Author: xi'an

abolitionist

A very interesting piece about prison abolition in the NYT. Centering on Ruth Wilson Gilmore an US advocate for the abolition of prison sentences and a geographer at Berkeley. Interesting because the very notion of abolition sounds anathema to many and I rarely meet people sharing the conviction that prison sentences are counter-productive, often in […]

MCMC importance samplers for intractable likelihoods

Jordan Franks just posted on arXiv his PhD dissertation at the University of Jyväskylä, where he discuses several of his works: M. Vihola, J. Helske, and J. Franks. Importance sampling type estimators based on approximate marginal MCMC. Preprint arXiv:1609.02541v5, 2016. J. Franks and M. Vihola. Importance sampling correction versus standard averages of reversible MCMCs in […]

PhD studenships at Warwick

There is an exciting opening for several PhD positions at Warwick, in the departments of Statistics and of Mathematics, as part of the Centre for Doctoral Training in Mathematics and Statistics newly created by the University. CDT studentships are funded for four years and funding is open to students from the European Union without restrictions. […]

did variational Bayes work?

An interesting ICML 2018 paper by Yuling Yao, Aki Vehtari, Daniel Simpson, and Andrew Gelman I missed last summer on [the fairly important issue of] assessing the quality or lack thereof of a variational Bayes approximation. In the sense of being near enough from the true posterior. The criterion that they propose in this paper […]

MaxEnt 2019

For those who definitely do not want to attend O’Bayes 2019 in Warwick,  the Max Ent 2019 conference is taking place at the Max Planck Institute for plasma physics in Garching, near Münich, (south) Germany at the same time. Registration is still open at a reduced rate and it is yet not too late to […]

over-confident about mis-specified models?

Ziheng Yang and Tianqui Zhu published a paper in PNAS last year that criticises Bayesian posterior probabilities used in the comparison of models under misspecification as “overconfident”. The paper is written from a phylogeneticist point of view, rather than from a statistician’s perspective, as shown by the Editor in charge of the paper [although I […]

over-confident about mis-specified models?

Ziheng Yang and Tianqui Zhu published a paper in PNAS last year that criticises Bayesian posterior probabilities used in the comparison of models under misspecification as “overconfident”. The paper is written from a phylogeneticist point of view, rather than from a statistician’s perspective, as shown by the Editor in charge of the paper [although I […]

visualising bias and unbiasedness

A question on X validated led me to wonder at the point made by Christopher Bishop in his Pattern Recognition and Machine Learning book about the MLE of the Normal variance being biased. As it is illustrated by the above graph that opposes the true and green distribution of the data (made of two points) […]

Le Monde puzzle [#1099]

A simple 2×2 Le Monde mathematical puzzle: Arielle and Brandwein play a game out of two distinct even integers between 1500 and 2500,  and y. Providing one another with either the pair (x/2,y+x/2) or the pair (x+y/2,y/2) until they run out of even possibilities or exceed 6 rounds. When x=2304, what is the value of […]

the Montréal declarAIon

In conjunction with Yoshua Bengio being one of the three recipients of the 2018 Alan Turing award, Nature ran an interview of him about the Montréal Déclaration for a responsible AI, which he launched at NeurIPS last December. “Self-regulation is not going to work. Do you think that voluntary taxation works? It doesn’t.” Reflecting on […]

instituts interdisciplinaires d’intelligence artificielle

Four French institutes have just been selected by [the jury mandated by] the French Government to become interdisciplinary institutes for artificial intelligence (3IA): •    ANITI (Toulouse), centred at l’Université Fédérale Toulouse Midi-Pyrénées •    MIAI @ Grenoble Alpes (Grenoble), centred at l’Université Grenoble Alpes •    PRAIRIE (Paris), centred à Inria •    3IA Côte d’Azur (Nice), centred […]

likelihood free nested sampling

A recent paper by Mikelson and Khammash found on bioRxiv considers the (paradoxical?) mixture of nested sampling and intractable likelihood. They however cover only the case when a particle filter or another unbiased estimator of the likelihood function. Unless I am missing something in the paper, this seems a very costly and convoluted approach when […]

posterior distribution missing the MLE

An X validated question as to why the MLE is not necessarily (well) covered by a posterior distribution. Even for a flat prior… Which in restrospect highlights the fact that the MLE (and the MAP) are invasive species in a Bayesian ecosystem. Since they do not account for the dominating measure. And hence do not […]

a resolution of the Jeffreys-Lindley paradox

“…it is possible to have the best of both worlds. If one allows the significance level to decrease as the sample size gets larger (…) there will be a finite number of errors made with probability one. By allowing the critical values to diverge slowly, one may catch almost all the errors.” (p.1527) When commenting […]

tenure track position in Clermont, Auvergne

My friend Arnaud Guillin pointed out this opening of a tenure-track professor position at his University of Clermont Auvergne, in Central France. With specialty in statistics and machine-learning, especially deep learning. The deadline for applications is 12 May 2019. (Tenure-track positions are quite rare in French universities and this offer includes a limited teaching load […]