Here are the slides I made for a short tutorial I will deliver this afternoon for the opening day of the International Workshop on Objective Bayes Methodology, O-Bayes15, held in the city of Valencià, so intricately linked with Bayesians and Bayesianism. The more so as we celebrating this time the career and life of our dear friend Susie. Celebrating with talks and stories, morning runs and afternoon drinks, laughs, tears, and more laughs, even though they cannot equate Susie’s unique and vibrant communicative laugh. I will remember how, at O’Bayes 13, Susie was the one who delivered this tutorial. And how, despite physical frailty and fatigue, she did with her usual energy and mental strength. And obviously again with laugh. I will also remember that the last time I visited Valencià, it was for Anabel Forte’s thesis defence, upon invitation from Susie, and that we had a terrific time, from discussing objective Bayes ideas to eating and drinking local goodies, to walking around the grandiose monuments just built (which presumably contributed to ruin the City of Valencià for quite a while!)
Archive for València
O’Bayes15: my tutorial
Posted in Books, Kids, pictures, Running with tags Bayesian tests of hypotheses, non-informative priors, Spain, subjective versus objective Bayes, Susie Bayarri, València on June 1, 2015 by xi'anO-Bayes15 [registration & call for papers]
Posted in Kids, pictures, Statistics, Travel, University life with tags George Casella, O-Bayes 2015, Padova, registration, running, Spain, Susie Bayarri, València on January 5, 2015 by xi'an
Both registration and call for papers have now been posted on the webpage of the 11th International Workshop on Objective Bayes Methodology, aka O-Bayes 15, that will take place in Valencia next June 1-5. The spectrum of the conference is quite wide, as reflected by the range of speakers. In addition, this conference is dedicated to our friend Susie Bayarri, to celebrate her life and contributions to Bayesian Statistics. And in continuation of the morning jog in the memory of George Casella organised by Laura Ventura in Padova, there will be a morning jog for Susie. So register for the meeting and bring your running shoes!
To Susie [by Kerrie Mengersen]
Posted in pictures, Statistics, University life with tags Cancún, Crete, ISBA, ISBA 2014, Kerrie Mengersen, Knossos, Susie Bayarri, València on August 21, 2014 by xi'an[Here is a poem written by my friend Kerrie for the last ISBA cabaret in Cancun, to Susie who could not make it to a Valencia meeting for the first time… Along with a picture of Susie, Alicia and Jennifer taking part in another ISBA cabaret in Knossos, Crete, in 2000.]
This is a parody of a classic Australian bush poem, ‘The Man from Snowy River’, that talks of an amazing horseman in the rugged mountain bush of Australia, who out-performed the ‘cracks’ and became a legend. That’s how I think of Susie, so this very bad poem comes with a big thanks for being such an inspiration, a great colleague and a good friend.
There was movement in the stats world as the emails caught alight
For the cult from Reverend Bayes had got away
And had joined the ‘ISBA’ forces, and were calling for a fight
So all the cracks had gathered to the fray.
All the noted statisticians from the countries near and far
Had flown into Cancun overnight
For the Bayesians love their meetings where the sandy beaches are
And the Fishers snuffed the battle with delight.
There were Jim and Ed and Robert, who were ‘fathers of the Bayes’
They were known as the whiskey drinking crowd
But they’d invented all the theory in those Valencia days
Yes, they were smart, but oh boy were they loud!
And Jose M Bernardo came down to lend a hand
A finer Bayesian never wrote a prior
And Mike West, Duke of Bayesians, also joined the band
And brought down all the graduates he could hire
Sonia and Maria strapped their laptops to the cause
And Anto, Chris and Peter ran – in thongs!
Sirs Adrian and David came with armour and a horse
While Brad and Gareth murdered battle songs
And one was there, a Spaniard, blonde and fierce and proud
With a passion for statistics and for fun
She’d been there with the founders of the nouveau Bayesian crowd
And kept those Fisher stats folk on the run
But Jim’s subjective prior made him doubt her power to fight
Mike Goldstein said, ‘That girl will never do,
In the heat of battle, deary, you just don’t have the might
This stoush will be too rough for such as you.’
But Berger and Bernardo came to Susie’s side
We think we ought to let her in, they said
For we warrant she’ll be with us when the blood has fairly dried
For Susie is Valencia born and bred.
She did her Bayesian training in the classic Spanish way
Where the stats is twice as hard and twice as rough
And she knows nonparametrics, which is useful in a fray
She’s soft outside, but inside, man she’s tough!
She went. They found those Fisher stats folk sunning on the beach
And as they grabbed their laptops from the sand
Jim Berger muttered fiercely, ‘right, twist any head you reach
We cannot let those Fish get out of hand.’
