Category: pictures

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) […]

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 […]

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 […]

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 […]


Even stronger and farther-reaching a symbol of Paris than the Eiffel Tower, the Notre-Dame-de-Paris cathedral is now burning down. Only Hugo can make for the memory of this monumental loss: “Sur la face de cette vieille reine de noscathédrales, à côté d’une ride on trouve toujours une cicatrice. Tempua edax, homo edacior; ce que je […]

BayesComp 20 [full program]

The full program is now available on the conference webpage of BayesComp 20, next 7-10 Jan 2020. There are eleven invited sessions, including one j-ISBA session, and a further thirteen contributed sessions were selected by the scientific committee. Calls are still open for tutorials on Tuesday 07 January (with two already planed on Nimble and […]

p-values, Bayes factors, and sufficiency

Among the many papers published in this special issue of TAS on statistical significance or lack thereof, there is a paper I had already read before (besides ours!), namely the paper by Jonty Rougier (U of Bristol, hence the picture) on connecting p-values, likelihood ratio, and Bayes factors. Jonty starts from the notion that the […]

Adrian Smith to head British replacement of ERC

Just read in Nature today that Adrian Smith (of MCMC fame!) was to head the search for a replacement to ERC and Marie Curie research funding in the UK. Adrian, whom I first met in Sherbrooke, Québec, in June 1989, when he delivered one of his first talks on MCMC, is currently the director of […]

“extremely damaging and slanderous blog article”

Yesterday was a first for the ‘Og in that my university legal department received a complaint from a company about one of the posts, that among other things was considered as an “offending” and “extremely damaging and slanderous commentary” on the services proposed by this company, including posting the unsolicited marketing email it has sent […]

dynamic nested sampling for stars

In the sequel of earlier nested sampling packages, like MultiNest, Joshua Speagle has written a new package called dynesty that manages dynamic nested sampling, primarily intended for astronomical applications. Which is the field where nested sampling is the most popular. One of the first remarks in the paper is that nested sampling can be more […]

Gibbs clashes with importance sampling

In an X validated question, an interesting proposal was made: at each (component-wise) step of a Gibbs sampler, replace simulation from the exact full conditional with simulation from an alternate density and weight the resulting simulation with a term made of a product of (a) the previous weight (b) the ratio of the true conditional […]

aftermaths of retiring significance

Beyond mentions in the general press of the retire significance paper, as in Retraction Watch, Bloomberg, The Guardian, Vox, and NPR, not to mention the large number of comments on Andrew’s blog, and Deborah Mayo’s tribune on a ban on free speech (!), Nature of “the week after” contained three letters from Ioannidis, calling for […]

deep and embarrassingly parallel MCMC

Diego Mesquita, Paul Blomstedt, and Samuel Kaski (from Helsinki, like the above picture) just arXived a paper on embarrassingly parallel MCMC. Following a series of papers discussed on this ‘og in the past. They use a deep learning approach of Dinh et al. (2017) to the computation of the probability density of a convoluted and […]

Bayesian econometrics in St. Andrews

A call I received for the incoming 2019 edition of the European Seminar on Bayesian Econometrics (ESOBE), sponsored by the EFaB section of ISBA, which is going to be held at the University of St Andrews in Scotland on Monday 2 and Tuesday 3 September, 2019. I have attended an earlier edition in Venezia and […]