Author: xi'an

O’Bayes 19/4

Last talks of the conference! With Rui Paulo (along with Gonzalo Garcia-Donato) considering the special case of factors when doing variable selection. Which is an interesting question that I had never considered, as at best I would remove all leves or keeping them all. Except that there may be misspecification in the factors as for […]

O’Bayes 19/3.5

  Among the posters at the second poster session yesterday night, one by Judith ter Schure visually standing out by following the #betterposter design suggested by Mike Morrison a few months ago. Design on which I have ambivalent feelings. On the one hand, reducing the material on a poster is generally a good idea as […]

O’Bayes 19/3

Nancy Reid gave the first talk of the [Canada] day, in an impressive comparison of all approaches in statistics that involve a distribution of sorts on the parameter, connected with the presentation she gave at BFF4 in Harvard two years ago, including safe Bayes options this time. This was related to several (most?) of the […]

O’Bayes 19/2

One talk on Day 2 of O’Bayes 2019 was by Ryan Martin on data dependent priors (or “priors”). Which I have already discussed in this blog. Including the notion of a Gibbs posterior about quantities that “are not always defined through a model” [which is debatable if one sees it like part of a semi-parametric […]

O’Bayes 19/1 [snapshots]

Although the tutorials of O’Bayes 2019 of yesterday were poorly attended, albeit them being great entries into objective Bayesian model choice, recent advances in MCMC methodology, and the multiple layers of BART, for which I have to blame myself for sticking the beginning of O’Bayes too closely to the end of BNP as only the […]

O’Bayes 19/1 [snapshots]

Although the tutorials of O’Bayes 2019 of yesterday were poorly attended, albeit them being great entries into objective Bayesian model choice, recent advances in MCMC methodology, and the multiple layers of BART, for which I have to blame myself for sticking the beginning of O’Bayes too closely to the end of BNP as only the […]

running after my plane

A bit of a hectic trip to Abidjan last Sunday, starting from Caen in the early morning where I was supporting my daughter, wife, mother, and mother-in-law for the annual Rochambelle women-only 5k race on the previous evening! With my daughter managing a fantastic 52nd position and ending up first of her category! As I […]

O’Bayes 2019 has now started!

The O’Bayes 2019 conference in Warwick University has now started, with about 100 participants meeting over four days (plus one of tutorials) in the Zeeman maths building of the University. Quite a change of location and weather when compared with the previous one in Austin. As an organiser I hope all goes well at the […]

ENSEA & CISEA 2019

I found my (short) trip to Abdijan for the CISEA 2019 conference quite fantastic as it allowed me to meet with old friends, from the earliest days at CREST and even before, and to meet new ones. Including local students of ENSEA who had taken a Bayesian course out of my Bayesian Choice book. And […]

Bayesian conjugate gradients [open for discussion]

When fishing for an illustration for this post on Google, I came upon this Bayesian methods for hackers cover, a book about which I have no clue whatsoever (!) but that mentions probabilistic programming. Which serves as a perfect (?!) introduction to the call for discussion in Bayesian Analysis of the incoming Bayesian conjugate gradient […]

efficient MCMC sampling

Maxime Vono, Daniel Paulin and Arnaud Doucet recently arXived a paper about a regularisation technique that allows for efficient sampling from a complex posterior which potential function factorises as a large sum of transforms of linear projections of the parameter θ The central idea in the paper [which was new to me] is to introduce […]

A la Bienale di Venezia

Taking advantage of staying in Venezia over the weekend, we went to the huge international contemporary art exhibit located all over the city but mostly in the Arsenale and in the gardens. This was quite impressive in terms of diversity and style, of course, although the general feeling was rather bleak, centering on pollution and […]

cuida tu vestido y no hables tanto, Jorge!

“”In our societies, it even seems homosexuality is fashionable. And this mentality, in some way, also influences the life of the Church (..) Therefore, the Church recommends that people with that kind of ingrained tendency should not be accepted into the ministry or consecrated life. The ministry or the consecrated life is not his place.” […]

sampling and imbalanced

Deborshee Sen, Matthias Sachs, Jianfeng Lu and David Dunson have recently arXived a sub-sampling paper for  classification (logistic) models where some covariates or some responses are imbalanced. With a PDMP, namely zig-zag, used towards preserving the correct invariant distribution (as already mentioned in an earlier post on the zig-zag zampler and in a recent Annals […]

likelihood-free approximate Gibbs sampling

“Low-dimensional regression-based models are constructed for each of these conditional distributions using synthetic (simulated) parameter value and summary statistic pairs, which then permit approximate Gibbs update steps (…) synthetic datasets are not generated during each sampler iteration, thereby providing efficiencies for expensive simulator models, and only require sufficient synthetic datasets to adequately construct the full […]

talk at CISEA 2019

Here are my slides for the overview talk I am giving at CISEA 2019, in Abidjan, highly resemblant with earlier talks, except for the second slide!

Le Monde puzzle [#1104]

A palindromic Le Monde mathematical puzzle: In a monetary system where all palindromic amounts between 1 and 10⁸ have a coin, find the numbers less than 10³ that cannot be paid with less than three coins. Find if 20,191,104 can be paid with two coins. Similarly, find if 11,042,019 can be paid with two or […]