Category: pictures

foundations of data science [editorial]

The American Institute of Mathematical Sciences, one of eight NSF-funded mathematical institutes, is supporting a new journal on data sciences called Foundations of Data Science, with editors in chief Ajay Jasra, Kody Law, and Vasileios Maroulas. Since I know them reasonably well (!). I have asked the editors for an editorial and they obliged by […]

Dutch summer workshops on Bayesian modeling

Just received an email about two Bayesian workshops in Amsterdam this summer: “Theory and Practice of Bayesian Hypothesis Testing, A JASP Workshop”  August 22 – August 23, 2019 “Bayesian Modeling for Cognitive Science, A JAGS and WinBUGS Workshop” August 26 – August 30 both taking place at the University of Amsterdam. And focussed on Bayesian […]

dominating measure

Yet another question on X validated reminded me of a discussion I had once  with Jay Kadane when visiting Carnegie Mellon in Pittsburgh. Namely the fundamentally ill-posed nature of conjugate priors. Indeed, when considering the definition of a conjugate family as being a parameterised family Þ of distributions over the parameter space Θ stable under […]

BayesComp 20: call for contributed sessions!

Just to remind readers of the incoming deadline for BayesComp sessions: The deadline for providing a title and brief abstract that the session is April 1, 2019. Please provide the names and affiliations of the organizer and the three speakers (the organizer can be one of them). Each session lasts 90 minutes and each talk […]

ERC panel [step #1]

Although this post was written ages ago, regulations of the European Research Council (ERC) prevented me from posting it until now, for confidentiality reasons. I was indeed nominated as an expert member of the ERC panel on starting grants for mathematics [a denomination including statistics, obviously, but also quantum physics or some aspects of it], […]

asymptotics of synthetic likelihood

David Nott, Chris Drovandi and Robert Kohn just arXived a paper on a comparison between ABC and synthetic likelihood, which is both interesting and timely given that synthetic likelihood seems to be lacking behind in terms of theoretical evaluation. I am however as puzzled by the results therein as I was by the earlier paper […]

Siem Reap conference

As I returned from the conference in Siem Reap. on a flight avoiding India and Pakistan and their [brittle and bristling!] boundary on the way back, instead flying far far north, near Arkhangelsk (but with nothing to show for it, as the flight back was fully in the dark), I reflected how enjoyable this conference […]

Le Monde puzzle [#1086]

A terse Le Monde mathematical puzzle in the optimisation mode: What is the maximal fraction of the surface of a triangle occupied by an inner triangle ABC where Abigail picks a summit A on a first side, Berenice B on a second side, and then Abigails picks C on the third side, towards Abigail maximising […]

my [homonym] talk this afternoon at CREST [Paris-Saclay]

Christian ROBERT (Université Lyon 1) « How large is the jump discontinuity in the diffusion coefficient of an Itô diffusion?” Time: 3:30 pm – 4:30 pm Date: 04th of March 2019 Place: Room 3105 Abstract : We consider high frequency observations from a one-dimensional diffusion process Y. We assume that the diffusion coefficient σ is continuously differentiable, […]

automatic adaptation of MCMC algorithms

“A typical adaptive MCMC sampler will approximately optimize performance given the kind of sampler chosen in the first place, but it will not optimize among the variety of samplers that could have been chosen.” Last February (2018), Dao Nguyen and five co-authors arXived a paper that I missed. On a new version of adaptive MCMC […]

error bars [reposted]

A definitely brilliant entry on xkcd that reflects upon the infinite regress of producing error evaluations that are based on estimates. A must for the next class when I introduce error bars and confidence intervals!

Nature tea[dbits]

A very special issue of Nature (7 February 2019, vol. 556, no. 7742). With an outlook section on tea, plus a few research papers (and ads) on my principal beverage. News about the REF, Elsevier’s and Huawei’s woes with the University of California, the dangerous weakening of Title IX by the Trump administration, and a […]