Archive for Ocean
Bayesian persuasive privacy at ICML²⁶
Posted in Books, Mountains, pictures, Statistics, Travel, University life with tags #ERCSyG, adversarial privacy, Bayesian inference, Bayesian privacy, ICML 2026, International Conference on Machine Learning, LLM, LLM reviewing, Ocean, Oceanerc, peer review process, persuasive privacy, proceedings, Seoul, South Korea, statistical machine learning, watermarking on May 14, 2026 by xi'an
incoming mostly Monte Carlo [14 April, PariSanté campus]
Posted in pictures, Statistics, University life with tags #ERCSyG, Brownian motion, coupling, entropy, France, Markov chain Monte Carlo algorithm, MCMC, mostly Monte Carlo seminar, multimodal target, Ocean, optimal coupling, Paris, PariSanté campus, Riemannian manifold, stereographic MCMC, Université Paris Dauphine on April 9, 2026 by xi'an
The next Mostly Monte Carlo seminar will be this very Friday, 10/04/26, at PariSanté Campus. With Shiva Darshan and Pierre Monmarché speaking on the following topics:
15h: Shiva Darshan Maximal-reflection couplings on manifolds: some specific examplesExplicit Markovian couplings can be used to build Markov Chain Monte Carlo methods such unbiased MCMC or coupling based control variates. For sampling from probability measures supported on Euclidean space, one typically uses a synchronous coupling, a maximal-reflection coupling (also known as a discrete-time sticky coupling), or some variant of the two. For probability measures supported on Riemannian manifolds, the situation is less clear cut. While the Kendall-Cranston coupling of Brownian motions on manifolds has been successfully applied in theoretical works, it is ill-suited for building explicit algorithms. In this talk, we will discuss some of the obstacles to extending Euclidean maximal-reflection couplings to manifolds and present some special cases for which these obstacles can be easily overcome. With applications to Stereographic MCMC in mind, we detail particular couplings of random walks on the sphere.16h: Pierre Monmarché A post-sampling reweighting method for multi-modal target measuresEven when the modes are identified and sampled locally with MCMC methods, a difficulty to sample multi-modal measures is to correctly estimate the relative probabilities of each of these modes, which requires to observe many transitions between them (which are rare events). We will present an approach based on variational inference which exploits the local samples, aiming only at estimating the relative weights between them. When the modes are well separated, this amount to some entropy estimations.
from Les Houches to Venezia, privately
Posted in pictures, Travel, University life with tags #ERCSyG, canals, Chamonix, crevasse, ERC, hospital, icefield, Les Houches, Mer de Glace, Ocean, Rocky Pop Hôtel, San Giobbe, Università Ca' Foscari Venezia, Venezia, Venice on March 28, 2026 by xi'an
The third ERC Synergy OCEAN privacy workshop took place in Venice rather than Les Houches, as a more convenient location for most participants and a definitely more academic and peaceful environment than the Rocky Pop psychedelic hotel! (It also helped that I was invited by the Department of Economics for that period.) Most of participants were old-timers and this helped in launching working groups and discussions from early on. Hence allowing to make more progress in exploring new directions to improve estimation efficiency under privacy (and vice-versa). In particular, our recent decision-theoretic developments proved of interest to several groups and hopefully extensions will come out, none too much in the future. And no-one fell in a canal, or in a crevasse, or ended up in the hospital this time… Grazie mille a tutti!
Bob’s talk at PariSanté
Posted in Books, Statistics, University life with tags #ERCSyG, convergence of Gibbs samplers, Hamiltonian Monte Carlo, HMC, Mostly MCMC seminar, NUTS, Ocean, Paris, PariSanté campus, potential function, PSL, Sinkhorn algorithm, slides, Université Paris Dauphine, University of Warwick, WALNUTS on March 25, 2026 by xi'anWe had a wonderful time (and an unusually large audience) at the mostly Monte Carlo seminar last week as Pierre del Moral and Bob Carpenter both presented on exciting recent developments of theirs! Pierre talked about Kantorovich contraction of Markov semigroups, which sounds rather daunting!, but actually covers fairly general and generic convergence results, using tools like potentials and Lyapunov contractions, reminding me of the early days of MCMC and the papers of Gareth Roberts (University of Warwick), Jeff Rosenthal, Richard Tweedie and others.
Bob then spoke about the latest version of NUTS, the within-orbit adaptive NUTS (WALNUTS) sampler, which adapts the step size at every leapfrog step in order to conserve the Hamiltonian and keep the path stable enough. The adaptation is facilitated by incorporating this step size as an extra parameter with an attached distribution, that the authors call Gibbs self tuning (GIST), for coupling tuning parameters and conditionally Gibbs-sampling them per iteration in Hamiltonian Monte Carlo. This has been done in the past, incl. in some of my papers (e.g., Andrieu & Robert, 2004), but I could not cite a particular reference during the seminar.
Further light reflections that came to mind during Bob’s talk:
- with NUTS, if cycling is feasible in a finite time, we could wait for a second passage at the starting point and then get back halfway (with the difficulty of detecting this second passage)
- changing the kinetic matrix at each leapfrog jump is actually Riemannian HMC (and with cubic cost!)
- the doubling mechanism in both the original NUTS and in biased progressive NUTS is simulation wasting
- but so is (surprise, surprise!) finding adaptive mass matrices for WALNUTS at reasonable costs
di ritorno a Venezia, nella privacy oceanica
Posted in pictures, Running, Statistics, Travel, University life with tags #ERCSyG, Bayesian privacy, Campo Sant'Alviso, canals, differential privacy, ERC, ERC Synergy Grant, Italia, laguna, Les Houches, Ocean, San Giobbe, swimming pool, uncertainty quantification, Università Ca' Foscari Venezia, Venezia, visiting position, workshop on March 15, 2026 by xi'an