Alicia, grab a Dirichlet and break them with a stick
Chris, it’s easy, just like ABC
And Sylvia, a mixture model ought to do the trick
But just you leave that Ronnie up to me.
Jose battled them with inference and curdled Neyman’s blood
And Ed told jokes that made them shake their head
And posteriors lined like beaches like sandbags for a flood
And Jim threw whiskey bottles as they fled.
And when the Bayesians and the Fishers were washed up on the sand
The fight was almost judged to be a tie
But it was Susie who kept going, who led the final charge
For she didn’t want objective Bayes to die
She sent the beach on fire as she galloped through the fray
Hurling P and F tests through the foam
‘til the Fishers raised surrender and called the fight a day
And shut their laptops down and sailed for home.
And now at ISBA meetings where the Bayesians spend their days
To laugh and learn and share a drink or two
A glass is always toasted: to Susie, Queen of Bayes
And the cheering echoes loudly round the crew.
She will be remembered for setting Bayesian stats on fire
For her contributions to the field are long
And her passion and her laughter will continue to inspire
The Bayesian from Valencia lives on!
hasta luego, Susie!
Posted in Statistics, University life with tags Bayesian foundations, Cornell University, George Casella, ISBA, O'Bayes, Purdue University, Spain, Susie Bayarri, València on August 20, 2014 by xi'an
I just heard that our dear, dear friend Susie Bayarri passed away early this morning, on August 19, in Valencià, Spain… I had known Susie for many, many years, our first meeting being in Purdue in 1987, and we shared many, many great times during simultaneous visits to Purdue University and Cornell University in the 1990’s. During a workshop in Cornell organised by George Casella (to become the unforgettable Camp Casella!), we shared a flat together and our common breakfasts led her to make fun of my abnormal consumption of cereals forever after, a recurrent joke each time we met! Another time, we were coming from the movie theatre in Lafayette in Susie’ s car when we got stopped for going through a red light. Although she tried very hard, her humour and Spanish verve were for once insufficient to convince her interlocutor.
Susie was a great Bayesian, contributing to the foundations of Bayesian testing in her numerous papers and through the direction of deep PhD theses in Valencia. As well as to queuing systems and computer models. She was also incredibly active in ISBA, from the very start of the Bayesian society, and was one of the first ISBA presidents. She also definitely contributed to the Objective Bayes section of ISBA, especially in the construction of the O’Bayes meetings. She gave a great tutorial on Bayes factors at the last O’Bayes conference in Duke last December, full of jokes and passion, despite being already weak from her cancer…
So, hasta luego, Susie!, from all your friends. I know we shared the same attitude about our Catholic education and our first names heavily laden with religious meaning, but I’d still like to believe that your rich and contagious laugh now resonates throughout the cosmos. So, hasta luego, Susie, and un abrazo to all of us missing her.
Random construction of interpolating sets
Posted in Kids, Statistics, University life with tags nested sampling, numerical integration, ratio of integrals, tootsie pop, València on January 5, 2012 by xi'an
One of the many arXiv papers I could not discuss earlier is Huber and Schott’s “Random construction of interpolating sets for high dimensional integration” which relates to their earlier TPA paper at the València meeting. (Paper that we discussed with Nicolas Chopin.) TPA stands for tootsie pop algorithm, The paper is very pleasant to read, just like its predecessor. The principle behind TPA is that the number of steps in the algorithm is Poisson with parameter connected to the unknown measure of the inner set:
![N\sim\mathcal{P}(\ln[\mu(B)/\mu(B^\prime)])](https://s0.wp.com/latex.php?latex=N%5Csim%5Cmathcal%7BP%7D%28%5Cln%5B%5Cmu%28B%29%2F%5Cmu%28B%5E%5Cprime%29%5D%29&bg=000000&fg=B0B0B0&s=0&c=20201002)
Therefore, the variance of the estimation is known as well. This is a significant property of a mathematically elegant solution. As already argued in our earlier discussion, it however seems the paper is defending an integral approximation that sounds far from realistic, in my opinion. Indeed, the TPA method requires as a fundamental item the ability to simulate from a measure μ restricted to a level set A(β). Exact simulation seems close to impossible in any realistic problem. Just as in Skilling (2006)’s nested sampling. Furthermore, the comparison with nested sampling is evacuated rather summarily: that the variance of this alternative cannot be computed “prior to running the algorithm” does not mean it is larger than the one of the TPA method. If the proposal is to become a realistic algorithm, some degree of comparison with the existing should appear in the paper. (A further if minor comment about the introduction is that the reason for picking the relative ideal balance α=0.2031 in the embedded sets is not clear. Not that it really matters in the implementation unless Section 5 on well-balanced sets is connected with this ideal ratio…)
