIC for some mixed models, with references to our “DIC’s eights” paper (but still picking one version of DIC in the end!)

The second session was on prediction learning!—with me as the chair, as I realized one minute before! AI !—with (my friend) Veronika Rockova using AI predictions as a prior predictive and connecting them with Bayesian nonparametrics, Kenyon Ng (who visited me last Spring) on a similar approach using pretrained transformers like TabPFN and martingale posterior inference, Lorenzo Cappello in a generalisation of martingale prediction and Andrea Ghiglietti on the mathematics of an involved urn system.


The afternoon session was a plenary talk by Daniela Witten in the magnificent building of the Real Fabrica de Tabacos, but the room was unfortunately too small for the audience and I could not enter. Hopefully her talk will have a significant intersection with the CRiSM colloquium she delivers in Warwick late January. I thus walked around the old town till the following poster session, held in the Real Fabrica courtyard, under the sun. As I got involved into a deep discussion of the relevance of mirror meetings (which I defend!) versus the dangers on principal (parent) conferences (which can be mitigated by the mirror conference participants registering, to some extent, for the principle one)—more to come on the ‘Og and in the ISBA Bulletin!—, I did not peruse the available posters, sorry…

And, by the way, the conference organisers also revealed the location of ICSDS 2026 which is Croatia, my first bet! In the city of Split we visited in 2023.

post-Bayes workshop at UCL [15 & 16 May 2025]

Posted in pictures, Statistics, Travel, University life with tags , , , , , , , , , , , , , , , , , on April 4, 2025 by xi'an

University College London (UCL) is organising a workshop on post-Bayes inference  and asked to post the announcement (despite my feeling that we have not entered the post-Bayes era!). So here it is:

Over the course of two days, they will host eight invited talks from leaders across the post-Bayesian landscape, spanning from PAC Bayes and generalised Bayes to predictive resampling and martingale posteriors. Alongside these, they will host six contributed talks, and a poster session to ignite discussion and innovation in our growing community. The workshop will complement the post-Bayesian seminar series.

Registration is now open, and they are actively accepting talk and poster submissions! (Deadline for submissions: April 11th, 2025.) Travel support for early career researchers will be available and announced closer to the date. See the website for more information. The workshop will take place in Bentham House, UCL, London.

[As a personal aside, we just learned that our proposal for an approximate(ly) Bayes workshop supported by ICMS (Edinburgh) and set on the magical Isle of Skye had been accepted! To be held in Spring 2026!]